# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-25-000075
**Filing Date:** 2025-8
**Character Count:** 508658
**Document Hash:** 08558ec1712317b295211111c90b461b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-000075.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001410368-25-000075

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251191885

**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):** 2025-07-31

**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:** 34 days

- **WAL:** 70 days

- **Total Value of Portfolio Securities:** $39798070044.99

- **Amortized Cost of Portfolio Securities:** $39798401522.91

- **Cash:** $18141.03

- **Total Other Assets:** $110190145.00

- **Total Liabilities:** $640654583.17

- **Net Assets of Series:** $39267955225.77

- **Number of Shares Outstanding (Series):** 39267988508.5870

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $11673407523.51           | $19622630144.74            | 30.0300%                  | 50.4800%                   |
| 2025-07-02 | $12334308012.97           | $19886752986.20            | 31.7000%                  | 51.1100%                   |
| 2025-07-03 | $10883271209.74           | $19987087477.95            | 27.9600%                  | 51.3500%                   |
| 2025-07-07 | $12149168195.61           | $19965044472.14            | 31.1900%                  | 51.2600%                   |
| 2025-07-08 | $11785771200.68           | $19951312654.33            | 30.1500%                  | 51.0400%                   |
| 2025-07-09 | $11756828536.09           | $19688046466.46            | 30.0200%                  | 50.2800%                   |
| 2025-07-10 | $11085471065.91           | $19700017055.54            | 28.3400%                  | 50.3600%                   |
| 2025-07-11 | $10852019794.64           | $19639168263.94            | 27.7200%                  | 50.1600%                   |
| 2025-07-14 | $12296154580.95           | $19809497217.06            | 31.2800%                  | 50.4000%                   |
| 2025-07-15 | $12133873513.17           | $20000801688.78            | 30.6500%                  | 50.5200%                   |
| 2025-07-16 | $11987972767.61           | $19633516069.21            | 30.5700%                  | 50.0700%                   |
| 2025-07-17 | $10978226983.37           | $19603326472.23            | 27.9800%                  | 49.9700%                   |
| 2025-07-18 | $10870908199.05           | $19957372079.67            | 27.6400%                  | 50.7400%                   |
| 2025-07-21 | $12226103212.82           | $19923203357.90            | 31.1200%                  | 50.7100%                   |
| 2025-07-22 | $11553169736.91           | $20046678912.45            | 29.3300%                  | 50.8900%                   |
| 2025-07-23 | $11635891014.42           | $20171641335.82            | 29.5700%                  | 51.2700%                   |
| 2025-07-24 | $11033981093.10           | $20235007547.68            | 27.9700%                  | 51.2900%                   |
| 2025-07-25 | $10482279177.65           | $19881724842.49            | 26.6000%                  | 50.4500%                   |
| 2025-07-28 | $12325441703.05           | $19791056975.85            | 31.1900%                  | 50.0800%                   |
| 2025-07-29 | $11875377669.58           | $19723982705.47            | 30.1800%                  | 50.1300%                   |
| 2025-07-30 | $12549485663.40           | $20408647448.75            | 31.5200%                  | 51.2600%                   |
| 2025-07-31 | $11426006676.77           | $20110596263.88            | 28.6300%                  | 50.3900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.5300%             |
| 2025-07-02 | 4.5400%             |
| 2025-07-03 | 4.5300%             |
| 2025-07-07 | 4.5300%             |
| 2025-07-08 | 4.5200%             |
| 2025-07-09 | 4.5100%             |
| 2025-07-10 | 4.5100%             |
| 2025-07-11 | 4.5000%             |
| 2025-07-14 | 4.5000%             |
| 2025-07-15 | 4.5000%             |
| 2025-07-16 | 4.5000%             |
| 2025-07-17 | 4.5000%             |
| 2025-07-18 | 4.5000%             |
| 2025-07-21 | 4.5000%             |
| 2025-07-22 | 4.5000%             |
| 2025-07-23 | 4.5000%             |
| 2025-07-24 | 4.4900%             |
| 2025-07-25 | 4.5000%             |
| 2025-07-28 | 4.5000%             |
| 2025-07-29 | 4.5100%             |
| 2025-07-30 | 4.5100%             |
| 2025-07-31 | 4.5100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0001                      |
|  |  |
| 2025-07-02 | 1.0001                      |
|  |  |
| 2025-07-03 | 0.9999                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 0.9999                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 0.9999                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 0.9999                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $408258431.49

- **Number of Shares Outstanding:** 408258993.3480

- **Expense Reimbursement/Waiver:** 21539.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1762420.78               | $408196.76              |
| 2025-07-02 | $223290.89                | $314120.23              |
| 2025-07-03 | $393262.44                | $177318.31              |
| 2025-07-07 | $191352.83                | $352683.32              |
| 2025-07-08 | $411069.64                | $581823.51              |
| 2025-07-09 | $2567627.48               | $310902.23              |
| 2025-07-10 | $291749.72                | $397174.12              |
| 2025-07-11 | $249035.86                | $271299.66              |
| 2025-07-14 | $9732.39                  | $454718.04              |
| 2025-07-15 | $964654.13                | $348883.70              |
| 2025-07-16 | $208080.36                | $237513.13              |
| 2025-07-17 | $292992.70                | $278497.86              |
| 2025-07-18 | $179330.73                | $752642.24              |
| 2025-07-21 | $352078.50                | $780569.67              |
| 2025-07-22 | $118959.15                | $347822.45              |
| 2025-07-23 | $329761.08                | $158375.40              |
| 2025-07-24 | $109882.59                | $247055.87              |
| 2025-07-25 | $331683.87                | $468097.27              |
| 2025-07-28 | $97357.57                 | $434314.86              |
| 2025-07-29 | $181756.28                | $308812.25              |
| 2025-07-30 | $225706.38                | $212309.38              |
| 2025-07-31 | $95716.86                 | $480583.42              |

**Total Gross Subscriptions (Month):** $9587502.23

**Total Gross Redemptions (Month):** $8323713.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0000%           |
| 2025-07-02 | 4.0100%           |
| 2025-07-03 | 4.0100%           |
| 2025-07-07 | 4.0000%           |
| 2025-07-08 | 3.9900%           |
| 2025-07-09 | 3.9800%           |
| 2025-07-10 | 3.9800%           |
| 2025-07-11 | 3.9800%           |
| 2025-07-14 | 3.9700%           |
| 2025-07-15 | 3.9700%           |
| 2025-07-16 | 3.9700%           |
| 2025-07-17 | 3.9700%           |
| 2025-07-18 | 3.9700%           |
| 2025-07-21 | 3.9700%           |
| 2025-07-22 | 3.9700%           |
| 2025-07-23 | 3.9700%           |
| 2025-07-24 | 3.9600%           |
| 2025-07-25 | 3.9600%           |
| 2025-07-28 | 3.9700%           |
| 2025-07-29 | 3.9800%           |
| 2025-07-30 | 3.9800%           |
| 2025-07-31 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 7.4200%          | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $13113501.99

- **Number of Shares Outstanding:** 13113515.7980

- **Expense Reimbursement/Waiver:** 690.83

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $42912.35                 | $867.42                 |
| 2025-07-03 | $0.00                     | $25000.00               |
| 2025-07-08 | $2760.00                  | $800.00                 |
| 2025-07-09 | $0.00                     | $104000.00              |
| 2025-07-11 | $0.00                     | $100000.00              |
| 2025-07-15 | $100.00                   | $4200.51                |
| 2025-07-16 | $237925.00                | $171.82                 |
| 2025-07-17 | $100.00                   | $0.00                   |
| 2025-07-18 | $0.00                     | $51460.00               |
| 2025-07-21 | $0.00                     | $5000.00                |
| 2025-07-22 | $0.00                     | $10000.00               |
| 2025-07-23 | $4.88                     | $0.00                   |
| 2025-07-25 | $0.00                     | $1750.00                |
| 2025-07-28 | $0.00                     | $1441.76                |
| 2025-07-30 | $0.00                     | $750.28                 |
| 2025-07-31 | $0.00                     | $25074.95               |

**Total Gross Subscriptions (Month):** $283802.23

**Total Gross Redemptions (Month):** $330516.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0800%           |
| 2025-07-02 | 4.0900%           |
| 2025-07-03 | 4.0900%           |
| 2025-07-07 | 4.0800%           |
| 2025-07-08 | 4.0700%           |
| 2025-07-09 | 4.0700%           |
| 2025-07-10 | 4.0600%           |
| 2025-07-11 | 4.0600%           |
| 2025-07-14 | 4.0500%           |
| 2025-07-15 | 4.0500%           |
| 2025-07-16 | 4.0500%           |
| 2025-07-17 | 4.0500%           |
| 2025-07-18 | 4.0500%           |
| 2025-07-21 | 4.0500%           |
| 2025-07-22 | 4.0500%           |
| 2025-07-23 | 4.0500%           |
| 2025-07-24 | 4.0400%           |
| 2025-07-25 | 4.0400%           |
| 2025-07-28 | 4.0500%           |
| 2025-07-29 | 4.0600%           |
| 2025-07-30 | 4.0600%           |
| 2025-07-31 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 34.3100%         | 0.0000%              |

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $534455.76

- **Number of Shares Outstanding:** 534457.0460

- **Expense Reimbursement/Waiver:** 27.95

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1435.62                  | $45.99                  |
| 2025-07-08 | $500.00                   | $7074.39                |
| 2025-07-25 | $478.80                   | $0.00                   |

**Total Gross Subscriptions (Month):** $2414.42

**Total Gross Redemptions (Month):** $7120.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.2000%           |
| 2025-07-02 | 3.2100%           |
| 2025-07-03 | 3.2100%           |
| 2025-07-07 | 3.2000%           |
| 2025-07-08 | 3.1900%           |
| 2025-07-09 | 3.1800%           |
| 2025-07-10 | 3.1800%           |
| 2025-07-11 | 3.1800%           |
| 2025-07-14 | 3.1700%           |
| 2025-07-15 | 3.1700%           |
| 2025-07-16 | 3.1700%           |
| 2025-07-17 | 3.1700%           |
| 2025-07-18 | 3.1700%           |
| 2025-07-21 | 3.1700%           |
| 2025-07-22 | 3.1700%           |
| 2025-07-23 | 3.1700%           |
| 2025-07-24 | 3.1600%           |
| 2025-07-25 | 3.1600%           |
| 2025-07-28 | 3.1700%           |
| 2025-07-29 | 3.1800%           |
| 2025-07-30 | 3.1800%           |
| 2025-07-31 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 65.7400%         | 0.0000%              |
| Retail investor |  | 19.3500%         | 0.0000%              |

### Class: Premier Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $38846048836.53

- **Number of Shares Outstanding:** 38846081542.3950

- **Expense Reimbursement/Waiver:** 3348826.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $291059393.33             | $160691979.95           |
| 2025-07-02 | $188058227.68             | $133425785.89           |
| 2025-07-03 | $203188780.90             | $104906691.35           |
| 2025-07-07 | $104496548.25             | $73452270.31            |
| 2025-07-08 | $185526172.25             | $151125902.73           |
| 2025-07-09 | $213584677.71             | $124371769.41           |
| 2025-07-10 | $150642118.72             | $127064051.69           |
| 2025-07-11 | $142581552.33             | $122350258.33           |
| 2025-07-14 | $151091361.19             | $101805663.86           |
| 2025-07-15 | $149168270.64             | $164632076.64           |
| 2025-07-16 | $166802123.50             | $154332037.03           |
| 2025-07-17 | $129072623.23             | $140988427.39           |
| 2025-07-18 | $135346258.14             | $124182908.74           |
| 2025-07-21 | $210568507.45             | $156840240.50           |
| 2025-07-22 | $148110833.79             | $144925762.86           |
| 2025-07-23 | $159899473.90             | $116815685.22           |
| 2025-07-24 | $139816902.13             | $134736248.53           |
| 2025-07-25 | $155233033.66             | $112567775.52           |
| 2025-07-28 | $138938385.97             | $139859716.73           |
| 2025-07-29 | $115760963.00             | $186513617.84           |
| 2025-07-30 | $179120082.11             | $111526067.66           |
| 2025-07-31 | $127033512.70             | $133800971.03           |

**Total Gross Subscriptions (Month):** $3585099802.58

**Total Gross Redemptions (Month):** $2920915909.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.3600%           |
| 2025-07-02 | 4.3700%           |
| 2025-07-03 | 4.3700%           |
| 2025-07-07 | 4.3600%           |
| 2025-07-08 | 4.3500%           |
| 2025-07-09 | 4.3400%           |
| 2025-07-10 | 4.3400%           |
| 2025-07-11 | 4.3400%           |
| 2025-07-14 | 4.3300%           |
| 2025-07-15 | 4.3300%           |
| 2025-07-16 | 4.3300%           |
| 2025-07-17 | 4.3300%           |
| 2025-07-18 | 4.3300%           |
| 2025-07-21 | 4.3300%           |
| 2025-07-22 | 4.3300%           |
| 2025-07-23 | 4.3300%           |
| 2025-07-24 | 4.3200%           |
| 2025-07-25 | 4.3200%           |
| 2025-07-28 | 4.3300%           |
| 2025-07-29 | 4.3400%           |
| 2025-07-30 | 4.3400%           |
| 2025-07-31 | 4.3400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.1600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.710000%
- **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):** $100035900.00
- **C.18.a - Value (excl. sponsor support):** $100035900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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: Alaska Housing Finance Corp.

- **C.1 - Title:** Alaska Housing Finance Corp. 4.340000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 3: Albion Capital Corp. SA / Albion Capital LLC

- **C.1 - Title:** Albion Capital Corp. SA / Albion Capital LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329WZF1, C.4 - ISIN: US01329WZF12, C.3 - LEI: 2138007N7N1G5L17WK33
- **C.18 - Value (incl. sponsor support):** $49150535.00
- **C.18.a - Value (excl. sponsor support):** $49150535.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: 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):** $199119403.80
- **C.18.a - Value (excl. sponsor support):** $199119403.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **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 5: Anglesea Funding PLC

- **C.1 - Title:** Anglesea Funding PLC 4.470000%
- **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):** $100001940.00
- **C.18.a - Value (excl. sponsor support):** $100001940.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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 6: 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):** $99999832.00
- **C.18.a - Value (excl. sponsor support):** $99999832.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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 7: 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):** $499998315.00
- **C.18.a - Value (excl. sponsor support):** $499998315.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 8: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC 4.380000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WLH1, C.4 - ISIN: US03482WLH15, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $249999170.00
- **C.18.a - Value (excl. sponsor support):** $249999170.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WLS7, C.4 - ISIN: US03482WLS79, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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 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):** $89396852.85
- **C.18.a - Value (excl. sponsor support):** $89396852.85
- **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 4.450000%
- **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):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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: 03843LV13, C.4 - ISIN: US03843LV136, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $149981775.00
- **C.18.a - Value (excl. sponsor support):** $149981775.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, 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
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LV62, C.4 - ISIN: US03843LV623, C.3 - LEI: 549300RM1I17W1XLUM92
- **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:** 4.4400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 14: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03844KFB0, C.4 - ISIN: US03844KFB08, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $250005057.50
- **C.18.a - Value (excl. sponsor support):** $250005057.50
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **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: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03844KFK0, C.4 - ISIN: US03844KFK07, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $250006872.50
- **C.18.a - Value (excl. sponsor support):** $250006872.50
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 16: Arizona RR Ranches LLC

- **C.1 - Title:** Arizona RR Ranches LLC 4.500000%
- **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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 17: 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):** $100398444.00
- **C.18.a - Value (excl. sponsor support):** $100398444.00
- **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 18: 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):** $49585135.00
- **C.18.a - Value (excl. sponsor support):** $49585135.00
- **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 19: 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):** $29703204.00
- **C.18.a - Value (excl. sponsor support):** $29703204.00
- **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 20: 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):** $84998037.69
- **C.18.a - Value (excl. sponsor support):** $84998037.69
- **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 21: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UA93, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $42746137.60
- **C.18.a - Value (excl. sponsor support):** $42746137.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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: Augustine Insurance Trust

- **C.1 - Title:** Augustine Insurance Trust 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 23: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGG5, C.3 - LEI: 9845005D9C6BAA10BK72
- **C.18 - Value (incl. sponsor support):** $28785900.00
- **C.18.a - Value (excl. sponsor support):** $28785900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP Paribas SA/New York 4.590000%
- **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):** $100003310.00
- **C.18.a - Value (excl. sponsor support):** $100003310.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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):** $100015600.00
- **C.18.a - Value (excl. sponsor support):** $100015600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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):** $149900310.00
- **C.18.a - Value (excl. sponsor support):** $149900310.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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):** $149901705.00
- **C.18.a - Value (excl. sponsor support):** $149901705.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFA5, C.4 - ISIN: US05973RFA59, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $149987025.00
- **C.18.a - Value (excl. sponsor support):** $149987025.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFF4, C.4 - ISIN: US05973RFF47, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $90109890.00
- **C.18.a - Value (excl. sponsor support):** $90109890.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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 30: 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):** $149959200.00
- **C.18.a - Value (excl. sponsor support):** $149959200.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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 31: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.720000%
- **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):** $75042975.00
- **C.18.a - Value (excl. sponsor support):** $75042975.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 32: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.760000%
- **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):** $100060200.00
- **C.18.a - Value (excl. sponsor support):** $100060200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 33: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.670000%
- **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):** $100015930.00
- **C.18.a - Value (excl. sponsor support):** $100015930.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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):** $79988504.00
- **C.18.a - Value (excl. sponsor support):** $79988504.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 4.690000%
- **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):** $150106575.00
- **C.18.a - Value (excl. sponsor support):** $150106575.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 4.620000%
- **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):** $100049050.00
- **C.18.a - Value (excl. sponsor support):** $100049050.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 37: Bank of Nova Scotia/Houston

- **C.1 - Title:** Bank of Nova Scotia/Houston 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGV8, C.4 - ISIN: US06418NGV82, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $150051630.00
- **C.18.a - Value (excl. sponsor support):** $150051630.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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 38: Bank of Nova Scotia/Houston

- **C.1 - Title:** Bank of Nova Scotia/Houston 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NHS4, C.4 - ISIN: US06418NHS45, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $124977600.00
- **C.18.a - Value (excl. sponsor support):** $124977600.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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 39: Bank of New York Mellon/The

- **C.1 - Title:** Bank of New York Mellon/The 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: WFLLPEPC7FZXENRZV188
- **C.18 - Value (incl. sponsor support):** $149989710.00
- **C.18.a - Value (excl. sponsor support):** $149989710.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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 40: Barclays Bank PLC/NY

- **C.1 - Title:** Barclays Bank PLC/NY 4.560000%
- **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):** $150013320.00
- **C.18.a - Value (excl. sponsor support):** $150013320.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 41: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp. 4.520000%
- **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):** $50005900.00
- **C.18.a - Value (excl. sponsor support):** $50005900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 42: Brigantine Funding Co. LLC

- **C.1 - Title:** Brigantine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 10902EW37, C.4 - ISIN: US10902EW373, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $121989481.25
- **C.18.a - Value (excl. sponsor support):** $121989481.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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? 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: 10902EX36, C.4 - ISIN: US10902EX363, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $143305919.38
- **C.18.a - Value (excl. sponsor support):** $143305919.38
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **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 44: Brigantine Funding Co. LLC

- **C.1 - Title:** Brigantine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 10902FAF1, C.4 - ISIN: US10902FAF18, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $97949470.00
- **C.18.a - Value (excl. sponsor support):** $97949470.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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 45: 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):** $98713750.00
- **C.18.a - Value (excl. sponsor support):** $98713750.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 46: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYH7, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $60876650.52
- **C.18.a - Value (excl. sponsor support):** $60876650.52
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **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 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):** $135138827.60
- **C.18.a - Value (excl. sponsor support):** $135138827.60
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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):** $30575129.50
- **C.18.a - Value (excl. sponsor support):** $30575129.50
- **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: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYQ7, C.4 - ISIN: US11042LYQ75, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $61528570.03
- **C.18.a - Value (excl. sponsor support):** $61528570.03
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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):** $84730992.00
- **C.18.a - Value (excl. sponsor support):** $84730992.00
- **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 4.500000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 13068FEZ7, C.4 - ISIN: US13068FEZ71, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $82846399.65
- **C.18.a - Value (excl. sponsor support):** $82846399.65
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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: Canadian Imperial Bank of Commerce/New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce/New York 4.660000%
- **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):** $150059280.00
- **C.18.a - Value (excl. sponsor support):** $150059280.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 53: Canadian Imperial Bank of Commerce/New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce/New York 4.620000%
- **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):** $80047472.00
- **C.18.a - Value (excl. sponsor support):** $80047472.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 54: 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):** $149895285.00
- **C.18.a - Value (excl. sponsor support):** $149895285.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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 55: 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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 56: 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: 16537AV10, C.3 - LEI: 549300E2ZX7KY6XM5610
- **C.18 - Value (incl. sponsor support):** $199975880.00
- **C.18.a - Value (excl. sponsor support):** $199975880.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: 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: 16537AV44, C.3 - LEI: 549300E2ZX7KY6XM5610
- **C.18 - Value (incl. sponsor support):** $199903300.00
- **C.18.a - Value (excl. sponsor support):** $199903300.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 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: 16538AV68, C.3 - LEI: 549300E2ZX7KY6XM5610
- **C.18 - Value (incl. sponsor support):** $99927380.00
- **C.18.a - Value (excl. sponsor support):** $99927380.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 59: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCL9, C.4 - ISIN: US1730QPCL90, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $19999120.00
- **C.18.a - Value (excl. sponsor support):** $19999120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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? No, C.23 Categorized at Level 3? No

### Security 60: Citibank NA

- **C.1 - Title:** Citibank NA 4.710000%
- **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):** $150048345.00
- **C.18.a - Value (excl. sponsor support):** $150048345.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 4.620000%
- **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):** $75004605.00
- **C.18.a - Value (excl. sponsor support):** $75004605.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 4.650000%
- **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):** $100011520.00
- **C.18.a - Value (excl. sponsor support):** $100011520.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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):** $99959140.00
- **C.18.a - Value (excl. sponsor support):** $99959140.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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):** $149932875.00
- **C.18.a - Value (excl. sponsor support):** $149932875.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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 4.680000%
- **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):** $100022155.00
- **C.18.a - Value (excl. sponsor support):** $100022155.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 4.620000%
- **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):** $100003096.00
- **C.18.a - Value (excl. sponsor support):** $100003096.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 67: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC 4.400000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMG1, C.4 - ISIN: US19423RMG10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149893935.00
- **C.18.a - Value (excl. sponsor support):** $149893935.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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 68: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 69: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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? 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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 79: 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):** $162842036.70
- **C.18.a - Value (excl. sponsor support):** $162842036.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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 80: 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):** $119659892.43
- **C.18.a - Value (excl. sponsor support):** $119659892.43
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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 81: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DAE4, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $80829738.00
- **C.18.a - Value (excl. sponsor support):** $80829738.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **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 82: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 4.720000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBU8, C.4 - ISIN: US20272FBU84, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $100087330.00
- **C.18.a - Value (excl. sponsor support):** $100087330.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 83: 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):** $122659015.84
- **C.18.a - Value (excl. sponsor support):** $122659015.84
- **C.19 - Percentage of Net Assets:** 0.3100%
- **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 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: 20632KXQ7, C.4 - ISIN: US20632KXQ74, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $197923800.00
- **C.18.a - Value (excl. sponsor support):** $197923800.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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 85: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC 4.620000%
- **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):** $130015626.00
- **C.18.a - Value (excl. sponsor support):** $130015626.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 86: 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: 2063C0V58, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $283854221.07
- **C.18.a - Value (excl. sponsor support):** $283854221.07
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 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: 2063C0V66, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $199854760.00
- **C.18.a - Value (excl. sponsor support):** $199854760.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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? 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: 2063C0V74, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $125397597.71
- **C.18.a - Value (excl. sponsor support):** $125397597.71
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? 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: 2063C0WA6, C.4 - ISIN: US2063C0WA66, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $72673051.03
- **C.18.a - Value (excl. sponsor support):** $72673051.03
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **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 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):** $124253550.00
- **C.18.a - Value (excl. sponsor support):** $124253550.00
- **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: 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: 2063CQAD7, C.4 - ISIN: US2063CQAD76, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $97987400.00
- **C.18.a - Value (excl. sponsor support):** $97987400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 92: 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):** $99421810.00
- **C.18.a - Value (excl. sponsor support):** $99421810.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 93: 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):** $98794240.00
- **C.18.a - Value (excl. sponsor support):** $98794240.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 94: 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):** $150525990.00
- **C.18.a - Value (excl. sponsor support):** $150525990.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 95: 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):** $76890853.95
- **C.18.a - Value (excl. sponsor support):** $76890853.95
- **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 96: Cooperatieve Rabobank UA/NY

- **C.1 - Title:** Cooperatieve Rabobank UA/NY 4.560000%
- **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):** $100018630.00
- **C.18.a - Value (excl. sponsor support):** $100018630.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 97: Cooperatieve Rabobank UA/NY

- **C.1 - Title:** Cooperatieve Rabobank UA/NY 4.720000%
- **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):** $150124470.00
- **C.18.a - Value (excl. sponsor support):** $150124470.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 98: Credit Agricole Corporate and Investment Bank/New York

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank/New York 4.590000%
- **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):** $100051320.00
- **C.18.a - Value (excl. sponsor support):** $100051320.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 99: 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):** $125004237.50
- **C.18.a - Value (excl. sponsor support):** $125004237.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 100: 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):** $150003765.00
- **C.18.a - Value (excl. sponsor support):** $150003765.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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 101: 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):** $99947230.00
- **C.18.a - Value (excl. sponsor support):** $99947230.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 102: 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):** $99997820.00
- **C.18.a - Value (excl. sponsor support):** $99997820.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 103: 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):** $64976379.00
- **C.18.a - Value (excl. sponsor support):** $64976379.00
- **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 104: 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):** $125018950.00
- **C.18.a - Value (excl. sponsor support):** $125018950.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 105: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.740000%
- **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):** $100110900.00
- **C.18.a - Value (excl. sponsor support):** $100110900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 106: DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main

- **C.1 - Title:** DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WC21, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $89104699.94
- **C.18.a - Value (excl. sponsor support):** $89104699.94
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ Bank AG Deutsche Zentral-Genossenschaftsbank

- **C.1 - Title:** DZ Bank AG Deutsche Zentral-Genossenschaftsbank 4.560000%
- **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):** $100007270.00
- **C.18.a - Value (excl. sponsor support):** $100007270.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 108: Deaconess Hospital Obligated Group

- **C.1 - Title:** Deaconess Hospital Obligated Group
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24218EX77, C.4 - ISIN: US24218EX772, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49581865.00
- **C.18.a - Value (excl. sponsor support):** $49581865.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **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: 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):** $49820245.00
- **C.18.a - Value (excl. sponsor support):** $49820245.00
- **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 110: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 111: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 112: Eligijus P. Lelis Family Trust

- **C.1 - Title:** Eligijus P. Lelis Family Trust 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 113: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NA69, C.4 - ISIN: US29261NA693, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $95806974.57
- **C.18.a - Value (excl. sponsor support):** $95806974.57
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NA77, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $58830222.00
- **C.18.a - Value (excl. sponsor support):** $58830222.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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: 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: 29604GFK4, C.4 - ISIN: US29604GFK40, C.3 - LEI: PQOH26KWDF7CG10L6792
- **C.18 - Value (incl. sponsor support):** $324998440.00
- **C.18.a - Value (excl. sponsor support):** $324998440.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 116: Falcon Asset Funding LLC

- **C.1 - Title:** Falcon Asset Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30607JV17, C.4 - ISIN: US30607JV177, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $38195393.08
- **C.18.a - Value (excl. sponsor support):** $38195393.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: Falcon Asset Funding LLC

- **C.1 - Title:** Falcon Asset Funding LLC 4.760000%
- **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):** $100027801.00
- **C.18.a - Value (excl. sponsor support):** $100027801.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 118: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation des Caisses Desjardins du Quebec 4.570000%
- **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):** $100012050.00
- **C.18.a - Value (excl. sponsor support):** $100012050.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 119: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation des Caisses Desjardins du Quebec 4.750000%
- **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):** $125073087.50
- **C.18.a - Value (excl. sponsor support):** $125073087.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 120: Glencove Funding LLC

- **C.1 - Title:** Glencove Funding LLC 4.470000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37829AHE1, C.3 - LEI: 549300XUUQZO7I38ZR06
- **C.18 - Value (incl. sponsor support):** $99985400.00
- **C.18.a - Value (excl. sponsor support):** $99985400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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 121: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HV76, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99915220.00
- **C.18.a - Value (excl. sponsor support):** $99915220.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 122: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.710000%
- **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):** $100032910.00
- **C.18.a - Value (excl. sponsor support):** $100032910.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 123: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXV8, C.4 - ISIN: US40435RXV85, C.3 - LEI: MLU0ZO3ML4LN2LL2TL39
- **C.18 - Value (incl. sponsor support):** $100000870.00
- **C.18.a - Value (excl. sponsor support):** $100000870.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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 124: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40446DCD9, C.4 - ISIN: US40446DCD93, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $48607815.00
- **C.18.a - Value (excl. sponsor support):** $48607815.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **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 125: Helvetica Funding Co. LLC

- **C.1 - Title:** Helvetica Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 42351BX64, C.4 - ISIN: US42351BX643, C.3 - LEI: 9845008D80E44E0A7B98
- **C.18 - Value (incl. sponsor support):** $163653534.00
- **C.18.a - Value (excl. sponsor support):** $163653534.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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 126: 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 4.450000%
- **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:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 127: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331PV17, C.4 - ISIN: US44331PV175, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $174978702.50
- **C.18.a - Value (excl. sponsor support):** $174978702.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AV59, C.4 - ISIN: US44333AV595, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $269834841.00
- **C.18.a - Value (excl. sponsor support):** $269834841.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 129: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AV67, C.4 - ISIN: US44333AV678, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $194856772.50
- **C.18.a - Value (excl. sponsor support):** $194856772.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 130: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC 4.770000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333PAC4, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $70003744.30
- **C.18.a - Value (excl. sponsor support):** $70003744.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? 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 131: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGH5, C.4 - ISIN: US44988GGH56, C.3 - LEI: 549300NYKK9MWM7GGW15
- **C.18 - Value (incl. sponsor support):** $125012725.00
- **C.18.a - Value (excl. sponsor support):** $125012725.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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 132: 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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 133: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 134: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 135: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 136: Illinois Finance Authority

- **C.1 - Title:** Illinois Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $39500000.00
- **C.18.a - Value (excl. sponsor support):** $39500000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **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 137: Illinois Finance Authority

- **C.1 - Title:** Illinois Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FR31, C.4 - ISIN: US45204FR313, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **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 138: 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):** $98719580.00
- **C.18.a - Value (excl. sponsor support):** $98719580.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 139: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125EYE6, C.4 - ISIN: US46125EYE66, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $49353795.00
- **C.18.a - Value (excl. sponsor support):** $49353795.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **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 140: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FAD1, C.4 - ISIN: US46125FAD15, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $97987400.00
- **C.18.a - Value (excl. sponsor support):** $97987400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 141: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FDP1, C.4 - ISIN: US46125FDP18, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $100509672.47
- **C.18.a - Value (excl. sponsor support):** $100509672.47
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **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 142: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TV82, C.4 - ISIN: US46221TV822, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $134867862.00
- **C.18.a - Value (excl. sponsor support):** $134867862.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **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 143: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TVD1, C.4 - ISIN: US46221TVD17, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $79872088.00
- **C.18.a - Value (excl. sponsor support):** $79872088.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TVL3, C.4 - ISIN: US46221TVL33, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $49877095.00
- **C.18.a - Value (excl. sponsor support):** $49877095.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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? 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: 46221TW40, C.4 - ISIN: US46221TW408, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $199137960.00
- **C.18.a - Value (excl. sponsor support):** $199137960.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **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 146: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VA63, C.4 - ISIN: US46222VA630, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $97844223.58
- **C.18.a - Value (excl. sponsor support):** $97844223.58
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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: 46222VBS4, C.4 - ISIN: US46222VBS43, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $104969599.65
- **C.18.a - Value (excl. sponsor support):** $104969599.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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: 46224KV62, C.4 - ISIN: US46224KV627, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $249816775.00
- **C.18.a - Value (excl. sponsor support):** $249816775.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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? Yes, 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: 46224KV70, C.4 - ISIN: US46224KV700, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $199828880.00
- **C.18.a - Value (excl. sponsor support):** $199828880.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 150: 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:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 151: JWV-B Turner Investments LLC

- **C.1 - Title:** JWV-B Turner Investments LLC 4.500000%
- **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:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? No, C.23 Categorized at Level 3? No

### Security 152: JPMorgan Chase Putters/Drivers Trust

- **C.1 - Title:** JPMorgan Chase Putters/Drivers Trust 4.380000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 46640KR22, C.4 - ISIN: US46640KR226, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149870000.00
- **C.18.a - Value (excl. sponsor support):** $149870000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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 153: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 154: 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:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 155: 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):** $38760000.00
- **C.18.a - Value (excl. sponsor support):** $38760000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 156: Kurt Anderson Memorial Trust

- **C.1 - Title:** Kurt Anderson Memorial Trust 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 157: Legacy Capital Co. LLC

- **C.1 - Title:** Legacy Capital Co. LLC 4.790000%
- **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):** $100022869.00
- **C.18.a - Value (excl. sponsor support):** $100022869.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 158: Legacy Capital Co. LLC

- **C.1 - Title:** Legacy Capital Co. LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GER0, C.4 - ISIN: US52473GER02, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $50002850.00
- **C.18.a - Value (excl. sponsor support):** $50002850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 159: Legacy Capital Co. LLC

- **C.1 - Title:** Legacy Capital Co. LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GET6, C.4 - ISIN: US52473GET67, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $100006100.00
- **C.18.a - Value (excl. sponsor support):** $100006100.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 160: 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: 52953AV10, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $75055947.16
- **C.18.a - Value (excl. sponsor support):** $75055947.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: 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: 52953AV51, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $295642087.46
- **C.18.a - Value (excl. sponsor support):** $295642087.46
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 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: 52953AV69, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $98258592.75
- **C.18.a - Value (excl. sponsor support):** $98258592.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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? 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: 52953AV77, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $150131610.42
- **C.18.a - Value (excl. sponsor support):** $150131610.42
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? 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: 52953EZ34, C.4 - ISIN: US52953EZ345, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $123099687.50
- **C.18.a - Value (excl. sponsor support):** $123099687.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 165: Liberty Street Funding LLC

- **C.1 - Title:** Liberty Street Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UA59, C.4 - ISIN: US53127UA591, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49044390.00
- **C.18.a - Value (excl. sponsor support):** $49044390.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: Liberty Street Funding LLC

- **C.1 - Title:** Liberty Street Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UA75, C.4 - ISIN: US53127UA757, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49032595.00
- **C.18.a - Value (excl. sponsor support):** $49032595.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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 167: Lion Bay Funding LLC

- **C.1 - Title:** Lion Bay Funding LLC 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAQ9, C.4 - ISIN: US53620AAQ94, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149890050.00
- **C.18.a - Value (excl. sponsor support):** $149890050.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: 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: 53620AAR7, C.4 - ISIN: US53620AAR77, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149999478.00
- **C.18.a - Value (excl. sponsor support):** $149999478.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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 169: 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):** $39693260.00
- **C.18.a - Value (excl. sponsor support):** $39693260.00
- **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 170: 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):** $24805215.00
- **C.18.a - Value (excl. sponsor support):** $24805215.00
- **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 171: 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):** $50569530.90
- **C.18.a - Value (excl. sponsor support):** $50569530.90
- **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 172: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.670000%
- **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):** $100061370.00
- **C.18.a - Value (excl. sponsor support):** $100061370.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 173: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.650000%
- **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):** $125069525.00
- **C.18.a - Value (excl. sponsor support):** $125069525.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 174: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.580000%
- **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):** $100005620.00
- **C.18.a - Value (excl. sponsor support):** $100005620.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 175: 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):** $79977680.00
- **C.18.a - Value (excl. sponsor support):** $79977680.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 176: 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):** $49609540.00
- **C.18.a - Value (excl. sponsor support):** $49609540.00
- **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 177: 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):** $25306798.53
- **C.18.a - Value (excl. sponsor support):** $25306798.53
- **C.19 - Percentage of Net Assets:** 0.0600%
- **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 178: 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):** $21805250.38
- **C.18.a - Value (excl. sponsor support):** $21805250.38
- **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 179: 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):** $24005000.00
- **C.18.a - Value (excl. sponsor support):** $24005000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 180: 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:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 181: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 182: Memorial Hermann Health System

- **C.1 - Title:** Memorial Hermann Health System
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58604FXM1, C.4 - ISIN: US58604FXM12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49498355.00
- **C.18.a - Value (excl. sponsor support):** $49498355.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 184: Milpitas Phase I LP

- **C.1 - Title:** Milpitas Phase I LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60167CAA4, C.4 - ISIN: US60167CAA45, C.3 - LEI: 54930056GTIW5CC5WF45
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2065-06-01
- **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 185: 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):** $29765000.00
- **C.18.a - Value (excl. sponsor support):** $29765000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 60416T6V5, C.4 - ISIN: US60416T6V52, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $19920000.00
- **C.18.a - Value (excl. sponsor support):** $19920000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 60416T7X0, C.4 - ISIN: US60416T7X00, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $19840000.00
- **C.18.a - Value (excl. sponsor support):** $19840000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 60416TZ50, C.4 - ISIN: US60416TZ507, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $29380000.00
- **C.18.a - Value (excl. sponsor support):** $29380000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 195: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 196: Mitsubishi Corp. Americas

- **C.1 - Title:** Mitsubishi Corp. Americas
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60676MV13, C.4 - ISIN: US60676MV138, C.3 - LEI: KVIPTY4PULAPGC1VVD26
- **C.18 - Value (incl. sponsor support):** $41994960.00
- **C.18.a - Value (excl. sponsor support):** $41994960.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D5U9, C.4 - ISIN: US60683D5U95, C.3 - LEI: 353800V2V8PUY9TK3E06
- **C.18 - Value (incl. sponsor support):** $149978580.00
- **C.18.a - Value (excl. sponsor support):** $149978580.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mitsubishi UFJ Trust & Banking Corp./NY

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp./NY 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6R5, C.3 - LEI: 353800V2V8PUY9TK3E06
- **C.18 - Value (incl. sponsor support):** $150003630.00
- **C.18.a - Value (excl. sponsor support):** $150003630.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 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: 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:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: Mizuho 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):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **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 201: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HG78, C.4 - ISIN: US60700HG780, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $15005000.00
- **C.18.a - Value (excl. sponsor support):** $15005000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2035-07-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: 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):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: 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):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **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 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: 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:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.760000%
- **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:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: 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):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: 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):** $66400000.00
- **C.18.a - Value (excl. sponsor support):** $66400000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: 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):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **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 209: 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):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: 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):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: 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):** $13845000.00
- **C.18.a - Value (excl. sponsor support):** $13845000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: Mizuho Bank Ltd./New York

- **C.1 - Title:** Mizuho Bank Ltd./New York 4.610000%
- **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):** $100021880.00
- **C.18.a - Value (excl. sponsor support):** $100021880.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 213: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC 4.540000%
- **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):** $50001491.00
- **C.18.a - Value (excl. sponsor support):** $50001491.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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 214: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455EAD1, C.4 - ISIN: US62455EAD13, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $100000282.00
- **C.18.a - Value (excl. sponsor support):** $100000282.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 215: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FV52, C.4 - ISIN: US62455FV527, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $224863920.00
- **C.18.a - Value (excl. sponsor support):** $224863920.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 216: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FV60, C.4 - ISIN: US62455FV600, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $99927380.00
- **C.18.a - Value (excl. sponsor support):** $99927380.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 217: 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):** $49435390.00
- **C.18.a - Value (excl. sponsor support):** $49435390.00
- **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 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: 62630WBA4, C.4 - ISIN: US62630WBA45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50235000.00
- **C.18.a - Value (excl. sponsor support):** $50235000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 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):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 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:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 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:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: 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):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 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:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: 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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 226: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WQK6, C.4 - ISIN: US62630WQK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2040-06-30
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: National Australia Bank Ltd./New York

- **C.1 - Title:** National Australia Bank Ltd./New York 4.570000%
- **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):** $149992005.00
- **C.18.a - Value (excl. sponsor support):** $149992005.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 229: National Bank of Canada

- **C.1 - Title:** National Bank of Canada 4.680000%
- **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):** $125023011.25
- **C.18.a - Value (excl. sponsor support):** $125023011.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 230: 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:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 231: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 232: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 233: 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:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 234: 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):** $124993512.50
- **C.18.a - Value (excl. sponsor support):** $124993512.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 235: Natixis SA

- **C.1 - Title:** Natixis SA 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDS4, C.4 - ISIN: US63873TDS42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124969575.00
- **C.18.a - Value (excl. sponsor support):** $124969575.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Natixis SA/New York

- **C.1 - Title:** Natixis SA/New York 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TEF1, C.4 - ISIN: US63873TEF12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124927975.00
- **C.18.a - Value (excl. sponsor support):** $124927975.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 238: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 239: Nordea Bank Abp/New York

- **C.1 - Title:** Nordea Bank Abp/New York 4.510000%
- **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):** $125021150.00
- **C.18.a - Value (excl. sponsor support):** $125021150.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 240: Nordea Bank Abp/New York

- **C.1 - Title:** Nordea Bank Abp/New York 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WLP1, C.4 - ISIN: US65558WLP13, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100024830.00
- **C.18.a - Value (excl. sponsor support):** $100024830.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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 241: Nordea Bank Abp/New York

- **C.1 - Title:** Nordea Bank Abp/New York 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMR6, C.4 - ISIN: US65558WMR69, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $99959390.00
- **C.18.a - Value (excl. sponsor support):** $99959390.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 243: 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:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 244: 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):** $97680060.00
- **C.18.a - Value (excl. sponsor support):** $97680060.00
- **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 245: 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):** $44906317.80
- **C.18.a - Value (excl. sponsor support):** $44906317.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 246: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.560000%
- **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):** $150020370.00
- **C.18.a - Value (excl. sponsor support):** $150020370.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 247: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.540000%
- **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):** $100008620.00
- **C.18.a - Value (excl. sponsor support):** $100008620.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 248: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.580000%
- **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):** $56752145.15
- **C.18.a - Value (excl. sponsor support):** $56752145.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 249: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.760000%
- **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):** $100080640.00
- **C.18.a - Value (excl. sponsor support):** $100080640.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 250: Overwatch Alpha Funding LLC

- **C.1 - Title:** Overwatch Alpha Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039TV52, C.4 - ISIN: US69039TV523, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $349788320.00
- **C.18.a - Value (excl. sponsor support):** $349788320.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 251: Overwatch Bravo Funding LLC

- **C.1 - Title:** Overwatch Bravo Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040BV17, C.4 - ISIN: US69040BV172, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $149981400.00
- **C.18.a - Value (excl. sponsor support):** $149981400.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: 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):** $99439140.00
- **C.18.a - Value (excl. sponsor support):** $99439140.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 253: 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):** $98927050.00
- **C.18.a - Value (excl. sponsor support):** $98927050.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 254: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3P0, C.4 - ISIN: US69901Q3P02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99990140.00
- **C.18.a - Value (excl. sponsor support):** $99990140.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? 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: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3Q8, C.4 - ISIN: US69901Q3Q84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99992260.00
- **C.18.a - Value (excl. sponsor support):** $99992260.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 256: Park Avenue Collateralized Notes Co. LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co. LLC 4.670000%
- **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):** $150015612.00
- **C.18.a - Value (excl. sponsor support):** $150015612.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 257: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 258: 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):** $99769160.00
- **C.18.a - Value (excl. sponsor support):** $99769160.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 259: 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):** $49842160.00
- **C.18.a - Value (excl. sponsor support):** $49842160.00
- **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 260: 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):** $98001670.00
- **C.18.a - Value (excl. sponsor support):** $98001670.00
- **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 261: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GCA5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97323260.00
- **C.18.a - Value (excl. sponsor support):** $97323260.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GDE6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96910850.00
- **C.18.a - Value (excl. sponsor support):** $96910850.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 263: 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):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 264: 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:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 265: 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):** $127261593.60
- **C.18.a - Value (excl. sponsor support):** $127261593.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 266: 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):** $125184829.20
- **C.18.a - Value (excl. sponsor support):** $125184829.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 267: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 268: 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):** $98728500.00
- **C.18.a - Value (excl. sponsor support):** $98728500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 269: 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):** $37071822.96
- **C.18.a - Value (excl. sponsor support):** $37071822.96
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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 270: 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):** $29595036.00
- **C.18.a - Value (excl. sponsor support):** $29595036.00
- **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 271: 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):** $96496050.00
- **C.18.a - Value (excl. sponsor support):** $96496050.00
- **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 272: Royal Bank of Canada/New York

- **C.1 - Title:** Royal Bank of Canada/New York 4.630000%
- **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):** $125060262.50
- **C.18.a - Value (excl. sponsor support):** $125060262.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 273: SRM Culver City LP

- **C.1 - Title:** SRM Culver City LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78473LAA5, C.4 - ISIN: US78473LAA52, C.3 - LEI: 549300YFMZLBTNFWLU38
- **C.18 - Value (incl. sponsor support):** $27150000.00
- **C.18.a - Value (excl. sponsor support):** $27150000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2061-12-01
- **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 274: 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: 78476GV44, C.3 - LEI: 549300ZSV6VOGFH1ER70
- **C.18 - Value (incl. sponsor support):** $91955987.20
- **C.18.a - Value (excl. sponsor support):** $91955987.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 275: Ste Transcore Holdings, Inc.

- **C.1 - Title:** Ste Transcore Holdings, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78477FV45, C.4 - ISIN: US78477FV457, C.3 - LEI: 549300ZSV6VOGFH1ER70
- **C.18 - Value (incl. sponsor support):** $74963535.00
- **C.18.a - Value (excl. sponsor support):** $74963535.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 276: Siesta Key Issuing Trust

- **C.1 - Title:** Siesta Key Issuing Trust 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 277: 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: U4LOSYZ7YG4W3S5F2G91
- **C.18 - Value (incl. sponsor support):** $155010757.00
- **C.18.a - Value (excl. sponsor support):** $155010757.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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 278: 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: U4LOSYZ7YG4W3S5F2G91
- **C.18 - Value (incl. sponsor support):** $99981380.00
- **C.18.a - Value (excl. sponsor support):** $99981380.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 279: 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: U4LOSYZ7YG4W3S5F2G91
- **C.18 - Value (incl. sponsor support):** $49962335.00
- **C.18.a - Value (excl. sponsor support):** $49962335.00
- **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 280: Starbird Funding Corp.

- **C.1 - Title:** Starbird Funding Corp. 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNH5, C.4 - ISIN: US85520PNH54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75001335.00
- **C.18.a - Value (excl. sponsor support):** $75001335.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 281: State Street Bank & Trust Co.

- **C.1 - Title:** State Street Bank & Trust Co. 4.680000%
- **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):** $150051705.00
- **C.18.a - Value (excl. sponsor support):** $150051705.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 282: State Street Bank & Trust Co.

- **C.1 - Title:** State Street Bank & Trust Co. 4.630000%
- **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):** $150032730.00
- **C.18.a - Value (excl. sponsor support):** $150032730.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 283: Sumitomo Mitsui Trust Bank Ltd./New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd./New York 4.500000%
- **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):** $95008854.00
- **C.18.a - Value (excl. sponsor support):** $95008854.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 284: Sumitomo Mitsui Banking Corp./New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp./New York 4.570000%
- **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):** $100023480.00
- **C.18.a - Value (excl. sponsor support):** $100023480.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 285: 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):** $99999000.00
- **C.18.a - Value (excl. sponsor support):** $99999000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 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):** $79999096.00
- **C.18.a - Value (excl. sponsor support):** $79999096.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 4.550000%
- **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):** $125008000.00
- **C.18.a - Value (excl. sponsor support):** $125008000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 4.550000%
- **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):** $120007860.00
- **C.18.a - Value (excl. sponsor support):** $120007860.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.370000%
- **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: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CLZM4757 | 2047-11-01      | 4.0000%  | 0.0000% | $3702087.33        | $3512512.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $3408340.22        | $3358386.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6746 | 2053-07-01      | 5.5000%  | 0.0000% | $4580514.67        | $4600363.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $3387826.99        | $3323480.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7061 | 2053-09-01      | 6.5000%  | 0.0000% | $3516798.93        | $3718880.06        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8190 | 2054-03-01      | 7.0000%  | 0.0000% | $4044997.45        | $4344130.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9825 | 2055-01-01      | 6.0000%  | 0.0000% | $4643643.87        | $4743431.13        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0052 | 2052-03-01      | 2.0000%  | 0.0000% | $7861711.83        | $6276214.20        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07233 G | 2042-11-01      | 3.5000%  | 0.0000% | $5413581.88        | $5070326.50        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZA3596 | 2043-02-01      | 3.5000%  | 0.0000% | $3210722.36        | $2978149.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3142 | 2043-07-01      | 3.5000%  | 0.0000% | $4648771.37        | $4243085.49        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0262 | 2048-01-01      | 4.0000%  | 0.0000% | $5701767.65        | $5352416.54        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $5545027.16        | $5092634.27        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $6150788.21        | $6002523.46        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0537 | 2036-04-01      | 2.0000%  | 0.0000% | $1656080.53        | $1527612.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2570 | 2052-11-01      | 5.0000%  | 0.0000% | $3294787.01        | $3243927.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $4147474.67        | $4071271.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $2861949.43        | $2868126.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $4203412.54        | $4211017.92        | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81623 G | 2045-03-01      | 4.0000%  | 0.0000% | $3028217.47        | $2871290.19        | Agency Mortgage-Backed Securities |
| 04.500 FGPC V83241 G | 2047-06-01      | 4.5000%  | 0.0000% | $4961399.84        | $4855166.34        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46156 G | 2047-02-01      | 4.0000%  | 0.0000% | $5029072.15        | $4750976.19        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1670 | 2052-05-01      | 4.0000%  | 0.0000% | $4579816.37        | $4260710.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE2861 | 2052-06-01      | 4.5000%  | 0.0000% | $4116609.71        | $3945305.23        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5757 | 2052-07-01      | 4.5000%  | 0.0000% | $4998781.75        | $4772811.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7264 | 2052-08-01      | 5.0000%  | 0.0000% | $5376781.68        | $5279110.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7923 | 2052-08-01      | 5.0000%  | 0.0000% | $4879761.15        | $4806221.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8491 | 2052-08-01      | 5.0000%  | 0.0000% | $3097777.47        | $3040935.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $6349043.67        | $6229089.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8621 | 2054-10-01      | 6.5000%  | 0.0000% | $2783582.06        | $2902086.57        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5055 | 2054-06-01      | 6.5000%  | 0.0000% | $2823445.73        | $2950096.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4168 | 2055-04-01      | 6.5000%  | 0.0000% | $5183078.79        | $5397682.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6638 | 2055-06-01      | 5.5000%  | 0.0000% | $4081758.21        | $4086110.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6660 | 2055-07-01      | 5.5000%  | 0.0000% | $2986437.35        | $2989621.89        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8797 | 2055-07-01      | 7.0000%  | 0.0000% | $5089687.85        | $5442557.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1972 | 2055-06-01      | 5.5000%  | 0.0000% | $4050900.10        | $4054964.50        | Agency Mortgage-Backed Securities |
| FNMS 03.500 R3BF0592 | 2050-03-01      | 3.5000%  | 0.0000% | $5138252.70        | $4807249.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH9287 | 2048-02-01      | 4.5000%  | 0.0000% | $4163209.36        | $4075848.57        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $4048860.21        | $3954683.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7606 | 2048-09-01      | 4.5000%  | 0.0000% | $4563094.16        | $4485754.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4782 | 2048-11-01      | 4.5000%  | 0.0000% | $3690318.25        | $3561965.29        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $7620060.18        | $6154671.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQBM6970 | 2044-10-01      | 4.5000%  | 0.0000% | $4952908.33        | $4836564.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4919 | 2054-09-01      | 6.0000%  | 0.0000% | $6064515.78        | $6271922.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW4804 | 2052-08-01      | 4.0000%  | 0.0000% | $4011872.53        | $3725799.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8952 | 2052-09-01      | 5.0000%  | 0.0000% | $5109043.02        | $5015974.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6418 | 2053-02-01      | 5.0000%  | 0.0000% | $3774183.33        | $3717301.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1706 | 2048-05-01      | 4.5000%  | 0.0000% | $4483130.36        | $4350290.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2095 | 2048-07-01      | 4.5000%  | 0.0000% | $4546361.00        | $4468354.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $5173700.13        | $5066242.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2730 | 2048-11-01      | 4.5000%  | 0.0000% | $4527599.86        | $4450866.10        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFA1903 | 2037-04-01      | 3.0000%  | 0.0000% | $3097384.40        | $2984924.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFA1905 | 2037-03-01      | 3.5000%  | 0.0000% | $4872020.98        | $4704616.72        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2001 | 2050-05-01      | 3.5000%  | 0.0000% | $4077322.71        | $3692112.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS1574 | 2037-05-01      | 3.5000%  | 0.0000% | $5690781.75        | $5527204.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1857 | 2052-05-01      | 2.5000%  | 0.0000% | $6309629.94        | $5233228.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CL890724 | 2046-01-01      | 3.5000%  | 0.0000% | $5120984.80        | $4764239.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $5764271.94        | $5979069.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5562 | 2044-12-01      | 5.0000%  | 0.0000% | $3199077.59        | $3189533.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-07-01      | 5.5000%  | 0.0000% | $4759376.05        | $4757388.21        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9842 | 2055-04-01      | 6.5000%  | 0.0000% | $3490065.42        | $3632870.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9191 | 2055-03-01      | 6.5000%  | 0.0000% | $473394.61         | $494748.33         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0157 | 2055-04-01      | 6.5000%  | 0.0000% | $2926600.90        | $3040734.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1828 | 2055-05-01      | 6.0000%  | 0.0000% | $3574211.47        | $3652808.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8754 | 2055-07-01      | 5.5000%  | 0.0000% | $3224271.70        | $3236976.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9885 | 2055-08-01      | 5.5000%  | 0.0000% | $2954568.50        | $2969894.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1502 | 2054-05-01      | 5.5000%  | 0.0000% | $3922491.25        | $3923280.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3010 | 2054-12-01      | 5.0000%  | 0.0000% | $5305984.90        | $5214470.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  | 0.0000% | $3994475.69        | $4023661.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7939 | 2052-09-01      | 5.0000%  | 0.0000% | $3315430.04        | $3257256.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  | 0.0000% | $4737932.72        | $4745477.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8753 | 2053-03-01      | 5.5000%  | 0.0000% | $5168154.26        | $5172388.70        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA8782 | 2053-03-01      | 4.0000%  | 0.0000% | $5536488.56        | $5141688.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9993 | 2053-10-01      | 6.0000%  | 0.0000% | $3672994.23        | $3777924.33        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PSE9047 | 2048-03-01      | 3.0000%  | 0.0000% | $3319475.58        | $2864388.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL1584 | 2042-04-01      | 3.5000%  | 0.0000% | $3572612.78        | $3345539.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7608 | 2045-11-01      | 3.5000%  | 0.0000% | $4834624.11        | $4461906.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9325 | 2043-01-01      | 3.5000%  | 0.0000% | $3952780.14        | $3698247.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6404 | 2054-01-01      | 6.5000%  | 0.0000% | $3860137.82        | $4040459.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6431 | 2054-02-01      | 6.5000%  | 0.0000% | $2967613.57        | $3106241.68        | Agency Mortgage-Backed Securities |

### Security 290: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 291: Tetris Issuing Trust

- **C.1 - Title:** Tetris Issuing Trust 4.500000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88166QAA5, C.4 - ISIN: US88166QAA58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $88155000.00
- **C.18.a - Value (excl. sponsor support):** $88155000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2075-07-01
- **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 292: 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:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 293: 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):** $44445000.00
- **C.18.a - Value (excl. sponsor support):** $44445000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 294: Toronto-Dominion Bank/NY

- **C.1 - Title:** Toronto-Dominion Bank/NY 4.760000%
- **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):** $150132000.00
- **C.18.a - Value (excl. sponsor support):** $150132000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 295: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.710000%
- **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):** $100040290.00
- **C.18.a - Value (excl. sponsor support):** $100040290.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 296: 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):** $149963655.00
- **C.18.a - Value (excl. sponsor support):** $149963655.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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 297: Toronto-Dominion Bank/NY

- **C.1 - Title:** Toronto-Dominion Bank/NY 4.600000%
- **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):** $74995905.00
- **C.18.a - Value (excl. sponsor support):** $74995905.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 298: TotalEnergies Capital SA

- **C.1 - Title:** TotalEnergies Capital SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EV54, C.3 - LEI: 529900S21EQ1BO4ESM68
- **C.18 - Value (incl. sponsor support):** $99939560.00
- **C.18.a - Value (excl. sponsor support):** $99939560.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 299: TotalEnergies Capital SA

- **C.1 - Title:** TotalEnergies Capital SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EV70, C.3 - LEI: 529900S21EQ1BO4ESM68
- **C.18 - Value (incl. sponsor support):** $99915220.00
- **C.18.a - Value (excl. sponsor support):** $99915220.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 300: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HCW2, C.4 - ISIN: US89233HCW25, C.3 - LEI: 5493006W3QUS5LMH6R84
- **C.18 - Value (incl. sponsor support):** $72849060.00
- **C.18.a - Value (excl. sponsor support):** $72849060.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **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 301: 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):** $49535415.00
- **C.18.a - Value (excl. sponsor support):** $49535415.00
- **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 302: 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: 8923A1A50, C.4 - ISIN: US8923A1A509, C.3 - LEI: 5493006W3QUS5LMH6R84
- **C.18 - Value (incl. sponsor support):** $49027860.00
- **C.18.a - Value (excl. sponsor support):** $49027860.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 303: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 304: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.370000%
- **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_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 3.6900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNCL CL DE0034       | 2067-03-15      | 5.7600%  | 0.0000% | $310557.13         | $318358.64         | Agency Mortgage-Backed Securities |
| GNII SF DE2520 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1045894.65        | $1086514.41        | Agency Mortgage-Backed Securities |
| GNPL PN DE5554       | 2059-12-15      | 5.4600%  | 0.0000% | $205294.57         | $210428.17         | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $649230.73         | $671947.96         | Agency Mortgage-Backed Securities |
| GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $2529677.42        | $2585630.52        | Agency Mortgage-Backed Securities |
| GNII SF DE6795 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1169880.88        | $1228386.23        | Agency Mortgage-Backed Securities |
| GNII SF DE6837 C     | 2054-10-20      | 6.5000%  | 0.0000% | $4334552.17        | $4551321.68        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI3096 | 2034-12-01      | 7.0000%  | 0.0000% | $2265.47           | $2393.99           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI8519 | 2039-02-01      | 4.5000%  | 0.0000% | $53972.34          | $53156.76          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL2692 | 2042-02-01      | 4.5000%  | 0.0000% | $144754.94         | $141110.60         | Agency Mortgage-Backed Securities |
| GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $67929373.73       | $70682098.36       | Agency Mortgage-Backed Securities |
| GNAR AF MB0431 M     | 2055-05-20      | 3.5000%  | 0.0000% | $1055840.20        | $1008924.64        | Agency Mortgage-Backed Securities |
| GNAR AF MB0434 M     | 2055-06-20      | 5.0000%  | 0.0000% | $6576050.14        | $6587661.25        | Agency Mortgage-Backed Securities |
| GNAR AF MB0436 M     | 2055-06-20      | 6.0000%  | 0.0000% | $2481295.77        | $2530735.59        | Agency Mortgage-Backed Securities |
| GNAR AF MB0493 M     | 2055-06-20      | 4.0000%  | 0.0000% | $34195338.40       | $33393092.96       | Agency Mortgage-Backed Securities |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $3227605.27        | $3196884.92        | Agency Mortgage-Backed Securities |
| GNAR AF MB0495 M     | 2055-06-20      | 5.0000%  | 0.0000% | $9536935.17        | $9565685.85        | Agency Mortgage-Backed Securities |
| GNAR AF MB0497 M     | 2055-07-20      | 6.0000%  | 0.0000% | $594500.00         | $605055.34         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $1385.84           | $1200.46           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $1712.37           | $1601.72           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $2006736.00        | $1757912.78        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $6419.25           | $5543.35           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $61013.55          | $48078.78          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8209 | 2052-03-01      | 1.5000%  | 0.0000% | $6723529.43        | $5013601.42        | Agency Mortgage-Backed Securities |
| GNII SF MA6662 M     | 2050-05-20      | 6.0000%  | 0.0000% | $14195.86          | $14931.20          | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $8978447.54        | $7906780.04        | Agency Mortgage-Backed Securities |
| GNII SF MA7993 M     | 2052-04-20      | 5.5000%  | 0.0000% | $26117.17          | $26345.40          | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $64594.68          | $65148.47          | Agency Mortgage-Backed Securities |
| GNII SF MA7317 M     | 2048-01-20      | 5.0000%  | 0.0000% | $640043.22         | $637653.73         | Agency Mortgage-Backed Securities |
| GNII SF MA7587 M     | 2051-09-20      | 1.5000%  | 0.0000% | $565031.64         | $438249.85         | Agency Mortgage-Backed Securities |
| GNAR AF MA7602 M     | 2051-09-20      | 2.5000%  | 0.0000% | $279678.19         | $270542.32         | Agency Mortgage-Backed Securities |
| GNAR AF MA7661 M     | 2051-09-20      | 2.0000%  | 0.0000% | $670921.07         | $636650.20         | Agency Mortgage-Backed Securities |
| GNAR AF MA7663 M     | 2051-10-20      | 2.5000%  | 0.0000% | $1237851.83        | $1183718.50        | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $183769319.27      | $155089054.08      | Agency Mortgage-Backed Securities |
| GNAR AF MA7841 M     | 2051-12-20      | 2.5000%  | 0.0000% | $556977.62         | $534130.58         | Agency Mortgage-Backed Securities |
| GNII SF MA8875 M     | 2053-05-20      | 3.5000%  | 0.0000% | $2412779.35        | $2193442.42        | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $2355224.36        | $2319435.94        | Agency Mortgage-Backed Securities |
| GNII SF MA8983 M     | 2038-07-20      | 3.5000%  | 0.0000% | $824098.40         | $785363.85         | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $5579259.76        | $5349829.44        | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $871834.22         | $858544.56         | Agency Mortgage-Backed Securities |
| GNII SF MA9782 M     | 2054-05-20      | 7.0000%  | 0.0000% | $123513.83         | $128316.45         | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $113952.93         | $100070.73         | Agency Mortgage-Backed Securities |
| GNII SF MA9132 M     | 2031-05-20      | 2.5000%  | 0.0000% | $67436.71          | $63485.69          | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1978625.35        | $1844451.47        | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $937704.65         | $846176.87         | Agency Mortgage-Backed Securities |
| GNII SF MA9750 M     | 2039-07-20      | 6.0000%  | 0.0000% | $3827162.40        | $3938023.81        | Agency Mortgage-Backed Securities |
| GNII SF AO1091 C     | 2045-09-20      | 4.0000%  | 0.0000% | $7955985.10        | $7490936.55        | Agency Mortgage-Backed Securities |
| GNII SF BA9807 C     | 2047-07-20      | 3.5000%  | 0.0000% | $145554.42         | $133133.77         | Agency Mortgage-Backed Securities |
| GNII SF BC4701 C     | 2047-10-20      | 3.5000%  | 0.0000% | $1209607.47        | $1101870.96        | Agency Mortgage-Backed Securities |
| GNAR AF BD4156 C     | 2047-11-20      | 5.5000%  | 0.0000% | $37212.41          | $37362.47          | Agency Mortgage-Backed Securities |
| GNII SF BE2222 C     | 2048-01-20      | 3.5000%  | 0.0000% | $215048.07         | $195895.81         | Agency Mortgage-Backed Securities |
| GNII SF BE3008 C     | 2048-04-20      | 4.0000%  | 0.0000% | $157478.45         | $146420.21         | Agency Mortgage-Backed Securities |
| GNCL CL CP1222       | 2066-07-15      | 5.3900%  | 0.0000% | $1479415.67        | $1467440.78        | Agency Mortgage-Backed Securities |
| GNCL CL CP1224       | 2066-09-15      | 5.3900%  | 0.0000% | $603433.93         | $600708.02         | Agency Mortgage-Backed Securities |
| GNCL CL CP1226       | 2066-09-15      | 5.4700%  | 0.0000% | $415860.00         | $417525.65         | Agency Mortgage-Backed Securities |
| GNCL CL CP2694       | 2066-07-15      | 5.4500%  | 0.0000% | $1676685.27        | $1675380.25        | Agency Mortgage-Backed Securities |
| GNCL CL CP3616       | 2064-06-15      | 3.7900%  | 0.0000% | $55571.73          | $52246.00          | Agency Mortgage-Backed Securities |
| GNPL PN CP3641       | 2064-04-15      | 4.1000%  | 0.0000% | $12172.23          | $11325.65          | Agency Mortgage-Backed Securities |
| GNCL CL CP3649       | 2065-01-15      | 4.3500%  | 0.0000% | $4459715.70        | $4218703.75        | Agency Mortgage-Backed Securities |
| GNPL PN CP3674       | 2063-11-15      | 4.3500%  | 0.0000% | $558001.82         | $525410.05         | Agency Mortgage-Backed Securities |
| GNCL CL CP3703       | 2065-06-15      | 5.3000%  | 0.0000% | $202887.87         | $201050.65         | Agency Mortgage-Backed Securities |
| GNPL PN CP3708       | 2058-05-15      | 4.8500%  | 0.0000% | $95839.57          | $95628.21          | Agency Mortgage-Backed Securities |
| GNII SF BG3815 C     | 2048-06-20      | 4.5000%  | 0.0000% | $1615179.57        | $1519281.51        | Agency Mortgage-Backed Securities |
| GNII SF CB4509 C     | 2051-02-20      | 2.5000%  | 0.0000% | $547966.01         | $461120.71         | Agency Mortgage-Backed Securities |
| GNII SF CC3160 C     | 2051-03-20      | 2.5000%  | 0.0000% | $3035260.92        | $2559311.77        | Agency Mortgage-Backed Securities |
| GNII SF CF2425 C     | 2051-08-20      | 2.5000%  | 0.0000% | $3861385.09        | $3230111.70        | Agency Mortgage-Backed Securities |
| GNII SF DB0078 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1860162.42        | $1915158.12        | Agency Mortgage-Backed Securities |
| GNPL PN DB4197       | 2059-10-15      | 5.3700%  | 0.0000% | $209656.76         | $213444.20         | Agency Mortgage-Backed Securities |
| GNPL PN DB6909       | 2060-06-15      | 5.4200%  | 0.0000% | $5674867.37        | $5808525.63        | Agency Mortgage-Backed Securities |
| GNCL CS DB6910       | 2066-03-15      | 11.2500% | 0.0000% | $8137871.73        | $8535178.91        | Agency Mortgage-Backed Securities |
| GNII SF DB7644 C     | 2054-07-20      | 6.0000%  | 0.0000% | $4643763.90        | $4787130.82        | Agency Mortgage-Backed Securities |
| GNCL CL DC1787       | 2066-12-15      | 5.5500%  | 0.0000% | $823803.00         | $824046.02         | Agency Mortgage-Backed Securities |
| GNII SF DC3000 C     | 2054-06-20      | 6.0000%  | 0.0000% | $2244920.90        | $2311300.97        | Agency Mortgage-Backed Securities |
| GNCL CL DC7183       | 2066-11-15      | 5.6000%  | 0.0000% | $1426208.40        | $1462062.80        | Agency Mortgage-Backed Securities |
| GNCL CL DC7194       | 2067-02-15      | 5.3200%  | 0.0000% | $1262695.77        | $1267286.09        | Agency Mortgage-Backed Securities |
| GNPL PN DC7232       | 2060-03-15      | 5.8200%  | 0.0000% | $131087.22         | $137661.11         | Agency Mortgage-Backed Securities |
| GNCL CL DC7201       | 2067-03-15      | 5.0000%  | 0.0000% | $1095014.87        | $1081019.12        | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $138559.96         | $145508.60         | Agency Mortgage-Backed Securities |
| GNPL PN DC7234       | 2060-03-15      | 5.8200%  | 0.0000% | $92597.59          | $97241.26          | Agency Mortgage-Backed Securities |
| GNPL PN DC7235       | 2060-03-15      | 5.8200%  | 0.0000% | $99140.09          | $104111.87         | Agency Mortgage-Backed Securities |
| GNCL CL DC7249       | 2067-03-15      | 5.4500%  | 0.0000% | $8088319.43        | $8158199.82        | Agency Mortgage-Backed Securities |
| GNCL CL DC7252       | 2067-10-15      | 5.3000%  | 0.0000% | $1959264.17        | $1902333.17        | Agency Mortgage-Backed Securities |
| GNPL PN DC7254       | 2060-07-15      | 5.9500%  | 0.0000% | $10951946.67       | $11562521.34       | Agency Mortgage-Backed Securities |
| GNPL PN DD2260       | 2059-12-15      | 5.5000%  | 0.0000% | $183050.99         | $188216.38         | Agency Mortgage-Backed Securities |
| GNPL PN DD2264       | 2060-02-15      | 5.9000%  | 0.0000% | $118257.73         | $124808.33         | Agency Mortgage-Backed Securities |
| GNPL PN DD2267       | 2060-06-15      | 5.7900%  | 0.0000% | $3151170.33        | $3315497.56        | Agency Mortgage-Backed Securities |
| GNPL PN DD2268       | 2060-03-15      | 5.8500%  | 0.0000% | $251380.80         | $264357.33         | Agency Mortgage-Backed Securities |
| GNPL PN DD4712       | 2060-06-15      | 5.1300%  | 0.0000% | $6859144.45        | $6857662.88        | Agency Mortgage-Backed Securities |
| GNII SF DD4728 C     | 2054-08-20      | 6.5000%  | 0.0000% | $3281868.50        | $3445977.24        | Agency Mortgage-Backed Securities |
| GNII SF DD4798 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1911064.69        | $2002776.05        | Agency Mortgage-Backed Securities |
| GNPL PN DE7033       | 2060-04-15      | 5.5600%  | 0.0000% | $3784140.72        | $3875441.94        | Agency Mortgage-Backed Securities |
| GNCL CL DF1282       | 2064-09-15      | 5.6500%  | 0.0000% | $679857.63         | $703974.45         | Agency Mortgage-Backed Securities |
| GNPL PN DF3010       | 2060-01-15      | 5.3800%  | 0.0000% | $1091116.01        | $1112062.53        | Agency Mortgage-Backed Securities |
| GNII SF DF5258 C     | 2054-11-20      | 6.0000%  | 0.0000% | $3344250.01        | $3459553.07        | Agency Mortgage-Backed Securities |
| GNII SF DF5695 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1697985.00        | $1759156.61        | Agency Mortgage-Backed Securities |
| GNPL PN DF6560       | 2060-07-15      | 5.6200%  | 0.0000% | $2851763.33        | $2955192.04        | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $262500.62         | $269456.54         | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $6244165.93        | $6044335.96        | Agency Mortgage-Backed Securities |
| GNII SF DF8507 C     | 2055-01-20      | 6.0000%  | 0.0000% | $4818997.87        | $4967827.79        | Agency Mortgage-Backed Securities |
| GNPL PN DG0404       | 2060-06-15      | 5.5500%  | 0.0000% | $2225563.25        | $2302926.06        | Agency Mortgage-Backed Securities |
| GNII SF DG4171 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3263540.35        | $3413560.94        | Agency Mortgage-Backed Securities |
| GNII SF DG7405 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1599375.56        | $1700530.20        | Agency Mortgage-Backed Securities |
| GNPL PN DH1748       | 2060-02-15      | 5.8500%  | 0.0000% | $104423.64         | $109748.62         | Agency Mortgage-Backed Securities |
| GNPL PN DH1749       | 2060-02-15      | 5.8800%  | 0.0000% | $396896.37         | $415683.07         | Agency Mortgage-Backed Securities |
| GNPL PN DH1750       | 2060-03-15      | 5.7600%  | 0.0000% | $687268.87         | $724289.30         | Agency Mortgage-Backed Securities |
| GNPL PN DH1752       | 2060-03-15      | 5.7400%  | 0.0000% | $1742548.73        | $1817259.34        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $1820904.65        | $1881421.81        | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $1202100.19        | $1242051.59        | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $1818012.17        | $1883745.43        | Agency Mortgage-Backed Securities |
| GNPL PN DH1770       | 2060-05-15      | 5.6400%  | 0.0000% | $796348.97         | $829551.15         | Agency Mortgage-Backed Securities |
| GNPL PN DH1771       | 2060-05-15      | 5.6400%  | 0.0000% | $757738.11         | $789330.49         | Agency Mortgage-Backed Securities |
| GNPL PN DH1772       | 2060-05-15      | 5.6400%  | 0.0000% | $1278984.71        | $1331356.57        | Agency Mortgage-Backed Securities |
| GNPL PN DH1773       | 2060-05-15      | 5.6400%  | 0.0000% | $1438254.50        | $1498219.64        | Agency Mortgage-Backed Securities |
| GNII SF DH3463 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1554545.68        | $1631979.67        | Agency Mortgage-Backed Securities |
| GNII SF DH8907 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1735386.61        | $1863029.50        | Agency Mortgage-Backed Securities |
| GNCL CS DJ2713       | 2067-01-15      | 11.7000% | 0.0000% | $6778750.00        | $6924669.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ2879 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9820102.77        | $9909743.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ3014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5811686.03        | $6071722.18        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4692       | 2060-06-15      | 4.9200%  | 0.0000% | $7099340.85        | $6621356.42        | Agency Mortgage-Backed Securities |
| GNCL CL DJ4699       | 2066-10-15      | 5.9400%  | 0.0000% | $19420333.33       | $19736768.24       | Agency Mortgage-Backed Securities |
| GNPL PN DJ6453       | 2060-06-15      | 4.7400%  | 0.0000% | $14167186.10       | $13908408.27       | Agency Mortgage-Backed Securities |
| GNPL PN DJ6457       | 2058-07-15      | 4.9500%  | 0.0000% | $6960465.23        | $6869909.58        | Agency Mortgage-Backed Securities |
| GNPL PN DJ8026       | 2060-07-15      | 6.1300%  | 0.0000% | $889333.33         | $955689.46         | Agency Mortgage-Backed Securities |
| GNII SF DJ7869 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3561796.51        | $3667158.01        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7942       | 2060-06-15      | 5.9400%  | 0.0000% | $2919314.02        | $3047130.35        | Agency Mortgage-Backed Securities |
| GNPL PN DJ7949       | 2060-07-15      | 5.6800%  | 0.0000% | $14907860.83       | $15437855.16       | Agency Mortgage-Backed Securities |
| GNII SF DK0892 C     | 2055-05-20      | 6.0000%  | 0.0000% | $10440416.63       | $10749244.15       | Agency Mortgage-Backed Securities |
| GNII SF DK3273 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2045321.00        | $2110084.04        | Agency Mortgage-Backed Securities |
| GNII SF DK3318 C     | 2055-06-20      | 6.0000%  | 0.0000% | $5406712.51        | $5566648.47        | Agency Mortgage-Backed Securities |
| GNII SF DK4329 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1865431.23        | $1932637.12        | Agency Mortgage-Backed Securities |
| GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $908766.49         | $956721.79         | Agency Mortgage-Backed Securities |
| GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $1146161.51        | $1206644.06        | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $598921.31         | $630526.19         | Agency Mortgage-Backed Securities |
| GNPL PN DK6737       | 2060-06-15      | 5.8400%  | 0.0000% | $772560.19         | $813327.93         | Agency Mortgage-Backed Securities |
| GNII SF DK8209 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1241211.60        | $1288213.80        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4636 | 2048-10-01      | 3.0000%  | 0.0000% | $5784137.66        | $5068269.64        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZA2100 | 2028-12-01      | 5.5000%  | 0.0000% | $1172.46           | $1184.45           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2517 | 2038-05-01      | 4.5000%  | 0.0000% | $44256.07          | $44592.68          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1674 | 2037-03-01      | 5.5000%  | 0.0000% | $1023.58           | $1039.29           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2788 | 2039-10-01      | 4.5000%  | 0.0000% | $27671.03          | $27432.45          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3144 | 2038-09-01      | 6.5000%  | 0.0000% | $26217.74          | $27647.12          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4486 | 2042-05-01      | 3.0000%  | 0.0000% | $701217.82         | $630373.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  | 0.0000% | $478.95            | $491.12            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4743 | 2047-11-01      | 3.5000%  | 0.0000% | $156644.38         | $143417.75         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8692 | 2033-04-01      | 2.5000%  | 0.0000% | $434707.57         | $414985.47         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS9566 | 2045-12-01      | 4.0000%  | 0.0000% | $253454.93         | $240452.52         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $689552.67         | $670203.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0806 | 2048-08-01      | 5.0000%  | 0.0000% | $67054.73          | $66812.84          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZT0304 | 2041-05-01      | 5.5000%  | 0.0000% | $9187.43           | $9409.57           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $2877.20           | $2499.67           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1434 | 2040-02-01      | 6.0000%  | 0.0000% | $22794290.37       | $23622657.68       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8162 | 2037-07-01      | 2.5000%  | 0.0000% | $7404958.29        | $6892930.10        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $8413712.33        | $7831898.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8277 | 2039-01-01      | 5.0000%  | 0.0000% | $426774.22         | $430173.76         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8358 | 2039-12-01      | 6.5000%  | 0.0000% | $72197.78          | $75430.77          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0803 | 2052-01-01      | 3.0000%  | 0.0000% | $22298.73          | $19321.58          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD0067 | 2049-06-01      | 5.5000%  | 0.0000% | $245333.54         | $250240.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  | 0.0000% | $179399.01         | $170240.58         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  | 0.0000% | $312807.20         | $298785.93         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $1385838.71        | $1375433.36        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1822 | 2052-11-01      | 5.0000%  | 0.0000% | $1128317.28        | $1114377.66        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1967 | 2052-10-01      | 4.0000%  | 0.0000% | $666747.72         | $618690.10         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2066 | 2052-12-01      | 4.0000%  | 0.0000% | $39605.98          | $36708.46          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2342 | 2044-12-01      | 5.0000%  | 0.0000% | $263733.08         | $266198.10         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2387 | 2052-06-01      | 3.5000%  | 0.0000% | $3055275.48        | $2770871.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2489 | 2052-05-01      | 4.5000%  | 0.0000% | $616974.15         | $599581.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2531 | 2053-02-01      | 4.5000%  | 0.0000% | $79715.28          | $76282.42          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $79143.06          | $66245.06          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3084 | 2053-06-01      | 6.0000%  | 0.0000% | $13762576.15       | $14176031.46       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $2775717.73        | $2717529.44        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $50454.47          | $41696.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4593 | 2044-03-01      | 5.0000%  | 0.0000% | $19395.07          | $19647.72          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $4796781.41        | $4705190.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5492 | 2054-05-01      | 6.0000%  | 0.0000% | $1254309.23        | $1278908.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5663 | 2054-06-01      | 5.5000%  | 0.0000% | $86494.76          | $86558.10          | Agency Mortgage-Backed Securities |
| GNII SF MB0068 M     | 2039-12-20      | 6.0000%  | 0.0000% | $203937.21         | $211738.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0340 M     | 2040-05-20      | 5.0000%  | 0.0000% | $937337.74         | $943809.74         | Agency Mortgage-Backed Securities |
| GNAR AF MB0379 M     | 2055-05-20      | 6.0000%  | 0.0000% | $1150823.16        | $1172050.10        | Agency Mortgage-Backed Securities |
| GNII SF DI2422 C     | 2055-04-20      | 6.0000%  | 0.0000% | $7776995.83        | $8007047.15        | Agency Mortgage-Backed Securities |
| GNPL PN DI7402       | 2060-05-15      | 5.7400%  | 0.0000% | $504491.56         | $524874.69         | Agency Mortgage-Backed Securities |
| GNPL PN DI7404       | 2060-05-15      | 5.4900%  | 0.0000% | $2061715.93        | $2123076.72        | Agency Mortgage-Backed Securities |
| GNPL PN DI7409       | 2060-06-15      | 5.3000%  | 0.0000% | $2524659.39        | $2556825.23        | Agency Mortgage-Backed Securities |
| GNII SF DI9642 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2144606.97        | $2173141.68        | Agency Mortgage-Backed Securities |
| GNII SF AU0738 C     | 2046-06-20      | 3.5000%  | 0.0000% | $2984656.05        | $2693137.73        | Agency Mortgage-Backed Securities |
| GNII SF AU1724 C     | 2046-06-20      | 3.0000%  | 0.0000% | $184800.32         | $162291.82         | Agency Mortgage-Backed Securities |
| GNII SF 002632 M     | 2028-08-20      | 7.5000%  | 0.0000% | $477.96            | $488.82            | Agency Mortgage-Backed Securities |
| GNII SF 002430 M     | 2027-05-20      | 7.0000%  | 0.0000% | $480.72            | $499.42            | Agency Mortgage-Backed Securities |
| GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $27265.99          | $28809.64          | Agency Mortgage-Backed Securities |
| GNII SF 003172 M     | 2031-12-20      | 6.0000%  | 0.0000% | $1392.00           | $1448.10           | Agency Mortgage-Backed Securities |
| GNII SF 004494 M     | 2039-07-20      | 4.0000%  | 0.0000% | $158401.38         | $150784.39         | Agency Mortgage-Backed Securities |
| GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $9834.77           | $10103.34          | Agency Mortgage-Backed Securities |
| GNII SF 003735 M     | 2035-07-20      | 5.0000%  | 0.0000% | $82400.67          | $82774.50          | Agency Mortgage-Backed Securities |
| GNII SF 003930 M     | 2036-12-20      | 5.5000%  | 0.0000% | $2594.98           | $2665.93           | Agency Mortgage-Backed Securities |
| GNII SF 005269 M     | 2038-10-20      | 6.0000%  | 0.0000% | $8188.50           | $8612.42           | Agency Mortgage-Backed Securities |
| GNAR AR 008892 M     | 2026-06-20      | 4.8750%  | 0.0000% | $3157.99           | $3166.66           | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $1207.26           | $1213.62           | Agency Mortgage-Backed Securities |
| GNAR AR 008945 M     | 2026-08-20      | 4.6250%  | 0.0000% | $3537.16           | $3537.56           | Agency Mortgage-Backed Securities |
| GNAR AR 008946 M     | 2026-08-20      | 5.1250%  | 0.0000% | $1345.78           | $1355.10           | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $5228.39           | $5242.39           | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $3180.48           | $3178.04           | Agency Mortgage-Backed Securities |
| GNAR AR 008743 M     | 2025-11-20      | 4.7500%  | 0.0000% | $853.05            | $855.06            | Agency Mortgage-Backed Securities |
| GNAR AR 008788 M     | 2026-01-20      | 5.6250%  | 0.0000% | $864.92            | $867.36            | Agency Mortgage-Backed Securities |
| GNAR AR 008793 M     | 2026-01-20      | 5.6250%  | 0.0000% | $506.88            | $508.31            | Agency Mortgage-Backed Securities |
| GNAR AR 008814 M     | 2026-02-20      | 5.6250%  | 0.0000% | $490.82            | $491.79            | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 4.8750%  | 0.0000% | $1617.48           | $1623.36           | Agency Mortgage-Backed Securities |
| GNAR AR 008847 M     | 2026-04-20      | 4.8750%  | 0.0000% | $3046.55           | $3056.80           | Agency Mortgage-Backed Securities |
| GNII SF 609170 C     | 2032-07-20      | 4.0000%  | 0.0000% | $70414.16          | $69377.47          | Agency Mortgage-Backed Securities |
| GNAR AR 080779 M     | 2033-12-20      | 4.7500%  | 0.0000% | $25589.76          | $26109.68          | Agency Mortgage-Backed Securities |
| GNAR AR 080781 M     | 2033-12-20      | 4.7500%  | 0.0000% | $8040.65           | $8203.89           | Agency Mortgage-Backed Securities |
| GNAR AR 080799 M     | 2034-01-20      | 5.6250%  | 0.0000% | $2931.03           | $2979.45           | Agency Mortgage-Backed Securities |
| GNAR AR 080801 M     | 2034-01-20      | 5.6250%  | 0.0000% | $1359.85           | $1382.31           | Agency Mortgage-Backed Securities |
| GNAR AR 080824 M     | 2034-02-20      | 5.6250%  | 0.0000% | $5054.73           | $5077.31           | Agency Mortgage-Backed Securities |
| GNAR AR 080846 M     | 2034-03-20      | 5.6250%  | 0.0000% | $9996.65           | $10163.07          | Agency Mortgage-Backed Securities |
| GNAR AR 080848 M     | 2034-03-20      | 5.6250%  | 0.0000% | $4351.19           | $4423.65           | Agency Mortgage-Backed Securities |
| GNAR AR 080869 M     | 2034-04-20      | 4.8750%  | 0.0000% | $7543.85           | $7670.35           | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $5761.15           | $5776.38           | Agency Mortgage-Backed Securities |
| GNAR AR 080027 M     | 2027-01-20      | 5.6250%  | 0.0000% | $10213.70          | $10222.78          | Agency Mortgage-Backed Securities |
| GNAR AR 080029 M     | 2027-01-20      | 5.6250%  | 0.0000% | $6733.98           | $6742.98           | Agency Mortgage-Backed Securities |
| GNAR AR 080030 M     | 2027-01-20      | 5.6250%  | 0.0000% | $2283.82           | $2289.00           | Agency Mortgage-Backed Securities |
| GNAR AR 080000 M     | 2026-10-20      | 5.0000%  | 0.0000% | $9131.08           | $9155.14           | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $938.92            | $942.75            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $12686.62          | $12771.60          | Agency Mortgage-Backed Securities |
| GNAR AR 080058 M     | 2027-04-20      | 4.8750%  | 0.0000% | $1429.77           | $1436.36           | Agency Mortgage-Backed Securities |
| GNAR AR 080059 M     | 2027-04-20      | 4.8750%  | 0.0000% | $19596.43          | $19607.70          | Agency Mortgage-Backed Securities |
| GNAR AR 080060 M     | 2027-04-20      | 4.8750%  | 0.0000% | $3779.42           | $3791.58           | Agency Mortgage-Backed Securities |
| GNAR AR 080042 M     | 2027-02-20      | 5.6250%  | 0.0000% | $2805.41           | $2806.75           | Agency Mortgage-Backed Securities |
| GNAR AR 080045 M     | 2027-02-20      | 5.6250%  | 0.0000% | $5328.74           | $5337.20           | Agency Mortgage-Backed Securities |
| GNAR AR 080051 M     | 2027-03-20      | 5.6250%  | 0.0000% | $6000.41           | $6025.48           | Agency Mortgage-Backed Securities |
| GNAR AR 080052 M     | 2027-03-20      | 5.6250%  | 0.0000% | $1640.21           | $1638.95           | Agency Mortgage-Backed Securities |
| GNAR AR 080053 M     | 2027-03-20      | 5.6250%  | 0.0000% | $2332.18           | $2332.62           | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $9909.10           | $9977.90           | Agency Mortgage-Backed Securities |
| GNAR AR 080070 M     | 2027-05-20      | 4.8750%  | 0.0000% | $1498.71           | $1504.76           | Agency Mortgage-Backed Securities |
| GNAR AR 080072 M     | 2027-05-20      | 4.8750%  | 0.0000% | $9124.31           | $9168.72           | Agency Mortgage-Backed Securities |
| GNAR AR 080074 M     | 2027-05-20      | 4.8750%  | 0.0000% | $6626.40           | $6651.14           | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 4.8750%  | 0.0000% | $5713.26           | $5733.57           | Agency Mortgage-Backed Securities |
| GNAR AR 080084 M     | 2027-06-20      | 4.8750%  | 0.0000% | $4871.10           | $4896.69           | Agency Mortgage-Backed Securities |
| GNAR AR 080085 M     | 2027-06-20      | 4.8750%  | 0.0000% | $901.55            | $906.18            | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 4.8750%  | 0.0000% | $3930.02           | $3960.23           | Agency Mortgage-Backed Securities |
| GNAR AR 080103 M     | 2027-08-20      | 4.6250%  | 0.0000% | $3365.41           | $3368.78           | Agency Mortgage-Backed Securities |
| GNAR AR 080111 M     | 2027-09-20      | 4.6250%  | 0.0000% | $1737.71           | $1740.33           | Agency Mortgage-Backed Securities |
| GNAR AR 080112 M     | 2027-09-20      | 4.6250%  | 0.0000% | $6108.28           | $6151.74           | Agency Mortgage-Backed Securities |
| GNAR AR 080116 M     | 2027-09-20      | 5.0000%  | 0.0000% | $509.94            | $514.28            | Agency Mortgage-Backed Securities |
| GNAR AR 080118 M     | 2027-10-20      | 4.7500%  | 0.0000% | $4769.14           | $4777.78           | Agency Mortgage-Backed Securities |
| GNAR AR 080132 M     | 2027-11-20      | 4.7500%  | 0.0000% | $10998.66          | $11018.40          | Agency Mortgage-Backed Securities |
| GNAR AR 080283 M     | 2029-05-20      | 4.8750%  | 0.0000% | $6997.70           | $7005.31           | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M     | 2029-09-20      | 4.6250%  | 0.0000% | $1174.16           | $1180.27           | Agency Mortgage-Backed Securities |
| GNAR AR 080310 M     | 2029-08-20      | 4.6250%  | 0.0000% | $1073.34           | $1078.81           | Agency Mortgage-Backed Securities |
| GNAR AR 080351 M     | 2029-12-20      | 4.7500%  | 0.0000% | $3113.44           | $3122.75           | Agency Mortgage-Backed Securities |
| GNAR AR 080342 M     | 2029-11-20      | 4.7500%  | 0.0000% | $712.25            | $713.86            | Agency Mortgage-Backed Securities |
| GNAR AR 080376 M     | 2030-02-20      | 5.6250%  | 0.0000% | $1149.17           | $1157.28           | Agency Mortgage-Backed Securities |
| GNAR AR 080352 M     | 2029-12-20      | 4.7500%  | 0.0000% | $1057.85           | $1061.55           | Agency Mortgage-Backed Securities |
| GNAR AR 080354 M     | 2029-12-20      | 4.7500%  | 0.0000% | $569.62            | $572.21            | Agency Mortgage-Backed Securities |
| GNAR AR 080385 M     | 2030-03-20      | 5.6250%  | 0.0000% | $1956.78           | $1968.25           | Agency Mortgage-Backed Securities |
| GNAR AR 080387 M     | 2030-03-20      | 5.6250%  | 0.0000% | $626.77            | $630.64            | Agency Mortgage-Backed Securities |
| GNAR AR 080547 M     | 2031-10-20      | 4.7500%  | 0.0000% | $22511.64          | $22637.44          | Agency Mortgage-Backed Securities |
| GNAR AR 080562 M     | 2031-12-20      | 4.7500%  | 0.0000% | $31784.66          | $31952.63          | Agency Mortgage-Backed Securities |
| GNAR AR 080602 M     | 2032-05-20      | 4.8750%  | 0.0000% | $7955.04           | $7961.35           | Agency Mortgage-Backed Securities |
| GNAR AR 080583 M     | 2032-03-20      | 5.6250%  | 0.0000% | $2066.39           | $2096.93           | Agency Mortgage-Backed Securities |
| GNAR AR 080593 M     | 2032-04-20      | 4.8750%  | 0.0000% | $12333.51          | $12518.67          | Agency Mortgage-Backed Securities |
| GNAR AR 080636 M     | 2032-09-20      | 4.6250%  | 0.0000% | $3480.82           | $3490.58           | Agency Mortgage-Backed Securities |
| GNAR AR 080610 M     | 2032-06-20      | 4.8750%  | 0.0000% | $4615.00           | $4684.67           | Agency Mortgage-Backed Securities |
| GNAR AR 080664 M     | 2033-01-20      | 5.6250%  | 0.0000% | $67206.04          | $67566.50          | Agency Mortgage-Backed Securities |
| GNAR AR 080657 M     | 2032-12-20      | 4.7500%  | 0.0000% | $918.05            | $935.73            | Agency Mortgage-Backed Securities |
| GNAR AR 080659 M     | 2032-12-20      | 4.7500%  | 0.0000% | $3298.21           | $3361.34           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7108 | 2054-10-01      | 6.5000%  | 0.0000% | $16263279.27       | $16863827.97       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6719 | 2052-11-01      | 5.0000%  | 0.0000% | $16229244.01       | $16072756.23       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6812 | 2054-10-01      | 5.5000%  | 0.0000% | $390469.48         | $395373.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $4273239.40        | $4281693.28        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $121756.66         | $109372.38         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  | 0.0000% | $671.92            | $698.96            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $63873.17          | $60910.74          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $31342.20          | $29049.24          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $2947023.83        | $2947617.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $155909188.32      | $155844070.24      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $1803.74           | $1838.29           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $116708.57         | $112256.84         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $2132290.10        | $2235421.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4220 | 2053-09-01      | 5.0000%  | 0.0000% | $269811.67         | $266025.31         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4068 | 2050-10-01      | 2.5000%  | 0.0000% | $367208.24         | $302632.23         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7411 | 2051-09-01      | 2.5000%  | 0.0000% | $149186.06         | $124734.96         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8493 | 2051-10-01      | 2.5000%  | 0.0000% | $12203003.22       | $10038072.48       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9251 | 2051-10-01      | 2.5000%  | 0.0000% | $2718511.26        | $2236245.54        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC9344 | 2051-10-01      | 1.5000%  | 0.0000% | $1845486.87        | $1376179.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD0981 | 2051-11-01      | 3.0000%  | 0.0000% | $1188344.88        | $1020877.37        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD2940 | 2051-12-01      | 2.0000%  | 0.0000% | $571695.70         | $453161.27         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD6303 | 2052-02-01      | 3.5000%  | 0.0000% | $1535698.71        | $1388403.20        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8711 | 2052-03-01      | 2.0000%  | 0.0000% | $8199216.54        | $6437505.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $1584608.80        | $1515916.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7537 | 2052-08-01      | 4.5000%  | 0.0000% | $2160625.71        | $2062567.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8900 | 2052-09-01      | 5.0000%  | 0.0000% | $969308.31         | $961507.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0773 | 2052-09-01      | 5.5000%  | 0.0000% | $715244.13         | $718343.52         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0246 | 2052-09-01      | 4.0000%  | 0.0000% | $189003.77         | $175224.14         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF5585 | 2052-11-01      | 4.5000%  | 0.0000% | $2030097.70        | $1942775.08        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF9085 | 2053-03-01      | 4.5000%  | 0.0000% | $4662822.44        | $4449167.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0886 | 2053-04-01      | 6.0000%  | 0.0000% | $143771.56         | $147592.57         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8862 | 2053-08-01      | 6.0000%  | 0.0000% | $3304308.33        | $3372347.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4289 | 2053-11-01      | 5.5000%  | 0.0000% | $1442920.14        | $1443210.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0882 | 2054-07-01      | 5.5000%  | 0.0000% | $1366467.32        | $1366742.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1757 | 2054-07-01      | 5.5000%  | 0.0000% | $781363.11         | $781396.98         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2565 | 2054-09-01      | 6.0000%  | 0.0000% | $1885625.11        | $1943330.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3044 | 2054-09-01      | 5.5000%  | 0.0000% | $3491.98           | $3492.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3924 | 2054-09-01      | 5.5000%  | 0.0000% | $1267371.15        | $1267547.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5063 | 2054-08-01      | 6.0000%  | 0.0000% | $2233629.00        | $2293588.54        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5533 | 2054-09-01      | 5.5000%  | 0.0000% | $4000360.47        | $4001165.88        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7696 | 2054-11-01      | 4.5000%  | 0.0000% | $468642.97         | $447206.30         | Agency Mortgage-Backed Securities |
| GNAR AR 080701 M     | 2033-06-20      | 4.8750%  | 0.0000% | $20716.76          | $20723.13          | Agency Mortgage-Backed Securities |
| GNAR AR 080702 M     | 2033-06-20      | 4.8750%  | 0.0000% | $9585.55           | $9590.49           | Agency Mortgage-Backed Securities |
| GNAR AR 080703 M     | 2033-06-20      | 4.8750%  | 0.0000% | $6357.84           | $6459.93           | Agency Mortgage-Backed Securities |
| GNAR AR 080673 M     | 2033-02-20      | 5.6250%  | 0.0000% | $30862.45          | $31349.23          | Agency Mortgage-Backed Securities |
| GNAR AR 080680 M     | 2033-03-20      | 5.6250%  | 0.0000% | $3957.99           | $4020.71           | Agency Mortgage-Backed Securities |
| GNAR AR 080681 M     | 2033-03-20      | 5.6250%  | 0.0000% | $56235.12          | $56588.70          | Agency Mortgage-Backed Securities |
| GNAR AR 080725 M     | 2033-08-20      | 4.6250%  | 0.0000% | $21528.55          | $21831.97          | Agency Mortgage-Backed Securities |
| GNAR AR 080736 M     | 2033-09-20      | 4.6250%  | 0.0000% | $23034.96          | $23361.46          | Agency Mortgage-Backed Securities |
| GNAR AR 080902 M     | 2034-05-20      | 4.8750%  | 0.0000% | $17982.17          | $18283.51          | Agency Mortgage-Backed Securities |
| GNAR AR 080904 M     | 2034-05-20      | 4.8750%  | 0.0000% | $2563.92           | $2606.95           | Agency Mortgage-Backed Securities |
| GNAR AR 080963 M     | 2034-07-20      | 4.6250%  | 0.0000% | $3620.09           | $3645.36           | Agency Mortgage-Backed Securities |
| GNAR AR 080934 M     | 2034-06-20      | 4.8750%  | 0.0000% | $5794.22           | $5891.80           | Agency Mortgage-Backed Securities |
| GNAR AR 081023 M     | 2034-08-20      | 4.6250%  | 0.0000% | $10708.14          | $10776.31          | Agency Mortgage-Backed Securities |
| GNAR AR 081056 M     | 2034-09-20      | 4.6250%  | 0.0000% | $6263.42           | $6357.94           | Agency Mortgage-Backed Securities |
| GNAR AR 081058 M     | 2034-09-20      | 4.6250%  | 0.0000% | $1830.57           | $1843.47           | Agency Mortgage-Backed Securities |
| GNAR AR 081166 M     | 2034-12-20      | 4.7500%  | 0.0000% | $4528.09           | $4624.32           | Agency Mortgage-Backed Securities |
| GNAR AR 081197 M     | 2035-01-20      | 5.6250%  | 0.0000% | $4838.67           | $4922.14           | Agency Mortgage-Backed Securities |
| GNAR AR 081268 M     | 2035-03-20      | 5.6250%  | 0.0000% | $23097.48          | $23169.95          | Agency Mortgage-Backed Securities |
| GNAR AR 081368 M     | 2035-06-20      | 4.8750%  | 0.0000% | $6544.31           | $6658.92           | Agency Mortgage-Backed Securities |
| GNAR AR 081435 M     | 2035-08-20      | 4.6250%  | 0.0000% | $58092.82          | $58471.48          | Agency Mortgage-Backed Securities |
| GNAR AR 081463 M     | 2035-09-20      | 4.6250%  | 0.0000% | $34014.77          | $34248.11          | Agency Mortgage-Backed Securities |
| GNAR AR 081465 M     | 2035-09-20      | 4.6250%  | 0.0000% | $106201.88         | $106835.29         | Agency Mortgage-Backed Securities |
| GNAR AR 081635 M     | 2036-03-20      | 5.6250%  | 0.0000% | $76939.23          | $77367.90          | Agency Mortgage-Backed Securities |
| GNAR FT 082428 M     | 2039-11-20      | 5.8750%  | 0.0000% | $25447.83          | $25977.50          | Agency Mortgage-Backed Securities |
| GNAR FT 082468 M     | 2040-01-20      | 5.7500%  | 0.0000% | $8581.48           | $8755.74           | Agency Mortgage-Backed Securities |
| GNAR FT 082483 M     | 2040-02-20      | 5.7500%  | 0.0000% | $2791.09           | $2847.90           | Agency Mortgage-Backed Securities |
| GNAR FT 082724 M     | 2041-01-20      | 5.7500%  | 0.0000% | $34683.67          | $35025.18          | Agency Mortgage-Backed Securities |
| GNAR FT 082744 M     | 2041-02-20      | 5.7500%  | 0.0000% | $79289.98          | $80021.81          | Agency Mortgage-Backed Securities |
| GNAR FT 082745 M     | 2041-02-20      | 5.7500%  | 0.0000% | $18501.80          | $18769.64          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0304 | 2054-11-01      | 5.0000%  | 0.0000% | $986715.54         | $964687.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0635 | 2054-12-01      | 5.5000%  | 0.0000% | $1046834.02        | $1061772.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1637 | 2054-12-01      | 5.5000%  | 0.0000% | $1114565.15        | $1114788.43        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX2844 | 2055-01-01      | 4.0000%  | 0.0000% | $966570.01         | $895857.04         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7092 | 2055-02-01      | 6.0000%  | 0.0000% | $1267745.28        | $1307760.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8070 | 2055-03-01      | 6.0000%  | 0.0000% | $1640989.36        | $1697623.19        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7787 | 2055-03-01      | 6.0000%  | 0.0000% | $1311689.06        | $1356955.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8944 | 2055-03-01      | 6.0000%  | 0.0000% | $1020717.65        | $1044823.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8615 | 2055-03-01      | 6.5000%  | 0.0000% | $17438197.42       | $18089229.27       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX8843 | 2055-03-01      | 5.5000%  | 0.0000% | $479443.13         | $479775.55         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9154 | 2055-03-01      | 6.0000%  | 0.0000% | $2772529.47        | $2837051.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0332 | 2055-04-01      | 6.0000%  | 0.0000% | $1582879.95        | $1638812.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0448 | 2055-04-01      | 5.5000%  | 0.0000% | $3893488.09        | $3903779.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0463 | 2055-04-01      | 6.0000%  | 0.0000% | $3387172.24        | $3480454.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0691 | 2055-04-01      | 6.0000%  | 0.0000% | $1032917.13        | $1062077.42        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0901 | 2055-04-01      | 6.5000%  | 0.0000% | $2864742.30        | $3007196.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1173 | 2055-04-01      | 6.0000%  | 0.0000% | $1240369.64        | $1286444.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1443 | 2055-04-01      | 6.5000%  | 0.0000% | $13918301.70       | $14482085.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1514 | 2055-04-01      | 6.0000%  | 0.0000% | $3464312.10        | $3556251.48        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1947 | 2055-04-01      | 6.5000%  | 0.0000% | $1217272.37        | $1276999.87        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2374 | 2055-05-01      | 6.0000%  | 0.0000% | $1388865.56        | $1439429.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY3488 | 2055-05-01      | 4.5000%  | 0.0000% | $658135.43         | $627150.41         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3045 | 2055-04-01      | 6.0000%  | 0.0000% | $2580152.79        | $2642429.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4217 | 2055-06-01      | 5.5000%  | 0.0000% | $139021.56         | $139178.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4329 | 2055-05-01      | 5.5000%  | 0.0000% | $14636724.45       | $14712313.37       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4763 | 2055-04-01      | 6.5000%  | 0.0000% | $2223300.71        | $2323982.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4952 | 2055-05-01      | 5.5000%  | 0.0000% | $3259058.14        | $3283518.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5109 | 2055-06-01      | 6.5000%  | 0.0000% | $1058605.01        | $1107506.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5128 | 2055-05-01      | 6.0000%  | 0.0000% | $1519326.58        | $1558511.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5160 | 2055-05-01      | 6.0000%  | 0.0000% | $2733093.15        | $2813077.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6178 | 2055-06-01      | 6.0000%  | 0.0000% | $3017291.11        | $3102493.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5787 | 2055-06-01      | 6.5000%  | 0.0000% | $1670338.70        | $1751195.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5819 | 2055-06-01      | 5.5000%  | 0.0000% | $3832427.16        | $3856637.88        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5976 | 2055-06-01      | 5.5000%  | 0.0000% | $3523335.02        | $3554077.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5983 | 2055-06-01      | 6.0000%  | 0.0000% | $3320608.13        | $3444712.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6008 | 2055-06-01      | 6.5000%  | 0.0000% | $1566032.79        | $1650067.15        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6069 | 2055-06-01      | 6.5000%  | 0.0000% | $1026002.87        | $1072717.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7131 | 2055-07-01      | 6.0000%  | 0.0000% | $1129234.87        | $1166146.16        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6426 | 2055-06-01      | 6.5000%  | 0.0000% | $4884633.78        | $5121102.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6458 | 2055-06-01      | 5.5000%  | 0.0000% | $9651160.54        | $9703868.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6679 | 2055-06-01      | 6.5000%  | 0.0000% | $1077554.33        | $1133531.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6769 | 2055-07-01      | 5.5000%  | 0.0000% | $4443038.54        | $4464539.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6804 | 2055-06-01      | 5.5000%  | 0.0000% | $971033.18         | $981887.71         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7022 | 2055-06-01      | 5.5000%  | 0.0000% | $1041602.53        | $1051192.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7303 | 2055-06-01      | 5.5000%  | 0.0000% | $2866758.82        | $2915534.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7504 | 2055-07-01      | 5.5000%  | 0.0000% | $1009682.47        | $1018006.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7578 | 2055-07-01      | 5.5000%  | 0.0000% | $4877100.31        | $4904047.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7867 | 2055-07-01      | 5.0000%  | 0.0000% | $987130.03         | $969457.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8795 | 2055-07-01      | 6.0000%  | 0.0000% | $3348918.07        | $3435296.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9390 | 2055-08-01      | 6.5000%  | 0.0000% | $16168994.47       | $16761776.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9434 | 2055-07-01      | 5.5000%  | 0.0000% | $1717991.90        | $1727102.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9460 | 2055-08-01      | 5.5000%  | 0.0000% | $7660361.60        | $7666929.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0246 | 2055-08-01      | 6.0000%  | 0.0000% | $1052567.57        | $1088895.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1200 | 2055-05-01      | 5.5000%  | 0.0000% | $31051928.20       | $31103515.79       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0325 | 2053-11-01      | 6.5000%  | 0.0000% | $654435.94         | $680641.31         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $1601497.22        | $1666768.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1432 | 2054-05-01      | 6.0000%  | 0.0000% | $1576509.08        | $1613270.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2091 | 2054-04-01      | 5.5000%  | 0.0000% | $970199.17         | $970394.50         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0024 | 2055-07-01      | 4.0000%  | 0.0000% | $158152443.73      | $146582221.73      | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  | 0.0000% | $2291339.18        | $2455470.10        | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $2262.24           | $2101.46           | Agency Mortgage-Backed Securities |
| GNII SF MA0155 M     | 2042-06-20      | 4.0000%  | 0.0000% | $15369.65          | $14623.42          | Agency Mortgage-Backed Securities |
| GNII SF MA0319 M     | 2042-08-20      | 4.0000%  | 0.0000% | $110202.97         | $104851.89         | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $4217547.80        | $3912984.62        | Agency Mortgage-Backed Securities |
| GNII SF MA1520 M     | 2043-08-20      | 3.0000%  | 0.0000% | $42064.20          | $37879.66          | Agency Mortgage-Backed Securities |
| GNII SF MA2896 M     | 2045-06-20      | 5.5000%  | 0.0000% | $8075.49           | $8256.79           | Agency Mortgage-Backed Securities |
| GNAR AF MA3047 M     | 2045-08-20      | 4.6250%  | 0.0000% | $1125285.66        | $1146952.10        | Agency Mortgage-Backed Securities |
| GNII SF MA4010 M     | 2032-10-20      | 6.5000%  | 0.0000% | $5215.05           | $5535.49           | Agency Mortgage-Backed Securities |
| GNII SF MA4652 M     | 2047-08-20      | 3.5000%  | 0.0000% | $41616464.11       | $38150048.49       | Agency Mortgage-Backed Securities |
| GNAR AF MA4663 M     | 2047-07-20      | 5.0000%  | 0.0000% | $36418.98          | $36992.46          | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $23074334.20       | $20521620.60       | Agency Mortgage-Backed Securities |
| GNII SF MA4966 M     | 2048-01-20      | 5.5000%  | 0.0000% | $1838333.76        | $1888691.85        | Agency Mortgage-Backed Securities |
| GNII SF MA5053 M     | 2026-12-20      | 4.0000%  | 0.0000% | $26736.36          | $26471.35          | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $1399998.09        | $1434946.70        | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $475358.60         | $473436.09         | Agency Mortgage-Backed Securities |
| GNII SF MA6255 M     | 2034-12-20      | 3.0000%  | 0.0000% | $145985.12         | $138208.34         | Agency Mortgage-Backed Securities |
| GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $4253656.97        | $3865241.37        | Agency Mortgage-Backed Securities |
| GNII SF MA5850 M     | 2034-04-20      | 4.0000%  | 0.0000% | $86502.97          | $86124.03          | Agency Mortgage-Backed Securities |
| GNII SF MA5990 M     | 2049-06-20      | 6.0000%  | 0.0000% | $41821.61          | $43991.18          | Agency Mortgage-Backed Securities |
| GNAR AF MA6052 M     | 2049-07-20      | 5.0000%  | 0.0000% | $192946.37         | $195659.70         | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $8079.41           | $7346.54           | Agency Mortgage-Backed Securities |
| GNII SF MA6341 M     | 2049-11-20      | 4.5000%  | 0.0000% | $99857.64          | $96670.19          | Agency Mortgage-Backed Securities |
| GNII SF CI6775 C     | 2051-10-20      | 3.5000%  | 0.0000% | $747005.31         | $677453.64         | Agency Mortgage-Backed Securities |
| GNPL PN CJ3158       | 2057-03-15      | 1.9400%  | 0.0000% | $9428457.06        | $7619010.43        | Agency Mortgage-Backed Securities |
| GNPL PN CK5789       | 2057-05-15      | 2.4400%  | 0.0000% | $3824193.35        | $3318120.00        | Agency Mortgage-Backed Securities |
| GNCL CL CN0548       | 2066-07-15      | 5.5900%  | 0.0000% | $2483358.93        | $2472842.73        | Agency Mortgage-Backed Securities |
| GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $331920.64         | $344826.82         | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $1336463.78        | $1277189.83        | Agency Mortgage-Backed Securities |
| GNII SF AE6957 C     | 2043-06-20      | 3.0000%  | 0.0000% | $217708.49         | $191782.67         | Agency Mortgage-Backed Securities |
| GNII SF AL6997 C     | 2045-04-20      | 3.5000%  | 0.0000% | $355055.57         | $321939.78         | Agency Mortgage-Backed Securities |
| GNPL PN CQ7223       | 2064-12-15      | 4.2500%  | 0.0000% | $5454965.24        | $5092060.95        | Agency Mortgage-Backed Securities |
| GNPL PN CQ9718       | 2060-01-15      | 5.5300%  | 0.0000% | $1924665.72        | $1996011.79        | Agency Mortgage-Backed Securities |
| GNCL CL CR4174       | 2067-02-15      | 5.7200%  | 0.0000% | $9320277.13        | $9322324.49        | Agency Mortgage-Backed Securities |
| GNCL CL CR5671       | 2064-03-15      | 6.0100%  | 0.0000% | $5389014.90        | $5634534.83        | Agency Mortgage-Backed Securities |
| GNCL CL CS6533       | 2065-02-15      | 5.2300%  | 0.0000% | $77662.97          | $77887.75          | Agency Mortgage-Backed Securities |
| GNCL CL CU4605       | 2065-12-15      | 5.5000%  | 0.0000% | $3773435.53        | $3776014.05        | Agency Mortgage-Backed Securities |
| GNPL PN CV7746       | 2060-02-15      | 5.3200%  | 0.0000% | $2418989.00        | $2467850.96        | Agency Mortgage-Backed Securities |
| GNII SF CV8233 C     | 2053-11-20      | 6.5000%  | 0.0000% | $8025618.96        | $8384618.27        | Agency Mortgage-Backed Securities |
| GNCL CL CW0779       | 2067-06-15      | 5.0600%  | 0.0000% | $210808.73         | $209084.25         | Agency Mortgage-Backed Securities |
| GNPL PN CW2329       | 2059-06-15      | 5.5500%  | 0.0000% | $220980.24         | $227637.27         | Agency Mortgage-Backed Securities |
| GNCL CL CX6390       | 2066-10-15      | 5.6400%  | 0.0000% | $1501470.17        | $1518159.01        | Agency Mortgage-Backed Securities |
| GNII SF CX6898 C     | 2053-12-20      | 6.5000%  | 0.0000% | $248622.55         | $261631.65         | Agency Mortgage-Backed Securities |
| GNII SF CY2871 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1154598.87        | $1222020.90        | Agency Mortgage-Backed Securities |
| GNII SF CY2903 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1428175.55        | $1495543.54        | Agency Mortgage-Backed Securities |
| GNPL PN CY6541       | 2059-12-15      | 5.1100%  | 0.0000% | $123050.24         | $122720.63         | Agency Mortgage-Backed Securities |
| GNPL PN CY9780       | 2060-04-15      | 5.5000%  | 0.0000% | $901074.99         | $930118.74         | Agency Mortgage-Backed Securities |
| GNPL PN CY9781       | 2060-04-15      | 5.5800%  | 0.0000% | $1178161.22        | $1218775.97        | Agency Mortgage-Backed Securities |
| GNPL PN DA4302       | 2059-12-15      | 5.0100%  | 0.0000% | $719609.51         | $718584.07         | Agency Mortgage-Backed Securities |
| GNCL CL DA4276       | 2067-11-15      | 5.5000%  | 0.0000% | $1547909.80        | $1585140.64        | Agency Mortgage-Backed Securities |
| GNII SF DA8088 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1374433.76        | $1440827.62        | Agency Mortgage-Backed Securities |
| GNPL PN DA8509       | 2060-06-15      | 5.3400%  | 0.0000% | $5640981.18        | $5728230.23        | Agency Mortgage-Backed Securities |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $1063809.83        | $1119946.72        | Agency Mortgage-Backed Securities |
| GNPL PN DA8511       | 2060-06-15      | 5.8400%  | 0.0000% | $1331633.91        | $1401903.79        | Agency Mortgage-Backed Securities |
| GNPL PN DA8512       | 2060-06-15      | 5.8400%  | 0.0000% | $1423162.61        | $1498262.43        | Agency Mortgage-Backed Securities |
| GNPL PN DA8500       | 2060-03-15      | 5.7200%  | 0.0000% | $871859.66         | $920783.78         | Agency Mortgage-Backed Securities |
| GNPL PN DA8501       | 2060-03-15      | 5.7200%  | 0.0000% | $745105.04         | $780276.74         | Agency Mortgage-Backed Securities |
| GNPL PN DA8502       | 2060-03-15      | 5.7200%  | 0.0000% | $885161.66         | $928908.72         | Agency Mortgage-Backed Securities |
| GNPL PN DA8503       | 2060-03-15      | 5.7200%  | 0.0000% | $687655.80         | $727785.79         | Agency Mortgage-Backed Securities |
| GNPL PN DA8504       | 2060-05-15      | 5.9500%  | 0.0000% | $1575480.02        | $1677710.29        | Agency Mortgage-Backed Securities |
| GNPL PN DA8508       | 2060-05-15      | 5.9500%  | 0.0000% | $2587185.33        | $2702815.26        | Agency Mortgage-Backed Securities |
| GNII SF DB0012 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1678616.08        | $1728244.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9611 | 2054-11-01      | 5.5000%  | 0.0000% | $1778379.53        | $1789046.84        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQN0423 | 2034-08-01      | 3.5000%  | 0.0000% | $325853.21         | $320936.30         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQN2195 | 2035-05-01      | 4.5000%  | 0.0000% | $121324.91         | $120637.84         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8514 | 2036-11-01      | 2.0000%  | 0.0000% | $173730.72         | $158550.95         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9966 | 2037-04-01      | 2.0000%  | 0.0000% | $64192.04          | $58794.49          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1493 | 2049-10-01      | 3.0000%  | 0.0000% | $2404710.19        | $2104818.78        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  | 0.0000% | $1634854.09        | $1362932.62        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $56101.96          | $48322.19          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $4231429.35        | $3482649.71        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5943 | 2051-09-01      | 2.0000%  | 0.0000% | $1064644.77        | $835902.29         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7191 | 2052-04-01      | 3.5000%  | 0.0000% | $1840757.24        | $1660207.80        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7570 | 2052-09-01      | 4.0000%  | 0.0000% | $39880.41          | $36993.20          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $304717.62         | $290861.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9854 | 2053-09-01      | 6.0000%  | 0.0000% | $215210.84         | $221180.80         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $298622.66         | $314075.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5306 | 2044-08-01      | 5.5000%  | 0.0000% | $1260842.97        | $1279490.00        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1888 | 2036-03-01      | 2.0000%  | 0.0000% | $747556.84         | $682442.14         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2465 | 2037-04-01      | 2.0000%  | 0.0000% | $2365947.24        | $2154258.05        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  | 0.0000% | $1998715.20        | $1860242.87        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2790 | 2037-12-01      | 2.5000%  | 0.0000% | $285357.63         | $265587.86         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3454 | 2040-01-01      | 6.5000%  | 0.0000% | $3345017.15        | $3516314.36        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | 0.0000% | $10387.64          | $9737.76           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI4078 | 2054-04-01      | 5.0000%  | 0.0000% | $134646.45         | $131892.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5038 | 2054-04-01      | 5.5000%  | 0.0000% | $639752.11         | $641947.95         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5758 | 2054-04-01      | 5.5000%  | 0.0000% | $19111.61          | $19112.43          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1755 | 2038-11-01      | 6.0000%  | 0.0000% | $1174836.85        | $1214630.92        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1350 | 2038-05-01      | 3.0000%  | 0.0000% | $1962447.72        | $1864364.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2618 | 2039-10-01      | 5.0000%  | 0.0000% | $1807043.39        | $1828277.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2168 | 2039-06-01      | 6.0000%  | 0.0000% | $1172455.76        | $1214458.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2320 | 2039-08-01      | 5.5000%  | 0.0000% | $946532.74         | $970610.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2531 | 2039-10-01      | 5.0000%  | 0.0000% | $985440.42         | $995599.99         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3500 | 2040-04-01      | 5.5000%  | 0.0000% | $1182751.83        | $1211057.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3733 | 2040-06-01      | 6.0000%  | 0.0000% | $1059224.71        | $1094334.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3809 | 2040-06-01      | 5.5000%  | 0.0000% | $1011988.97        | $1034855.20        | Agency Mortgage-Backed Securities |

### Security 305: United Overseas Bank Ltd.

- **C.1 - Title:** United Overseas Bank Ltd. 4.560000%
- **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):** $57007410.00
- **C.18.a - Value (excl. sponsor support):** $57007410.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 306: United Overseas Bank Ltd.

- **C.1 - Title:** United Overseas Bank Ltd. 4.560000%
- **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):** $65007494.50
- **C.18.a - Value (excl. sponsor support):** $65007494.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 307: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.370000%
- **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_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 6.8800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 1B8894 G                             | 2041-10-01      | 7.1210%  | 0.0000% | $1228.84           | $1282.53           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G                      | 2037-12-01      | 5.5000%  | 0.0000% | $96.54             | $96.34             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073                      | 2041-01-01      | 4.0000%  | 0.0000% | $57.32             | $54.86             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317                      | 2054-02-01      | 5.5000%  | 0.0000% | $5999800.44        | $6011748.04        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104                      | 2050-11-01      | 1.5000%  | 0.0000% | $14154419.39       | $10569388.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687                      | 2052-09-01      | 5.0000%  | 0.0000% | $9466877.04        | $9328127.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779                      | 2052-10-01      | 5.0000%  | 0.0000% | $26378842.35       | $26172656.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105                      | 2052-11-01      | 5.0000%  | 0.0000% | $1628483.24        | $1601423.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250                      | 2053-05-01      | 5.0000%  | 0.0000% | $37982509.39       | $37364787.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129                      | 2053-04-01      | 5.0000%  | 0.0000% | $2923786.24        | $2876235.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512                      | 2053-06-01      | 5.0000%  | 0.0000% | $8122445.55        | $8079328.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633                      | 2053-06-01      | 5.0000%  | 0.0000% | $534572.86         | $525878.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914                      | 2053-08-01      | 5.5000%  | 0.0000% | $27780485.49       | $27999960.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011                      | 2054-02-01      | 6.5000%  | 0.0000% | $12617034.96       | $13341601.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504                      | 2053-11-01      | 6.0000%  | 0.0000% | $86317.94          | $88234.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987                      | 2054-08-01      | 5.5000%  | 0.0000% | $29162404.70       | $29425080.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220                      | 2054-03-01      | 5.0000%  | 0.0000% | $30477141.35       | $29835404.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635                      | 2054-06-01      | 5.5000%  | 0.0000% | $1128418.22        | $1129691.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007                      | 2054-08-01      | 6.0000%  | 0.0000% | $15213232.11       | $15693346.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M                          | 2050-02-20      | 2.5000%  | 0.0000% | $4082051.02        | $3452567.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                          | 2050-05-20      | 3.0000%  | 0.0000% | $44921207.36       | $39587263.19       | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M                          | 2050-06-20      | 3.0000%  | 0.0000% | $18099484.45       | $15942930.88       | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M                          | 2052-03-20      | 2.5000%  | 0.0000% | $11262183.74       | $9504521.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M                          | 2051-08-20      | 3.0000%  | 0.0000% | $19732946.12       | $17335590.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M                          | 2051-09-20      | 2.5000%  | 0.0000% | $6897742.72        | $5821283.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M                          | 2051-11-20      | 3.0000%  | 0.0000% | $21656096.18       | $19021632.08       | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M                          | 2051-12-20      | 2.5000%  | 0.0000% | $12087062.68       | $10200675.10       | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                          | 2052-01-20      | 2.5000%  | 0.0000% | $738.51            | $623.26            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                          | 2052-01-20      | 3.0000%  | 0.0000% | $15113053.65       | $13276213.10       | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M                          | 2052-02-20      | 3.0000%  | 0.0000% | $12632788.59       | $11096742.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                          | 2052-03-20      | 3.5000%  | 0.0000% | $16442749.32       | $14883724.57       | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M                          | 2053-06-20      | 5.5000%  | 0.0000% | $35868013.55       | $36124804.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                          | 2052-07-20      | 4.0000%  | 0.0000% | $33613625.30       | $31355573.99       | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M                          | 2052-08-20      | 4.0000%  | 0.0000% | $44965140.94       | $41951547.21       | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M                          | 2052-08-20      | 4.5000%  | 0.0000% | $9688252.13        | $9313772.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                          | 2052-09-20      | 4.0000%  | 0.0000% | $15998920.49       | $14929126.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                          | 2052-09-20      | 5.0000%  | 0.0000% | $12884140.07       | $12697083.84       | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                          | 2053-01-20      | 6.0000%  | 0.0000% | $22630924.18       | $23097573.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                          | 2053-04-20      | 5.5000%  | 0.0000% | $12513757.23       | $12618113.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                          | 2054-07-20      | 5.5000%  | 0.0000% | $26453690.21       | $26532054.85       | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                          | 2053-07-20      | 5.5000%  | 0.0000% | $14705403.20       | $14813536.92       | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M                          | 2053-07-20      | 5.0000%  | 0.0000% | $39403707.30       | $38703963.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                          | 2053-10-20      | 6.5000%  | 0.0000% | $22843835.71       | $23633242.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                          | 2054-01-20      | 5.5000%  | 0.0000% | $90134.19          | $90610.94          | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                          | 2054-01-20      | 4.5000%  | 0.0000% | $34131414.17       | $32579458.77       | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                          | 2054-01-20      | 5.5000%  | 0.0000% | $29497637.17       | $29676786.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                          | 2054-04-20      | 5.5000%  | 0.0000% | $104191.27         | $104650.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                          | 2054-04-20      | 6.5000%  | 0.0000% | $40757928.88       | $42101581.95       | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                          | 2051-08-20      | 3.0000%  | 0.0000% | $18775440.65       | $16488685.86       | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                          | 2051-10-20      | 2.0000%  | 0.0000% | $15307185.11       | $12081726.50       | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                          | 2051-10-20      | 3.5000%  | 0.0000% | $14110594.30       | $12557746.92       | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                          | 2051-11-20      | 3.5000%  | 0.0000% | $19922815.72       | $17730243.45       | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                          | 2051-12-20      | 3.5000%  | 0.0000% | $17920080.47       | $15991085.36       | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                          | 2054-11-20      | 5.5000%  | 0.0000% | $28646659.70       | $28777240.71       | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G                      | 2037-07-01      | 5.5000%  | 0.0000% | $197.78            | $200.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570                      | 2048-07-01      | 4.0000%  | 0.0000% | $24240261.45       | $22899104.33       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522                      | 2043-07-01      | 3.0000%  | 0.0000% | $643.63            | $576.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606                      | 2045-03-01      | 3.0000%  | 0.0000% | $9035982.37        | $8021955.39        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399                      | 2048-06-01      | 4.0000%  | 0.0000% | $273.45            | $256.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361                      | 2035-07-01      | 3.0000%  | 0.0000% | $7264288.18        | $6937903.71        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083                      | 2036-01-01      | 1.5000%  | 0.0000% | $4929.43           | $4384.13           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141                      | 2037-02-01      | 2.0000%  | 0.0000% | $2002.65           | $1823.46           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114                      | 2041-01-01      | 2.5000%  | 0.0000% | $14347267.54       | $12668326.37       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780                      | 2051-12-01      | 2.5000%  | 0.0000% | $346785.79         | $288779.05         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007                      | 2049-03-01      | 3.0000%  | 0.0000% | $20427993.84       | $17883033.51       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684                      | 2052-09-01      | 4.5000%  | 0.0000% | $2118079.78        | $2026790.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696                      | 2047-04-01      | 2.0000%  | 0.0000% | $1701.34           | $1366.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790                      | 2052-09-01      | 5.0000%  | 0.0000% | $5771195.21        | $5666365.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846                      | 2052-10-01      | 4.5000%  | 0.0000% | $5786491.30        | $5524884.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181                      | 2053-01-01      | 5.5000%  | 0.0000% | $1517.44           | $1528.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184                      | 2053-01-01      | 6.0000%  | 0.0000% | $12856480.44       | $13141251.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364                      | 2053-02-01      | 6.5000%  | 0.0000% | $4090617.44        | $4276481.46        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202                      | 2052-05-01      | 3.0000%  | 0.0000% | $51006358.03       | $43817011.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299                      | 2054-09-01      | 5.5000%  | 0.0000% | $16591259.52       | $16613182.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453                      | 2054-05-01      | 5.5000%  | 0.0000% | $909.01            | $917.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753                      | 2052-07-01      | 3.5000%  | 0.0000% | $9791222.74        | $8795324.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877                      | 2054-07-01      | 5.5000%  | 0.0000% | $1645922.41        | $1673925.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956                      | 2054-07-01      | 5.5000%  | 0.0000% | $951470.57         | $961074.08         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077                      | 2052-10-01      | 4.0000%  | 0.0000% | $887.33            | $828.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125                      | 2053-01-01      | 5.5000%  | 0.0000% | $1968.32           | $1989.86           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149                      | 2052-08-01      | 4.5000%  | 0.0000% | $47157361.09       | $45113278.12       | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M                          | 2055-01-20      | 5.0000%  | 0.0000% | $40944.80          | $40154.27          | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M                          | 2055-02-20      | 5.5000%  | 0.0000% | $4833117.62        | $4847536.42        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                          | 2055-05-20      | 5.5000%  | 0.0000% | $637585.88         | $639474.62         | Agency Mortgage-Backed Securities  |
| GNMI SP 781485 X                          | 2032-08-15      | 6.0000%  | 0.0000% | $3.22              | $3.32              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154                      | 2054-01-01      | 5.5000%  | 0.0000% | $43516033.44       | $43675403.65       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602                      | 2053-05-01      | 5.0000%  | 0.0000% | $15459591.31       | $15202678.67       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300                      | 2053-02-01      | 5.5000%  | 0.0000% | $38487892.16       | $38542211.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383                      | 2053-12-01      | 5.5000%  | 0.0000% | $856.34            | $856.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605                      | 2053-08-01      | 5.5000%  | 0.0000% | $13304454.50       | $13418837.33       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887                      | 2053-04-01      | 4.5000%  | 0.0000% | $24681335.10       | $23558087.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222                      | 2053-10-01      | 6.0000%  | 0.0000% | $15196543.78       | $15611500.61       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G                      | 2043-11-01      | 4.0000%  | 0.0000% | $5805656.91        | $5537164.63        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G                      | 2048-02-01      | 4.0000%  | 0.0000% | $11335679.32       | $10701814.58       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244                      | 2046-07-01      | 3.0000%  | 0.0000% | $9044663.80        | $7982964.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023                      | 2050-09-01      | 2.5000%  | 0.0000% | $190790.58         | $158537.12         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344                      | 2051-04-01      | 2.5000%  | 0.0000% | $9408615.05        | $7796150.92        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361                      | 2052-06-01      | 4.0000%  | 0.0000% | $824.81            | $765.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717                      | 2052-11-01      | 5.5000%  | 0.0000% | $834.17            | $837.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750                      | 2053-03-01      | 6.0000%  | 0.0000% | $4497.02           | $4605.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101                      | 2054-08-01      | 5.5000%  | 0.0000% | $7351235.12        | $7368954.04        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                          | 2051-10-20      | 3.5000%  | 0.0000% | $330809.21         | $300922.81         | Agency Mortgage-Backed Securities  |
| GNII SP 786529 C                          | 2052-11-20      | 4.5000%  | 0.0000% | $6972460.06        | $6709647.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595                      | 2055-05-01      | 5.5000%  | 0.0000% | $3040366.48        | $3060367.03        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166                      | 2035-10-01      | 2.0000%  | 0.0000% | $443.95            | $406.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856                      | 2048-10-01      | 4.5000%  | 0.0000% | $2745205.51        | $2664545.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988                      | 2050-02-01      | 3.0000%  | 0.0000% | $284647.67         | $249638.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334                      | 2050-03-01      | 3.0000%  | 0.0000% | $8912481.94        | $7797771.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378                      | 2051-05-01      | 2.5000%  | 0.0000% | $17950941.83       | $14521833.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667                      | 2050-12-01      | 2.5000%  | 0.0000% | $69539.37          | $58231.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994                      | 2051-05-01      | 2.5000%  | 0.0000% | $16099655.83       | $13428245.30       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795                      | 2051-05-01      | 2.5000%  | 0.0000% | $682.80            | $568.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341                      | 2051-05-01      | 2.5000%  | 0.0000% | $582354.13         | $488099.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339                      | 2051-07-01      | 2.5000%  | 0.0000% | $10912902.23       | $8998269.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222                      | 2051-07-01      | 2.5000%  | 0.0000% | $755.07            | $625.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247                      | 2051-09-01      | 2.0000%  | 0.0000% | $10766474.10       | $8513435.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281                      | 2052-08-01      | 5.0000%  | 0.0000% | $6172851.05        | $6125077.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450                      | 2052-01-01      | 2.0000%  | 0.0000% | $40685922.62       | $31981237.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794                      | 2051-11-01      | 2.5000%  | 0.0000% | $9850572.04        | $8202013.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766                      | 2052-04-01      | 3.0000%  | 0.0000% | $7733012.56        | $6754531.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583                      | 2052-04-01      | 3.5000%  | 0.0000% | $1640.13           | $1474.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453                      | 2052-07-01      | 5.0000%  | 0.0000% | $10819181.91       | $10665783.94       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647                      | 2053-07-01      | 4.5000%  | 0.0000% | $3124176.07        | $2981466.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816                      | 2052-11-01      | 5.0000%  | 0.0000% | $453704.96         | $450194.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178                      | 2053-09-01      | 6.0000%  | 0.0000% | $14054996.02       | $14427565.85       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787                      | 2048-12-01      | 4.0000%  | 0.0000% | $435.76            | $411.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316                      | 2050-07-01      | 3.0000%  | 0.0000% | $3638394.57        | $3131966.43        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580                      | 2037-01-01      | 1.5000%  | 0.0000% | $6012431.48        | $5347444.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586                      | 2037-01-01      | 2.0000%  | 0.0000% | $8530985.88        | $7853059.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307                      | 2055-01-01      | 5.0000%  | 0.0000% | $123374.15         | $120909.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109                      | 2055-02-01      | 4.5000%  | 0.0000% | $10119239.65       | $9662659.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984                      | 2045-08-01      | 4.0000%  | 0.0000% | $9344575.29        | $8882573.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517                      | 2035-10-01      | 2.0000%  | 0.0000% | $9981072.17        | $9143227.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430                      | 2048-06-01      | 4.5000%  | 0.0000% | $6777323.61        | $6577866.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636                      | 2051-06-01      | 3.0000%  | 0.0000% | $17887115.42       | $15446418.52       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685                      | 2051-06-01      | 3.0000%  | 0.0000% | $6085951.23        | $5244684.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227                      | 2051-10-01      | 2.5000%  | 0.0000% | $21058521.09       | $17534026.60       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704                      | 2051-12-01      | 2.0000%  | 0.0000% | $5471285.45        | $4359885.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634                      | 2052-03-01      | 3.0000%  | 0.0000% | $5330620.27        | $4585335.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713                      | 2050-03-01      | 4.5000%  | 0.0000% | $50961.00          | $49436.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390                      | 2051-12-01      | 2.5000%  | 0.0000% | $4120284.61        | $3408568.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592                      | 2052-08-01      | 5.0000%  | 0.0000% | $38394406.14       | $37698993.86       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656                      | 2052-08-01      | 4.5000%  | 0.0000% | $16720840.23       | $16040970.86       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448                      | 2052-05-01      | 2.0000%  | 0.0000% | $3420236.46        | $2694143.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425                      | 2052-09-01      | 4.5000%  | 0.0000% | $13498350.28       | $12878195.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709                      | 2052-11-01      | 5.0000%  | 0.0000% | $5646459.11        | $5549146.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695                      | 2053-05-01      | 5.0000%  | 0.0000% | $17524140.89       | $17353852.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672                      | 2053-12-01      | 6.0000%  | 0.0000% | $504174.51         | $517793.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786                      | 2054-02-01      | 5.5000%  | 0.0000% | $9867092.72        | $9874417.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943                      | 2052-06-01      | 3.0000%  | 0.0000% | $32560246.17       | $28003439.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307                      | 2052-03-01      | 3.0000%  | 0.0000% | $843.85            | $737.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595                      | 2051-11-01      | 3.0000%  | 0.0000% | $28410210.99       | $25064908.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956                      | 2054-05-01      | 5.5000%  | 0.0000% | $1921602.46        | $1938249.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895                      | 2052-04-01      | 3.0000%  | 0.0000% | $57685.08          | $49554.37          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598                      | 2054-06-01      | 6.0000%  | 0.0000% | $33359316.94       | $34014794.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773                      | 2051-12-01      | 4.0000%  | 0.0000% | $25527047.89       | $23881199.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585                      | 2055-06-01      | 6.0000%  | 0.0000% | $30316492.36       | $30938980.90       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916                      | 2038-09-01      | 4.4340%  | 0.0000% | $32.37             | $32.15             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479                      | 2040-12-01      | 4.5000%  | 0.0000% | $7273299.18        | $7210574.25        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150                      | 2038-02-01      | 6.4050%  | 0.0000% | $34.76             | $35.72             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366                      | 2042-06-01      | 3.5000%  | 0.0000% | $5227201.84        | $4891127.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996                      | 2037-05-01      | 3.5000%  | 0.0000% | $7091306.36        | $6803864.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211                      | 2047-12-01      | 4.0000%  | 0.0000% | $6042308.77        | $5711572.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283                      | 2033-02-01      | 3.0000%  | 0.0000% | $4633291.36        | $4488941.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387                      | 2041-07-01      | 2.0000%  | 0.0000% | $1356.56           | $1160.61           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437                      | 2051-10-01      | 2.0000%  | 0.0000% | $2313035.38        | $1823610.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492                      | 2051-12-01      | 2.0000%  | 0.0000% | $19811209.07       | $15585214.04       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046                      | 2040-06-01      | 3.0000%  | 0.0000% | $6851398.78        | $6347272.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153                      | 2040-10-01      | 2.5000%  | 0.0000% | $42146529.14       | $37919372.74       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361                      | 2036-06-01      | 2.5000%  | 0.0000% | $19840.85          | $18515.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355                      | 2051-06-01      | 2.0000%  | 0.0000% | $10562805.50       | $8302277.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356                      | 2051-06-01      | 2.5000%  | 0.0000% | $685.25            | $567.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607                      | 2042-05-01      | 2.5000%  | 0.0000% | $8996720.36        | $7916154.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632                      | 2042-06-01      | 3.0000%  | 0.0000% | $4952781.57        | $4449261.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072                      | 2053-07-01      | 5.5000%  | 0.0000% | $833.12            | $833.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191                      | 2053-11-01      | 6.0000%  | 0.0000% | $24397254.26       | $24920575.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214                      | 2055-02-01      | 5.5000%  | 0.0000% | $32624618.61       | $32748374.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879                      | 2054-02-01      | 5.5000%  | 0.0000% | $3058262.22        | $3060767.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663                      | 2054-01-01      | 6.5000%  | 0.0000% | $320468.13         | $333757.52         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715                      | 2054-06-01      | 6.0000%  | 0.0000% | $34519122.58       | $35233668.42       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281                      | 2054-09-01      | 6.0000%  | 0.0000% | $1447293.39        | $1477007.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578                      | 2055-03-01      | 6.0000%  | 0.0000% | $1958729.48        | $2007247.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251                      | 2055-01-01      | 5.5000%  | 0.0000% | $20966381.90       | $21132421.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M                          | 2048-02-20      | 3.0000%  | 0.0000% | $155.19            | $138.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M                          | 2048-03-20      | 3.5000%  | 0.0000% | $257.89            | $236.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                          | 2049-12-20      | 3.0000%  | 0.0000% | $5776530.06        | $5092629.34        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                          | 2051-12-20      | 3.0000%  | 0.0000% | $507511.89         | $448201.51         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                          | 2051-12-20      | 3.5000%  | 0.0000% | $894.81            | $807.35            | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                          | 2052-01-20      | 4.0000%  | 0.0000% | $17241811.79       | $15849351.57       | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                          | 2052-01-20      | 4.0000%  | 0.0000% | $19331271.40       | $17770045.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                          | 2054-09-20      | 5.0000%  | 0.0000% | $46822358.35       | $45918483.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M                          | 2054-10-20      | 4.5000%  | 0.0000% | $22068925.86       | $21044927.70       | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                          | 2054-10-20      | 5.0000%  | 0.0000% | $17505455.90       | $17167524.75       | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                          | 2054-10-20      | 6.0000%  | 0.0000% | $6267393.97        | $6395781.54        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                          | 2053-08-20      | 6.0000%  | 0.0000% | $26478784.07       | $27456645.56       | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10                         | 2025-10-20      | 4.6600%  | 0.0000% | $47127.27          | $47225.88          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942                      | 2049-12-01      | 3.0000%  | 0.0000% | $303.27            | $263.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461                      | 2050-04-01      | 4.0000%  | 0.0000% | $211.96            | $198.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664                      | 2051-02-01      | 2.5000%  | 0.0000% | $21721841.80       | $17990970.65       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921                      | 2051-03-01      | 2.5000%  | 0.0000% | $6859086.48        | $5678523.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673                      | 2053-05-01      | 5.5000%  | 0.0000% | $7065710.12        | $7076402.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257                      | 2053-06-01      | 5.0000%  | 0.0000% | $2143.90           | $2109.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158                      | 2042-04-01      | 3.0000%  | 0.0000% | $28332.94          | $25634.76          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391                      | 2054-04-01      | 6.0000%  | 0.0000% | $21888762.78       | $22395049.86       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21                        | 2027-06-01      | 4.0000%  | 0.0000% | $981.82            | $988.19            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4                        | 2026-04-27      | 4.0000%  | 0.0000% | $14727272.73       | $14856511.09       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7                        | 2029-08-06      | 4.0000%  | 0.0000% | $14935418.18       | $15061599.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232                      | 2042-07-01      | 4.0000%  | 0.0000% | $6756869.31        | $6461123.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166                      | 2043-03-01      | 3.0000%  | 0.0000% | $6856255.75        | $6163479.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699                      | 2043-10-01      | 3.5000%  | 0.0000% | $10816838.46       | $10032906.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710                      | 2045-10-01      | 4.0000%  | 0.0000% | $6526320.45        | $6208249.35        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337                      | 2044-10-01      | 6.7400%  | 0.0000% | $41.13             | $42.63             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661                      | 2027-12-01      | 3.0300%  | 0.0000% | $2370.29           | $2308.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625                      | 2045-03-01      | 3.0000%  | 0.0000% | $6190821.41        | $5503733.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645                      | 2045-03-01      | 3.0000%  | 0.0000% | $8066822.05        | $7159062.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864                      | 2046-09-01      | 3.5000%  | 0.0000% | $2911576.91        | $2680623.84        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475                      | 2038-03-01      | 4.4830%  | 0.0000% | $519977.69         | $516227.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0508                      | 2053-10-01      | 6.0000%  | 0.0000% | $800.32            | $816.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277                      | 2054-06-01      | 5.5000%  | 0.0000% | $8534756.51        | $8593589.43        | Agency Mortgage-Backed Securities  |
| United States Treasury Bill               | 2025-11-12      | 0.0000%  | 0.0000% | $98.18             | $96.99             | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                             | 2027-11-15      | 6.1250%  | 0.0000% | $1651614.55        | $1753581.75        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                             | 2041-02-15      | 4.7500%  | 0.0000% | $3535134.55        | $3630886.38        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                             | 2041-11-15      | 3.1250%  | 0.0000% | $98.18             | $80.45             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                             | 2042-08-15      | 2.7500%  | 0.0000% | $1080.00           | $833.13            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                             | 2043-02-15      | 0.6250%  | 0.0000% | $4825003.15        | $3588827.80        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                             | 2043-05-15      | 2.8750%  | 0.0000% | $294.55            | $226.76            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                             | 2043-08-15      | 3.6250%  | 0.0000% | $98.18             | $85.31             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                             | 2043-11-15      | 3.7500%  | 0.0000% | $294.55            | $257.17            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                             | 2045-02-15      | 2.5000%  | 0.0000% | $9120992.73        | $6464112.20        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                             | 2045-08-15      | 2.8750%  | 0.0000% | $1531636.36        | $1154326.48        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                             | 2046-02-15      | 2.5000%  | 0.0000% | $11668712.73       | $8148438.16        | U.S. Treasuries (including strips) |
| 1 TRIB 46                                 | 2046-02-15      | 1.0000%  | 0.0000% | $4554981.10        | $3451138.99        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                             | 2046-05-15      | 2.5000%  | 0.0000% | $16865869.09       | $11630382.51       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                             | 2046-11-15      | 2.8750%  | 0.0000% | $98.18             | $72.23             | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-02-15      | 3.0000%  | 0.0000% | $29061.82          | $22023.65          | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-05-15      | 3.0000%  | 0.0000% | $98.18             | $73.48             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                             | 2047-11-15      | 2.7500%  | 0.0000% | $58614.55          | $41624.48          | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-02-15      | 3.0000%  | 0.0000% | $1178.18           | $883.71            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                             | 2048-05-15      | 3.1250%  | 0.0000% | $6463800.00        | $4899791.30        | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-08-15      | 3.0000%  | 0.0000% | $870774.55         | $649900.76         | U.S. Treasuries (including strips) |
| 3 BOND 49                                 | 2049-02-15      | 3.0000%  | 0.0000% | $59007.27          | $43868.13          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                             | 2049-05-15      | 2.8750%  | 0.0000% | $98.18             | $70.36             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                             | 2049-08-15      | 2.2500%  | 0.0000% | $6105534.55        | $3853371.85        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                             | 2049-11-15      | 2.3750%  | 0.0000% | $8934.55           | $5736.07           | U.S. Treasuries (including strips) |
| 2 BOND 50                                 | 2050-02-15      | 2.0000%  | 0.0000% | $98.18             | $58.02             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                             | 2050-11-15      | 1.6250%  | 0.0000% | $9572727.27        | $5021988.05        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                             | 2040-11-15      | 1.3750%  | 0.0000% | $1027570.91        | $655025.12         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                             | 2051-02-15      | 1.8750%  | 0.0000% | $1523192.73        | $859889.62         | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                             | 2051-02-15      | 0.1250%  | 0.0000% | $121.21            | $65.34             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                             | 2041-02-15      | 1.8750%  | 0.0000% | $2523076.36        | $1749125.38        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                             | 2051-05-15      | 2.3750%  | 0.0000% | $3740334.55        | $2364869.26        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                             | 2041-05-15      | 2.2500%  | 0.0000% | $196.36            | $142.65            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                             | 2041-08-15      | 1.7500%  | 0.0000% | $166810.91         | $111433.16         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                             | 2052-05-15      | 2.8750%  | 0.0000% | $3927272.73        | $2757246.38        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                             | 2042-05-15      | 3.2500%  | 0.0000% | $10972112.73       | $9072206.61        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                             | 2042-08-15      | 3.3750%  | 0.0000% | $7194370.91        | $6098326.63        | U.S. Treasuries (including strips) |
| 4 BOND 42                                 | 2042-11-15      | 4.0000%  | 0.0000% | $7001050.91        | $6391781.41        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-02-15      | 3.8750%  | 0.0000% | $904549.09         | $818757.44         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                             | 2053-05-15      | 3.6250%  | 0.0000% | $145309.09         | $118264.59         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-05-15      | 3.8750%  | 0.0000% | $17928098.18       | $16014937.33       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                             | 2043-08-15      | 4.3750%  | 0.0000% | $1097574.55        | $1059042.17        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                             | 2043-11-15      | 4.7500%  | 0.0000% | $10644872.73       | $10642220.65       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                             | 2054-02-15      | 2.1250%  | 0.0000% | $1647783.74        | $1505221.57        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                             | 2044-02-15      | 4.5000%  | 0.0000% | $16545109.09       | $16183869.12       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                             | 2054-05-15      | 4.6250%  | 0.0000% | $7854545.45        | $7617395.60        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                             | 2044-08-15      | 4.1250%  | 0.0000% | $385658.18         | $357398.60         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                             | 2055-02-15      | 4.6250%  | 0.0000% | $196.36            | $192.92            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                             | 2045-02-15      | 4.7500%  | 0.0000% | $98.18             | $98.90             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                             | 2055-05-15      | 4.7500%  | 0.0000% | $1764523.64        | $1749394.36        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $8703916.36        | $8529868.09        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                           | 2027-08-15      | 2.2500%  | 0.0000% | $1506109.09        | $1472564.55        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                           | 2028-02-15      | 2.7500%  | 0.0000% | $793112.73         | $781350.47         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                           | 2026-01-31      | 2.6250%  | 0.0000% | $98.18             | $97.34             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $98.18             | $95.31             | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                           | 2026-02-28      | 2.5000%  | 0.0000% | $5889829.09        | $5889458.16        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                           | 2029-05-15      | 2.3750%  | 0.0000% | $982210.91         | $935172.27         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26                           | 2026-07-15      | 0.1250%  | 0.0000% | $131.65            | $130.61            | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $7838247.27        | $7666337.13        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                           | 2027-05-15      | 2.3750%  | 0.0000% | $2858367.27        | $2794678.36        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $976516.36         | $903104.45         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                           | 2030-01-15      | 0.1250%  | 0.0000% | $23637952.38       | $22363071.28       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                           | 2027-01-31      | 1.5000%  | 0.0000% | $4908600.00        | $4729843.52        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $6873021.82        | $6484180.61        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                           | 2030-05-15      | 0.6250%  | 0.0000% | $6128312.73        | $5258648.43        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $1431883.64        | $1220454.59        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                           | 2027-08-31      | 0.5000%  | 0.0000% | $9817789.09        | $9174329.27        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                           | 2027-10-31      | 0.5000%  | 0.0000% | $982014.55         | $911883.00         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $10993909.09       | $9407640.19        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $10389992.73       | $9651769.89        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                           | 2026-02-28      | 0.5000%  | 0.0000% | $9820047.27        | $9625932.47        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                           | 2028-03-31      | 1.2500%  | 0.0000% | $12763341.82       | $11973822.77       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-03-31      | 0.7500%  | 0.0000% | $98.18             | $96.18             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 0.7500%  | 0.0000% | $98.18             | $95.84             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $1374545.45        | $1210507.39        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                           | 2026-05-31      | 0.7500%  | 0.0000% | $344520.00         | $335180.75         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 0.6250%  | 0.0000% | $98.18             | $94.80             | U.S. Treasuries (including strips) |
| 1 NOTE N 28                               | 2028-07-31      | 1.0000%  | 0.0000% | $999883.64         | $919422.00         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $981818.18         | $908775.14         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                          | 2026-09-30      | 0.8750%  | 0.0000% | $1605763.64        | $1551499.53        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                           | 2028-10-31      | 1.3750%  | 0.0000% | $19297440.00       | $17905911.25       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                          | 2026-10-31      | 1.1250%  | 0.0000% | $3008585.45        | $2908885.44        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $9818574.55        | $8388096.97        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                           | 2028-11-30      | 1.5000%  | 0.0000% | $981720.00         | $911844.12         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                           | 2028-12-31      | 1.3750%  | 0.0000% | $5890909.09        | $5430895.59        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                          | 2026-12-31      | 1.2500%  | 0.0000% | $98.18             | $94.54             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                           | 2029-01-31      | 1.7500%  | 0.0000% | $147272.73         | $137099.42         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $779858.18         | $687922.31         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                           | 2027-02-28      | 1.8750%  | 0.0000% | $2343403.64        | $2286050.04        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $2544970.91        | $2434261.28        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27                           | 2027-04-15      | 0.1250%  | 0.0000% | $5424430.46        | $5314864.76        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                           | 2027-04-30      | 2.7500%  | 0.0000% | $98.18             | $96.86             | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                           | 2032-07-15      | 0.6250%  | 0.0000% | $11041979.31       | $10323408.59       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $3415549.09        | $3406308.41        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $6134400.00        | $6035246.79        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                           | 2029-09-30      | 3.8750%  | 0.0000% | $98.18             | $99.33             | U.S. Treasuries (including strips) |
| 4  NOTE R 29                              | 2029-10-31      | 4.0000%  | 0.0000% | $6774250.91        | $6864754.90        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $981916.36         | $996548.39         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                           | 2032-11-15      | 4.1250%  | 0.0000% | $602443.64         | $607074.69         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                           | 2029-11-30      | 3.8750%  | 0.0000% | $2307370.91        | $2318687.02        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $6522709.09        | $6542272.43        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $981916.36         | $972860.15         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $8216247.27        | $7996033.14        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $981818.18         | $980812.80         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $294545.45         | $280863.77         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $981818.18         | $976411.28         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-15      | 4.5000%  | 0.0000% | $2050036.36        | $2060037.51        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $981818.18         | $983992.91         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $981229.09         | $976577.41         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                           | 2030-08-31      | 4.1250%  | 0.0000% | $981818.18         | $1006609.23        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                          | 2028-08-31      | 4.3750%  | 0.0000% | $11106032.73       | $11467873.25       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $98.18             | $102.73            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                           | 2030-10-31      | 4.8750%  | 0.0000% | $20618.18          | $21750.81          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                           | 2033-11-15      | 4.5000%  | 0.0000% | $981.82            | $1009.95           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                          | 2026-11-15      | 4.6250%  | 0.0000% | $163570.91         | $166228.17         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                           | 2030-11-30      | 4.3750%  | 0.0000% | $1123396.36        | $1153162.63        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                          | 2028-11-30      | 4.3750%  | 0.0000% | $3929727.27        | $4018714.64        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $15768981.82       | $15644122.50       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                               | 2031-01-31      | 4.0000%  | 0.0000% | $981818.18         | $982282.58         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 4.8750%  | 0.0000% | $3998454.55        | $4064990.83        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $4320000.00        | $4393531.63        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $883.64            | $899.98            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                          | 2026-05-31      | 4.8750%  | 0.0000% | $294.55            | $298.38            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $1206163.64        | $1252863.07        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                          | 2029-06-30      | 4.2500%  | 0.0000% | $18900196.36       | $19206042.42       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                          | 2027-07-15      | 4.3750%  | 0.0000% | $1004792.73        | $1014862.93        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $2957629.09        | $2918766.84        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                           | 2031-08-31      | 3.7500%  | 0.0000% | $981032.73         | $980744.34         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                          | 2027-09-15      | 3.3750%  | 0.0000% | $13741821.82       | $13770380.76       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $981720.00         | $970890.98         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                          | 2026-10-31      | 4.1250%  | 0.0000% | $2019207.27        | $2040490.72        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 4.4909%  | 0.0000% | $98.18             | $98.28             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                          | 2027-11-15      | 4.1250%  | 0.0000% | $4909090.91        | $4975570.38        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $1114461.82        | $1125535.11        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $1526825.45        | $1538649.69        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $6652309.09        | $6799321.54        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                          | 2026-12-31      | 4.2500%  | 0.0000% | $981818.18         | $988011.65         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                           | 2030-01-31      | 4.2500%  | 0.0000% | $1384461.82        | $1403085.60        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                           | 2035-01-15      | 2.1250%  | 0.0000% | $1996344.10        | $2030369.61        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $15414.55          | $15643.21          | U.S. Treasuries (including strips) |
| TINT 02/15/28                             | 2028-02-15      | 0.0000%  | 0.0000% | $550307.92         | $497903.20         | U.S. Treasuries (including strips) |

### 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):** $211381951.04
- **C.18.a - Value (excl. sponsor support):** $211381951.04
- **C.19 - Percentage of Net Assets:** 0.5400%
- **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 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3P2, C.4 - ISIN: US93930N3P24, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $100099500.00
- **C.18.a - Value (excl. sponsor support):** $100099500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 310: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC 4.770000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3T4, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $100103926.00
- **C.18.a - Value (excl. sponsor support):** $100103926.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 311: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3V9, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $99986340.00
- **C.18.a - Value (excl. sponsor support):** $99986340.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **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 312: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTJ3, C.4 - ISIN: US95001KTJ33, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $100014740.00
- **C.18.a - Value (excl. sponsor support):** $100014740.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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? No, C.23 Categorized at Level 3? No

### Security 313: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.370000%
- **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: 959JAA007, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959JAA007_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 3.6900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $283194124.38      | $251567004.60      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | 0.0000% | $274501589.29      | $228560820.21      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1631 | 2051-09-01      | 2.5000%  | 0.0000% | $120916100.28      | $100016518.15      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1661 | 2051-09-01      | 2.5000%  | 0.0000% | $247373061.45      | $207014970.93      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6706 | 2051-04-01      | 2.5000%  | 0.0000% | $269367045.87      | $223249881.14      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6963 | 2051-05-01      | 2.0000%  | 0.0000% | $298509099.42      | $238554342.97      | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $327700225.95      | $244536462.59      | Agency Mortgage-Backed Securities |

### Security 314: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHR003, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHR003_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 7.5100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 ET DD6156 C     | 2064-07-20      | 6.5000%  | 0.0000% | $7409.96           | $7618.96           | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $196755.97         | $204041.45         | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1111365.72        | $1193174.46        | Agency Mortgage-Backed Securities |
| GNII SF DE2031 C     | 2054-10-20      | 5.0000%  | 0.0000% | $981743.12         | $976407.02         | Agency Mortgage-Backed Securities |
| GNII ET DE2735 C     | 2064-03-20      | 6.5000%  | 0.0000% | $14458.15          | $14865.95          | Agency Mortgage-Backed Securities |
| GNII ET DE2997 C     | 2064-08-20      | 6.5000%  | 0.0000% | $7031.55           | $7229.87           | Agency Mortgage-Backed Securities |
| FMAR 1H2628 G        | 2036-07-01      | 6.2500%  | 0.0000% | $81107.40          | $84109.70          | Agency Mortgage-Backed Securities |
| FMAR 848896 G        | 2042-05-01      | 6.7950%  | 0.0000% | $55733.79          | $58304.65          | Agency Mortgage-Backed Securities |
| FMAR 848592 G        | 2036-05-01      | 6.7060%  | 0.0000% | $5843.00           | $6066.08           | Agency Mortgage-Backed Securities |
| 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $899750.00         | $871667.90         | Agency Mortgage-Backed Securities |
| 2.65 FHOR 22-41 AQ   | 2041-11-05      | 2.6500%  | 0.0000% | $1966666.67        | $1423838.26        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8197 | 2048-09-01      | 4.0000%  | 0.0000% | $2560042.35        | $2410155.28        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1586 | 2048-11-01      | 4.5000%  | 0.0000% | $98256.66          | $95182.90          | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $118364006.40      | $116060248.35      | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $1061970295.47     | $1065116204.97     | Agency Mortgage-Backed Securities |
| GNII SF DI1192 C     | 2055-02-20      | 6.0000%  | 0.0000% | $7662083.08        | $7888735.16        | Agency Mortgage-Backed Securities |
| GNII ET DI1267 C     | 2065-01-20      | 6.0000%  | 0.0000% | $594691.10         | $602062.89         | Agency Mortgage-Backed Securities |
| GNII ET DI1268 C     | 2065-02-20      | 6.5000%  | 0.0000% | $167296.86         | $172015.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4542 | 2037-06-01      | 3.0000%  | 0.0000% | $3157800.22        | $3000036.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $4739254.34        | $4521675.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $302710.82         | $296667.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6682 | 2053-07-01      | 4.0000%  | 0.0000% | $282553.68         | $264111.21         | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $96552.73          | $78324.12          | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $159098.50         | $128755.82         | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $795214.90         | $678645.94         | Agency Mortgage-Backed Securities |
| GNII SF MA8128 M     | 2037-07-20      | 5.0000%  | 0.0000% | $241660.98         | $241039.58         | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $3134095.30        | $2645124.20        | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M     | 2052-07-20      | 2.0000%  | 0.0000% | $950601.46         | $769477.34         | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $2477355.12        | $2176128.56        | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $24441.96          | $25106.50          | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $464650.18         | $409763.84         | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $422284.35         | $421403.18         | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $438073.64         | $452515.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $1059196.84        | $1066985.47        | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $509333.83         | $474795.06         | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $59865.58          | $62557.14          | Agency Mortgage-Backed Securities |
| GNMI SF BC3562 X     | 2047-08-15      | 4.5000%  | 0.0000% | $210740.89         | $204024.36         | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $109025.09         | $99585.22          | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $20337.15          | $18476.80          | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $720811.85         | $737921.53         | Agency Mortgage-Backed Securities |
| GNII SF BL4661 C     | 2049-05-20      | 4.5000%  | 0.0000% | $9913.71           | $9402.75           | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $48117.95          | $41207.18          | Agency Mortgage-Backed Securities |
| GNII SF CB4530 C     | 2046-03-20      | 2.5000%  | 0.0000% | $77447.13          | $65158.08          | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $744845.19         | $734497.55         | Agency Mortgage-Backed Securities |
| GNII SF DB7554 C     | 2054-07-20      | 6.0000%  | 0.0000% | $186569.89         | $194491.28         | Agency Mortgage-Backed Securities |
| GNII ET DB9195 C     | 2064-04-20      | 4.5000%  | 0.0000% | $188404.33         | $177795.09         | Agency Mortgage-Backed Securities |
| GNII ET DC7141 C     | 2064-07-20      | 6.5000%  | 0.0000% | $24386.52          | $25074.35          | Agency Mortgage-Backed Securities |
| GNII ET DD2383 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1034980.12        | $1064172.42        | Agency Mortgage-Backed Securities |
| GNII SF DF0702 C     | 2054-09-20      | 5.5000%  | 0.0000% | $1315218.33        | $1326417.85        | Agency Mortgage-Backed Securities |
| GNII ET DF3863 C     | 2064-09-20      | 6.5000%  | 0.0000% | $464399.77         | $477498.48         | Agency Mortgage-Backed Securities |
| GNII SF DF4214 C     | 2051-03-20      | 4.5000%  | 0.0000% | $334028.94         | $314863.69         | Agency Mortgage-Backed Securities |
| GNII ET DF5684 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1663738.43        | $1684360.47        | Agency Mortgage-Backed Securities |
| GNII BD DF7001 C     | 2055-02-20      | 4.5000%  | 0.0000% | $14371809.05       | $13277625.74       | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $2347137.44        | $2333865.94        | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $885581.22         | $877267.38         | Agency Mortgage-Backed Securities |
| GNII ET DG3136 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1101114.95        | $1114759.96        | Agency Mortgage-Backed Securities |
| GNII BD DG3876 C     | 2055-02-20      | 4.5000%  | 0.0000% | $4421000.79        | $4086521.14        | Agency Mortgage-Backed Securities |
| GNII ET DG4037 C     | 2064-12-20      | 6.5000%  | 0.0000% | $19516.72          | $20067.21          | Agency Mortgage-Backed Securities |
| GNII SF DG5013 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1650269.31        | $1724072.11        | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $58447.31          | $44669.97          | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $3640695.88        | $3704912.90        | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $918132.78         | $962722.81         | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5018926.48        | $5305689.54        | Agency Mortgage-Backed Securities |
| GNII ET DG9632 C     | 2064-11-20      | 6.0000%  | 0.0000% | $676897.42         | $685288.24         | Agency Mortgage-Backed Securities |
| GNII ET DH1800 C     | 2064-11-20      | 6.0000%  | 0.0000% | $504629.99         | $510885.39         | Agency Mortgage-Backed Securities |
| GNII SF DH4808 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2722748.02        | $2817496.92        | Agency Mortgage-Backed Securities |
| GNII SF DH6478 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1870539.33        | $1954236.00        | Agency Mortgage-Backed Securities |
| GNII ET DH7716 C     | 2064-11-20      | 6.0000%  | 0.0000% | $232486.32         | $235367.99         | Agency Mortgage-Backed Securities |
| GNII SF DH8922 C     | 2055-02-20      | 5.0000%  | 0.0000% | $3768901.08        | $3700780.70        | Agency Mortgage-Backed Securities |
| GNII BD DH9428 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1330011.63        | $1368209.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $15580956.91       | $16194893.35       | Agency Mortgage-Backed Securities |
| GNII SF DJ9241 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5573532.67        | $5822912.96        | Agency Mortgage-Backed Securities |
| GNII SF DK0499 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1651054.19        | $1708509.23        | Agency Mortgage-Backed Securities |
| GNII SF DK1490 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2508516.62        | $2614613.50        | Agency Mortgage-Backed Securities |
| GNII SF DK1605 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4580153.68        | $4776393.42        | Agency Mortgage-Backed Securities |
| GNII SF DK4588 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5015832.58        | $5058539.05        | Agency Mortgage-Backed Securities |
| GNII SF DK5064 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3708186.62        | $3739759.36        | Agency Mortgage-Backed Securities |
| GNII SF DK5756 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3094172.40        | $3237354.20        | Agency Mortgage-Backed Securities |
| GNII SF DK6352 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3520233.60        | $3550206.04        | Agency Mortgage-Backed Securities |
| GNII SF DK6449 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2140284.00        | $2236048.16        | Agency Mortgage-Backed Securities |
| GNII SF DK6583 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1624132.33        | $1637960.73        | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1625723.39        | $1708423.39        | Agency Mortgage-Backed Securities |
| GNII SF DK7712 C     | 2055-06-20      | 5.5000%  | 0.0000% | $49190429.30       | $49609252.99       | Agency Mortgage-Backed Securities |
| GNII SF DK9377 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3127220.27        | $3267149.82        | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1587308.47        | $1668055.91        | Agency Mortgage-Backed Securities |
| GNII SF DL2486 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4442188.67        | $4480010.94        | Agency Mortgage-Backed Securities |
| GNII SF DL2758 C     | 2055-07-20      | 5.5000%  | 0.0000% | $10496414.67       | $10609002.70       | Agency Mortgage-Backed Securities |
| GNII SF DL3697 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1780816.67        | $1860491.59        | Agency Mortgage-Backed Securities |
| GNII SF DL4704 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1730385.43        | $1698841.66        | Agency Mortgage-Backed Securities |
| FMAR 841703 G        | 2050-12-01      | 2.8330%  | 0.0000% | $410644.73         | $388917.86         | Agency Mortgage-Backed Securities |
| FMAR 841174 G        | 2043-10-01      | 6.9290%  | 0.0000% | $22867.84          | $23927.74          | Agency Mortgage-Backed Securities |
| FMAR 841176 G        | 2047-11-01      | 6.6170%  | 0.0000% | $16595.57          | $17150.91          | Agency Mortgage-Backed Securities |
| FMAR 1B2106 G        | 2035-02-01      | 6.8500%  | 0.0000% | $54088.85          | $56397.17          | Agency Mortgage-Backed Securities |
| FMAR 1B4021 G        | 2038-04-01      | 6.5770%  | 0.0000% | $439376.48         | $449616.08         | Agency Mortgage-Backed Securities |
| FMAR 1J0352 G        | 2037-04-01      | 6.9320%  | 0.0000% | $472932.57         | $488637.09         | Agency Mortgage-Backed Securities |
| FMAR 1J0938 G        | 2038-03-01      | 6.9440%  | 0.0000% | $126587.00         | $131323.59         | Agency Mortgage-Backed Securities |
| FMAR 1L1358 G        | 2036-05-01      | 6.8690%  | 0.0000% | $6781.73           | $7036.32           | Agency Mortgage-Backed Securities |
| FMAR 1G1227 G        | 2036-10-01      | 7.5190%  | 0.0000% | $8547.70           | $8896.50           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3281 | 2049-02-01      | 4.5000%  | 0.0000% | $94571.44          | $91630.74          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0894 | 2035-06-01      | 5.5000%  | 0.0000% | $35508.81          | $36509.57          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  | 0.0000% | $10983.62          | $11002.59          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $25246.33          | $22978.88          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $52427.87          | $49090.49          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0149 | 2041-03-01      | 2.0000%  | 0.0000% | $1758943.66        | $1506001.70        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4712 | 2052-12-01      | 4.5000%  | 0.0000% | $3092055.77        | $2947564.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $395930182.71      | $397344973.14      | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M     | 2054-10-20      | 4.0000%  | 0.0000% | $1115766.28        | $1015947.97        | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $210091666.30      | $206035356.51      | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $46978962.75       | $47118130.09       | Agency Mortgage-Backed Securities |
| GNII SF DI1998 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4069805.47        | $4104457.14        | Agency Mortgage-Backed Securities |
| GNII ET DI3218 C     | 2065-05-20      | 6.5000%  | 0.0000% | $805115.83         | $827825.47         | Agency Mortgage-Backed Securities |
| GNII ET DI3614 C     | 2065-04-20      | 6.5000%  | 0.0000% | $4976943.23        | $5117321.23        | Agency Mortgage-Backed Securities |
| GNII ET DI7135 C     | 2065-04-20      | 6.5000%  | 0.0000% | $12853045.50       | $13215574.22       | Agency Mortgage-Backed Securities |
| GNII SF DI6358 C     | 2055-05-20      | 6.0000%  | 0.0000% | $9961477.87        | $10259206.52       | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C     | 2055-06-20      | 5.5000%  | 0.0000% | $406686.31         | $403840.46         | Agency Mortgage-Backed Securities |
| GNII SF DI8042 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1021649.86        | $1003026.88        | Agency Mortgage-Backed Securities |
| GNII SF DI8359 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1029428.98        | $1045465.76        | Agency Mortgage-Backed Securities |
| GNMI SF AT7682 X     | 2046-08-15      | 4.5000%  | 0.0000% | $90484.63          | $87801.22          | Agency Mortgage-Backed Securities |
| GNMI SF AU0776 X     | 2046-06-15      | 3.0000%  | 0.0000% | $21777.81          | $19272.99          | Agency Mortgage-Backed Securities |
| GNMI SF AV6117 X     | 2047-02-15      | 4.5000%  | 0.0000% | $315763.62         | $306406.91         | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $29463.64          | $27645.83          | Agency Mortgage-Backed Securities |
| GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  | 0.0000% | $172127.51         | $167401.75         | Agency Mortgage-Backed Securities |
| GNII SF 005333 M     | 2042-03-20      | 4.5000%  | 0.0000% | $1658228.54        | $1638721.15        | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $4188.16           | $4404.94           | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $5461.16           | $5492.04           | Agency Mortgage-Backed Securities |
| GNMI SF 743095 X     | 2040-07-15      | 5.0000%  | 0.0000% | $11690.42          | $11721.92          | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 5.3750%  | 0.0000% | $53703.46          | $54972.69          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $12440.19          | $11542.18          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8280 | 2052-11-01      | 6.5000%  | 0.0000% | $41977.21          | $43784.03          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $3365844.17        | $3209820.46        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  | 0.0000% | $92886.41          | $86090.96          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3751 | 2053-09-01      | 6.0000%  | 0.0000% | $2811717.62        | $2891514.17        | Agency Mortgage-Backed Securities |
| FKAR 05.027 WVWV0082 | 2031-12-01      | 4.8180%  | 0.0000% | $24209666.67       | $24233392.14       | Agency Mortgage-Backed Securities |
| FKAR 03.670 WNWN0097 | 2037-05-01      | 3.6700%  | 0.0000% | $18214350.49       | $16458766.38       | Agency Mortgage-Backed Securities |
| FKAR 03.750 WNWN2654 | 2031-11-01      | 3.7500%  | 0.0000% | $20587066.67       | $19724036.24       | Agency Mortgage-Backed Securities |
| FKAR 02.550 WNWN2015 | 2029-08-01      | 2.5500%  | 0.0000% | $4362542.30        | $4052378.63        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD0970 | 2051-10-01      | 3.5000%  | 0.0000% | $35054.22          | $31516.08          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQF2029 | 2052-10-01      | 3.0000%  | 0.0000% | $3694522.53        | $3173772.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3201 | 2052-11-01      | 4.5000%  | 0.0000% | $82434.54          | $78648.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6796 | 2053-01-01      | 5.5000%  | 0.0000% | $57161.31          | $57223.23          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7015 | 2053-01-01      | 5.5000%  | 0.0000% | $1526436.69        | $1528041.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9064 | 2053-08-01      | 5.5000%  | 0.0000% | $2080979.07        | $2101585.61        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0062 | 2054-06-01      | 7.0000%  | 0.0000% | $1266886.25        | $1349848.72        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4478 | 2054-09-01      | 5.5000%  | 0.0000% | $12063592.55       | $12085648.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5607 | 2054-10-01      | 6.0000%  | 0.0000% | $21736.93          | $22204.49          | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $49201.60          | $50242.92          | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $451283.20         | $416282.43         | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $403608.66         | $364668.09         | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $6101.86           | $6169.18           | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X     | 2044-05-15      | 4.5000%  | 0.0000% | $86417.38          | $86827.61          | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $538277.57         | $543796.89         | Agency Mortgage-Backed Securities |
| GNII SP 784131 M     | 2046-02-20      | 3.5000%  | 0.0000% | $58668843.42       | $54460742.42       | Agency Mortgage-Backed Securities |
| GNII SP 784626 C     | 2048-10-20      | 4.5000%  | 0.0000% | $134527.87         | $129244.96         | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $7498.35           | $7325.33           | Agency Mortgage-Backed Securities |
| GNMI SP 784830 X     | 2047-09-15      | 4.5000%  | 0.0000% | $87005.48          | $84425.42          | Agency Mortgage-Backed Securities |
| GNII SP 785195 C     | 2050-11-20      | 3.5000%  | 0.0000% | $966171.85         | $864635.56         | Agency Mortgage-Backed Securities |
| GNII SP 785220 C     | 2050-12-20      | 2.0000%  | 0.0000% | $63396.33          | $51216.36          | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $2030070.37        | $2073663.42        | Agency Mortgage-Backed Securities |
| GNII JP 786298 M     | 2037-12-20      | 2.5000%  | 0.0000% | $31949.99          | $29434.22          | Agency Mortgage-Backed Securities |
| GNMI SP 786309 X     | 2047-11-15      | 3.0000%  | 0.0000% | $674830.19         | $607715.64         | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $3081781.05        | $2588028.36        | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $142861.21         | $124176.10         | Agency Mortgage-Backed Securities |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $495695.37         | $394629.36         | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $48470303.82       | $40491235.48       | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $6934604.39        | $5299991.00        | Agency Mortgage-Backed Securities |
| GNMI SF 758921 X     | 2038-06-15      | 3.0000%  | 0.0000% | $22144.62          | $19932.58          | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $331970.49         | $330747.07         | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $18319.11          | $19036.72          | Agency Mortgage-Backed Securities |
| GNMI SF 697181 X     | 2038-09-15      | 6.5000%  | 0.0000% | $24971.81          | $26036.78          | Agency Mortgage-Backed Securities |
| GNMI SF 711476 X     | 2039-12-15      | 4.0000%  | 0.0000% | $65083.47          | $62436.75          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB8314 | 2054-11-01      | 6.1370%  | 0.0000% | $814000.11         | $837364.49         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB8404 | 2054-08-01      | 6.2960%  | 0.0000% | $3605954.00        | $3696599.27        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC1084 | 2054-08-01      | 6.2200%  | 0.0000% | $4513860.38        | $4631736.83        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC1285 | 2054-09-01      | 5.7010%  | 0.0000% | $9158332.42        | $9309937.93        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC1286 | 2054-09-01      | 6.3440%  | 0.0000% | $11130313.25       | $11393886.49       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC2576 | 2054-10-01      | 5.7410%  | 0.0000% | $9351900.07        | $9512080.98        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC3300 | 2054-10-01      | 5.6510%  | 0.0000% | $8919447.62        | $9086538.60        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD5313 | 2055-03-01      | 5.4080%  | 0.0000% | $3040056.43        | $3079658.23        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD5621 | 2055-04-01      | 5.8800%  | 0.0000% | $19587492.63       | $19961920.61       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8204 | 2055-05-01      | 5.3510%  | 0.0000% | $10028651.94       | $10075878.54       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8210 | 2055-05-01      | 5.9150%  | 0.0000% | $16372713.67       | $16668213.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9261 | 2055-05-01      | 5.5000%  | 0.0000% | $2506550.42        | $2510153.16        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5912 | 2055-07-01      | 7.0000%  | 0.0000% | $1874152.70        | $1986304.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE6028 | 2040-08-01      | 6.0000%  | 0.0000% | $1163873.33        | $1202186.88        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBD5059 | 2047-02-01      | 6.5440%  | 0.0000% | $129103.65         | $133897.05         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ0420 | 2047-09-01      | 6.4200%  | 0.0000% | $65107.34          | $67385.83          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9902 | 2048-09-01      | 4.5000%  | 0.0000% | $213816.29         | $205881.56         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL2142 | 2034-05-01      | 3.3500%  | 0.0000% | $13766666.67       | $12515946.65       | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBM4835 | 2048-11-01      | 3.5000%  | 0.0000% | $201440.19         | $182340.97         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6239 | 2045-02-01      | 6.6820%  | 0.0000% | $709000.75         | $740363.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1948 | 2048-10-01      | 4.0000%  | 0.0000% | $6886.59           | $6488.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBN2430 | 2048-10-01      | 6.6100%  | 0.0000% | $183188.54         | $188274.83         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3205 | 2050-10-01      | 2.0000%  | 0.0000% | $3531038.43        | $2800299.45        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | 0.0000% | $3593339.33        | $2835887.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $783804.70         | $644768.20         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS1955 | 2028-06-01      | 1.3950%  | 0.0000% | $47827398.63       | $44196940.37       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3284 | 2038-10-01      | 2.1500%  | 0.0000% | $9463600.00        | $6828523.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3383 | 2041-10-01      | 2.3100%  | 0.0000% | $2487833.33        | $1713308.62        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBT8375 | 2052-09-01      | 3.9520%  | 0.0000% | $100015.30         | $98061.33          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4358 | 2053-12-01      | 5.5000%  | 0.0000% | $677338.99         | $677579.68         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU4548 | 2054-04-01      | 6.1000%  | 0.0000% | $1008361.79        | $1037644.96        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU4677 | 2054-06-01      | 6.0670%  | 0.0000% | $2004482.02        | $2060937.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7288 | 2052-01-01      | 3.0000%  | 0.0000% | $127310.17         | $109680.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV1947 | 2052-02-01      | 3.0000%  | 0.0000% | $4982059.69        | $4279873.25        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7994 | 2052-08-01      | 4.5260%  | 0.0000% | $42787.11          | $42607.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1502 | 2052-07-01      | 4.5000%  | 0.0000% | $965877.88         | $921853.16         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW5040 | 2052-07-01      | 3.8600%  | 0.0000% | $113970.47         | $111437.67         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBX3490 | 2054-05-01      | 5.9130%  | 0.0000% | $994586.52         | $1020135.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY5379 | 2053-07-01      | 6.5000%  | 0.0000% | $58842.71          | $61358.39          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBY8019 | 2054-05-01      | 6.2770%  | 0.0000% | $6315479.18        | $6504948.82        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBY7874 | 2054-07-01      | 6.4020%  | 0.0000% | $16652551.63       | $17049134.92       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBY8167 | 2054-04-01      | 6.2100%  | 0.0000% | $4586026.89        | $4726387.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY9198 | 2053-10-01      | 4.5000%  | 0.0000% | $828718.56         | $789726.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9306 | 2051-02-01      | 3.0000%  | 0.0000% | $24791789.83       | $21303337.09       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2222 | 2036-11-01      | 1.5000%  | 0.0000% | $415056.16         | $369024.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2969 | 2037-03-01      | 2.0000%  | 0.0000% | $508686.05         | $467877.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3278 | 2052-04-01      | 3.0000%  | 0.0000% | $2791086.33        | $2398344.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1862 | 2055-05-01      | 6.5000%  | 0.0000% | $307461.69         | $319715.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | 0.0000% | $927910.70         | $797121.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1140 | 2037-04-01      | 2.5000%  | 0.0000% | $651017.90         | $607522.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $912737.35         | $751505.34         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1886517 | 2036-08-01      | 7.6740%  | 0.0000% | $87321.26          | $89334.54          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1964300 | 2038-07-01      | 7.5820%  | 0.0000% | $375273.80         | $387816.58         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAC5709 | 2034-07-01      | 6.9250%  | 0.0000% | $197203.39         | $202960.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1438 | 2028-05-01      | 2.5000%  | 0.0000% | $11447.76          | $11201.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2672 | 2036-07-01      | 3.0000%  | 0.0000% | $585809.03         | $552693.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $12160.07          | $12014.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $2382438.97        | $2384943.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5791 | 2055-07-01      | 5.0000%  | 0.0000% | $736280.67         | $719483.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6200 | 2055-02-01      | 5.5000%  | 0.0000% | $1264131.04        | $1273944.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX7934 | 2055-03-01      | 5.5000%  | 0.0000% | $3559718.60        | $3592494.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9545 | 2055-04-01      | 5.5000%  | 0.0000% | $10570994.04       | $10608461.16       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3757 | 2055-05-01      | 6.5000%  | 0.0000% | $21765.91          | $22633.38          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7633 | 2055-07-01      | 6.0000%  | 0.0000% | $529485.77         | $548617.68         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9830 | 2055-08-01      | 6.0000%  | 0.0000% | $9899004.27        | $10240648.60       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9615 | 2055-08-01      | 6.5000%  | 0.0000% | $9331597.33        | $9697943.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9619 | 2055-07-01      | 6.5000%  | 0.0000% | $4279159.87        | $4470860.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0326 | 2055-08-01      | 6.0000%  | 0.0000% | $15186065.07       | $15567265.67       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0625 | 2055-03-01      | 6.5000%  | 0.0000% | $79548665.58       | $82978141.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1856 | 2055-07-01      | 5.5000%  | 0.0000% | $44807966.93       | $44813493.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1898 | 2055-07-01      | 6.0000%  | 0.0000% | $102597696.00      | $104704437.12      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2010 | 2055-08-01      | 6.0000%  | 0.0000% | $8005119.02        | $8232344.32        | Agency Mortgage-Backed Securities |
| FKAR 04.000 WAWA4850 | 2054-09-01      | 4.0000%  | 0.0000% | $3899848.99        | $3195611.66        | Agency Mortgage-Backed Securities |
| FMAR 8C0835 G        | 2054-09-01      | 5.6860%  | 0.0000% | $15769380.02       | $16056892.61       | Agency Mortgage-Backed Securities |
| FMAR 8C0865 G        | 2054-10-01      | 5.6500%  | 0.0000% | $3717233.92        | $3782197.55        | Agency Mortgage-Backed Securities |
| FMAR 8D0723 G        | 2054-05-01      | 6.2510%  | 0.0000% | $4516471.09        | $4644378.30        | Agency Mortgage-Backed Securities |
| FMAR 8D0726 G        | 2054-05-01      | 6.3560%  | 0.0000% | $4741645.37        | $4850734.83        | Agency Mortgage-Backed Securities |
| FKAR 04.600 WRWR1009 | 2035-05-01      | 4.6000%  | 0.0000% | $12641930.00       | $12489927.64       | Agency Mortgage-Backed Securities |
| FKAR 04.390 WSWS4024 | 2041-07-01      | 4.3900%  | 0.0000% | $1567142.64        | $1431831.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  | 0.0000% | $1164670.64        | $1191618.79        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3344 | 2055-01-01      | 6.5000%  | 0.0000% | $39594357.04       | $41568003.77       | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $120973.66         | $111134.45         | Agency Mortgage-Backed Securities |
| GNMI SF AA8274 X     | 2042-07-15      | 3.5000%  | 0.0000% | $23963.15          | $22163.92          | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $499179.40         | $463754.46         | Agency Mortgage-Backed Securities |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $288839.98         | $286146.16         | Agency Mortgage-Backed Securities |
| GNII SF MA3145 M     | 2030-10-20      | 2.5000%  | 0.0000% | $40502.92          | $39181.85          | Agency Mortgage-Backed Securities |
| GNII SF MA3710 M     | 2031-06-20      | 2.5000%  | 0.0000% | $8928.26           | $8599.16           | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $37464.15          | $37948.99          | Agency Mortgage-Backed Securities |
| GNII RG CI9441 C     | 2043-08-20      | 3.0000%  | 0.0000% | $183068.66         | $161746.65         | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C     | 2052-03-20      | 4.5000%  | 0.0000% | $949179.07         | $942676.24         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $423180.16         | $394515.35         | Agency Mortgage-Backed Securities |
| GNII SF MA9960 M     | 2049-11-20      | 3.0000%  | 0.0000% | $5592330.05        | $4914371.87        | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X     | 2047-02-15      | 4.0000%  | 0.0000% | $644583.86         | $604813.25         | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $917680.81         | $953333.01         | Agency Mortgage-Backed Securities |
| GNII ET CV9959 C     | 2063-03-20      | 6.0000%  | 0.0000% | $121044.83         | $122544.82         | Agency Mortgage-Backed Securities |
| GNII SF CX0278 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1334160.35        | $1393832.89        | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $883659.90         | $921300.86         | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $220854.10         | $228895.25         | Agency Mortgage-Backed Securities |
| 3.56 FCSB 33 AM      | 2033-05-17      | 3.5600%  | 0.0000% | $5122183.33        | $4883314.30        | Agency Mortgage-Backed Securities |
| 3.99 FCOR 23-33 AD   | 2033-06-20      | 3.9900%  | 0.0000% | $12783333.33       | $12296469.43       | Agency Mortgage-Backed Securities |
| 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $4916666.67        | $3717251.84        | Agency Mortgage-Backed Securities |
| 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $4342400.00        | $3523732.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8187 | 2054-06-01      | 6.5000%  | 0.0000% | $22088.56          | $22835.34          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  | 0.0000% | $71719.32          | $53697.69          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2348 | 2039-08-01      | 6.0000%  | 0.0000% | $961737.83         | $996187.28         | Agency Mortgage-Backed Securities |
| FMAR 781804 G        | 2034-07-01      | 7.0350%  | 0.0000% | $98772.52          | $101953.25         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AM462293 | 2035-07-01      | 6.5390%  | 0.0000% | $663764.08         | $660163.94         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0829 | 2040-07-01      | 6.5370%  | 0.0000% | $321925.76         | $330704.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL2323 | 2038-01-01      | 5.5000%  | 0.0000% | $68842.21          | $70361.79          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5129 | 2044-04-01      | 6.4260%  | 0.0000% | $44574.20          | $46149.45          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7748 | 2040-03-01      | 6.8630%  | 0.0000% | $265845.76         | $274668.74         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0823 | 2031-03-01      | 5.1200%  | 0.0000% | $1135903.93        | $1137527.89        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2456 | 2031-08-01      | 2.7400%  | 0.0000% | $658898.12         | $606034.94         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HAAN3034 | 2026-11-01      | 4.9940%  | 0.0000% | $9833333.33        | $9842396.39        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN7964 | 2028-01-01      | 3.0700%  | 0.0000% | $4700671.60        | $4583217.49        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8238 | 2028-03-01      | 3.1100%  | 0.0000% | $4483362.80        | $4363301.33        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8272 | 2028-02-01      | 3.1700%  | 0.0000% | $9101733.33        | $8879029.09        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8305 | 2028-02-01      | 3.1300%  | 0.0000% | $604377.32         | $589132.70         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8865 | 2030-05-01      | 3.5400%  | 0.0000% | $8271532.53        | $7963624.74        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9304 | 2033-06-01      | 3.6200%  | 0.0000% | $6019242.93        | $5658008.11        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9349 | 2033-07-01      | 3.9700%  | 0.0000% | $1104143.70        | $1040096.00        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9395 | 2033-06-01      | 3.6100%  | 0.0000% | $11572836.20       | $10917886.96       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $12350.44          | $11424.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7943 | 2046-09-01      | 4.0000%  | 0.0000% | $655768.08         | $622175.27         | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAU8127 | 2043-08-01      | 2.7750%  | 0.0000% | $43688.00          | $38110.85          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB721552 | 2033-07-01      | 7.0960%  | 0.0000% | $22492.90          | $22784.45          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735200 | 2035-01-01      | 6.5860%  | 0.0000% | $479655.31         | $493960.70         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735698 | 2035-07-01      | 6.0940%  | 0.0000% | $176188.07         | $179053.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745945 | 2034-12-01      | 5.0000%  | 0.0000% | $1026259.59        | $1034506.27        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS751501 | 2033-12-01      | 6.3580%  | 0.0000% | $99680.15          | $102589.94         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806484 | 2033-08-01      | 4.5890%  | 0.0000% | $131180.09         | $131359.76         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.5980%  | 0.0000% | $77830.28          | $78978.90          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809867 | 2035-03-01      | 6.6250%  | 0.0000% | $5699.74           | $5847.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL827935 | 2032-11-01      | 6.0000%  | 0.0000% | $177240.68         | $184357.96         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.9590%  | 0.0000% | $50731.92          | $52928.69          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB1039 | 2054-03-01      | 6.1250%  | 0.0000% | $4784728.76        | $4918142.16        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB1107 | 2054-05-01      | 6.2160%  | 0.0000% | $7787938.90        | $8014490.05        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB3894 | 2054-05-01      | 5.7940%  | 0.0000% | $1618023.44        | $1653190.10        | Agency Mortgage-Backed Securities |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $4916666.67        | $4041386.92        | Corporate Debt Securities         |

### Security 315: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.720000%
- **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):** $100097210.00
- **C.18.a - Value (excl. sponsor support):** $100097210.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 316: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.650000%
- **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):** $80018440.00
- **C.18.a - Value (excl. sponsor support):** $80018440.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 317: Westpac Banking Corp./NY

- **C.1 - Title:** Westpac Banking Corp./NY 4.540000%
- **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):** $149977290.00
- **C.18.a - Value (excl. sponsor support):** $149977290.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 318: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.370000%
- **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: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 03.000 CLSD8016             | 2049-10-01      | 3.0000%  | 0.0000% | $57887.63          | $50336.48          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544             | 2051-07-01      | 3.0000%  | 0.0000% | $2098820.12        | $1837470.84        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555             | 2052-08-01      | 3.0000%  | 0.0000% | $58996.34          | $51569.29          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121             | 2050-12-01      | 2.0000%  | 0.0000% | $95194.69          | $75276.31          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221             | 2052-06-01      | 3.5000%  | 0.0000% | $58071.50          | $52197.96          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9175             | 2054-09-01      | 7.0000%  | 0.0000% | $4025476.92        | $4297411.30        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G             | 2035-01-01      | 5.0000%  | 0.0000% | $206.54            | $206.49            | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G             | 2036-12-01      | 7.5000%  | 0.0000% | $65.64             | $67.59             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G             | 2035-01-01      | 5.0000%  | 0.0000% | $35.04             | $35.22             | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G             | 2031-03-01      | 8.0000%  | 0.0000% | $23.75             | $24.00             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G             | 2034-11-01      | 6.0000%  | 0.0000% | $79.87             | $81.63             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G             | 2035-11-01      | 5.0000%  | 0.0000% | $122.84            | $124.29            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G             | 2036-07-01      | 6.0000%  | 0.0000% | $44.95             | $47.28             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543             | 2048-08-01      | 4.5000%  | 0.0000% | $151.49            | $147.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502             | 2048-11-01      | 3.5000%  | 0.0000% | $11415.38          | $10484.03          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180             | 2039-05-01      | 6.0000%  | 0.0000% | $557.43            | $577.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380             | 2040-04-01      | 6.0000%  | 0.0000% | $23587.28          | $24343.67          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512             | 2036-05-01      | 2.0000%  | 0.0000% | $6710.80           | $6147.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958             | 2052-04-01      | 3.5000%  | 0.0000% | $415951.15         | $377686.42         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549             | 2052-04-01      | 3.5000%  | 0.0000% | $59354.39          | $53716.12          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361             | 2053-02-01      | 6.0000%  | 0.0000% | $481.26            | $500.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2917             | 2053-05-01      | 5.5000%  | 0.0000% | $486.28            | $488.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991             | 2051-09-01      | 2.5000%  | 0.0000% | $13291.45          | $11125.34          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5298             | 2054-04-01      | 6.0000%  | 0.0000% | $114652.72         | $117743.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5063             | 2054-03-01      | 5.5000%  | 0.0000% | $405826.30         | $411008.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661             | 2054-05-01      | 6.0000%  | 0.0000% | $982522.41         | $1018537.75        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5808             | 2052-12-01      | 4.0000%  | 0.0000% | $594.52            | $554.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288             | 2053-01-01      | 5.0000%  | 0.0000% | $541.16            | $531.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382             | 2053-12-01      | 5.0000%  | 0.0000% | $161830.60         | $158314.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372             | 2053-11-01      | 5.5000%  | 0.0000% | $103837.74         | $104025.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508             | 2055-02-01      | 6.5000%  | 0.0000% | $14602.37          | $15137.71          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3838             | 2053-10-01      | 6.0000%  | 0.0000% | $107224.19         | $110497.63         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3839             | 2053-09-01      | 5.5000%  | 0.0000% | $192285.58         | $193523.77         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G             | 2048-03-01      | 3.5000%  | 0.0000% | $4539657.93        | $4161807.07        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51803 G             | 2047-11-01      | 3.5000%  | 0.0000% | $168546.03         | $153386.43         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59742 G             | 2048-11-01      | 4.0000%  | 0.0000% | $411447.82         | $388331.17         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G             | 2048-11-01      | 3.5000%  | 0.0000% | $698.47            | $642.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA9142             | 2050-05-01      | 2.5000%  | 0.0000% | $243944.86         | $203312.99         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559             | 2047-05-01      | 3.0000%  | 0.0000% | $2670229.18        | $2328749.59        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123             | 2052-08-01      | 4.0000%  | 0.0000% | $7607301.41        | $7062149.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6784             | 2052-07-01      | 5.0000%  | 0.0000% | $646.47            | $635.24            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444             | 2052-08-01      | 4.5000%  | 0.0000% | $75402.63          | $71965.78          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2351             | 2053-05-01      | 5.0000%  | 0.0000% | $2266643.02        | $2224358.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2611             | 2053-10-01      | 6.0000%  | 0.0000% | $591049.53         | $605920.33         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5263             | 2053-11-01      | 6.5000%  | 0.0000% | $5053.87           | $5286.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5503             | 2053-11-01      | 6.5000%  | 0.0000% | $1871141.98        | $1982236.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923             | 2054-01-01      | 6.5000%  | 0.0000% | $663276.13         | $689247.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ5842             | 2054-10-01      | 4.5000%  | 0.0000% | $82233.92          | $78362.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663             | 2047-04-01      | 3.0000%  | 0.0000% | $147.19            | $130.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ4793             | 2050-10-01      | 2.5000%  | 0.0000% | $1142.66           | $950.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4938             | 2050-01-01      | 3.0000%  | 0.0000% | $34105002.82       | $29791640.79       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496             | 2051-05-01      | 2.0000%  | 0.0000% | $133185.17         | $105233.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257             | 2050-09-01      | 2.5000%  | 0.0000% | $1134.65           | $946.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9668             | 2051-11-01      | 2.0000%  | 0.0000% | $2600.18           | $2061.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3827             | 2053-02-01      | 5.5000%  | 0.0000% | $560.09            | $559.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942             | 2053-12-01      | 6.5000%  | 0.0000% | $2571.75           | $2673.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521             | 2048-11-01      | 4.0000%  | 0.0000% | $232.91            | $219.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2833             | 2046-12-01      | 3.0000%  | 0.0000% | $551.12            | $486.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238             | 2048-01-01      | 3.5000%  | 0.0000% | $11155221.24       | $10190815.19       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119             | 2050-09-01      | 2.0000%  | 0.0000% | $1195.96           | $947.58            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254             | 2051-02-01      | 1.5000%  | 0.0000% | $4326085.37        | $3228470.99        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071             | 2039-10-01      | 3.0000%  | 0.0000% | $323.43            | $298.95            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1293             | 2049-09-01      | 3.0000%  | 0.0000% | $203939.66         | $178840.81         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3592             | 2050-09-01      | 3.5000%  | 0.0000% | $5896939.95        | $5359933.15        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4728             | 2051-02-01      | 2.0000%  | 0.0000% | $7751.73           | $6141.25           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247             | 2051-05-01      | 2.0000%  | 0.0000% | $458.28            | $363.40            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6012             | 2051-10-01      | 3.0000%  | 0.0000% | $524.70            | $450.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0847             | 2054-03-01      | 6.0000%  | 0.0000% | $448402.85         | $457526.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055             | 2054-06-01      | 5.5000%  | 0.0000% | $4209.07           | $4211.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9010             | 2054-07-01      | 6.0000%  | 0.0000% | $54605.05          | $55965.10          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3638             | 2040-06-01      | 5.0000%  | 0.0000% | $421283.20         | $425178.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255538             | 2034-11-01      | 5.5000%  | 0.0000% | $21269.07          | $21242.49          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NQ256109             | 2036-01-01      | 6.5000%  | 0.0000% | $41955.11          | $43328.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198             | 2042-01-01      | 3.5000%  | 0.0000% | $23489.01          | $21983.76          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731             | 2042-03-01      | 3.5000%  | 0.0000% | $39200342.31       | $36692408.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269             | 2046-11-01      | 3.0000%  | 0.0000% | $263.56            | $232.71            | Agency Mortgage-Backed Securities  |
| United States Treasury Bill      | 2025-10-07      | 0.0000%  | 0.0000% | $518895.00         | $514729.83         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-11-25      | 0.0000%  | 0.0000% | $1235.00           | $1218.05           | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43                    | 2043-05-15      | 0.0000%  | 0.0000% | $260.00            | $107.69            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27                    | 2027-01-15      | 2.3750%  | 0.0000% | $25899796.40       | $26349872.93       | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29                    | 2029-01-15      | 2.5000%  | 0.0000% | $24327550.00       | $25344075.63       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $65.00             | $45.10             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $18875350.00       | $17274511.75       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $65.00             | $63.99             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                  | 2027-02-15      | 2.2500%  | 0.0000% | $130.00            | $127.91            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $1014325.00        | $945419.87         | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                 | 2025-08-31      | 0.2500%  | 0.0000% | $748800.00         | $746740.35         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-10-31      | 0.2500%  | 0.0000% | $22165.00          | $21948.11          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $37937250.00       | $35321690.01       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $12205477.21       | $11394310.21       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $10918310.00       | $11176496.76       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29                 | 2029-10-15      | 1.6250%  | 0.0000% | $19288805.74       | $19641611.16       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $2599870.00        | $2632056.39        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $17743440.00       | $18078970.86       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $47846500.00       | $47648080.56       | U.S. Treasuries (including strips) |

### Security 319: Willow Partners LP

- **C.1 - Title:** Willow Partners LP 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 320: ABN AMRO

- **C.1 - Title:** ABN AMRO 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 973SGN005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 321: ABN AMRO

- **C.1 - Title:** ABN AMRO 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 973SGT002, 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:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 322: 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):** $656775000.00
- **C.18.a - Value (excl. sponsor support):** $656775000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-08-07

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer