# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001193125-26-040938
**Filing Date:** 2026-2
**Character Count:** 785175
**Document Hash:** 52e88e5d4679167f23f9b66160373de5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040938.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040938

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26606886

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Investor Money Market Fund (Series ID: S000051191)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000161182 | Class I Shares         | FMJXX           |
| C000166000 | Class A Shares         | FMEXX           |
| C000166001 | Class C Shares         | FMGXX           |
| C000166002 | Administration Shares  | FMKXX           |
| C000172501 | Cash Management Shares | FHMXX           |
| C000172503 | Service Shares         | FHSXX           |
| C000240873 | Class D Shares         | FMDXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000822977

### General Information

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

**Registrant Full Name:** Goldman Sachs Trust

**CIK Number of Registrant:** 0000822977

**LEI of Registrant:** S2FHCT8U6D2VORP0J605

**Name of Series:** Goldman Sachs Investor Fund - Money Market

**LEI of Series:** 54930084EFW9KNNXA727

**EDGAR Series Identifier:** S000051191

**Total number of share classes in the series:** 7

**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            | Goldman Sachs Asset Management, L.P.                    | 801-37591         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Goldman Sachs Asset Management, L.P.                    |  |
| Transfer Agent                | Goldman Sachs & Co. LLC<br>CIK: 0000734700              | 084-01100         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-17619

- **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:** 39 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $12346068494.85

- **Amortized Cost of Portfolio Securities:** $12343801020.49

- **Cash:** $130826893.99

- **Total Other Assets:** $34586191.35

- **Total Liabilities:** $49721956.92

- **Net Assets of Series:** $12459492148.91

- **Number of Shares Outstanding (Series):** 12459269203.9040

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $5039536040.89            | $6520386453.15             | 40.3400%                  | 52.2000%                   |
| 2026-01-05 | $5105410441.71            | $6458109559.64             | 40.9800%                  | 51.8400%                   |
| 2026-01-06 | $5148303998.10            | $6530918597.99             | 41.4200%                  | 52.5400%                   |
| 2026-01-07 | $5141889639.02            | $6552455128.72             | 41.1800%                  | 52.4700%                   |
| 2026-01-08 | $5002711315.94            | $6416671743.21             | 40.4800%                  | 51.9200%                   |
| 2026-01-09 | $4909073389.66            | $6511874803.79             | 39.3200%                  | 52.1600%                   |
| 2026-01-12 | $5009674418.13            | $6536289934.17             | 40.1700%                  | 52.4000%                   |
| 2026-01-13 | $4968725581.26            | $6464760367.36             | 39.9800%                  | 52.0200%                   |
| 2026-01-14 | $4929979127.46            | $6407090023.19             | 39.8300%                  | 51.7700%                   |
| 2026-01-15 | $5088483442.84            | $6451623453.20             | 41.1300%                  | 52.1500%                   |
| 2026-01-16 | $5232664413.18            | $6656795522.66             | 42.0900%                  | 53.5400%                   |
| 2026-01-20 | $5149670453.15            | $6548496716.51             | 41.2900%                  | 52.5000%                   |
| 2026-01-21 | $5151873753.48            | $6570684473.85             | 40.8900%                  | 52.1500%                   |
| 2026-01-22 | $5284648805.30            | $6634412098.98             | 41.7600%                  | 52.4300%                   |
| 2026-01-23 | $5274094978.36            | $6655889878.64             | 41.8800%                  | 52.8500%                   |
| 2026-01-26 | $5309700814.83            | $6773676397.54             | 41.7600%                  | 53.2700%                   |
| 2026-01-27 | $5180068777.15            | $6669967037.36             | 41.2600%                  | 53.1200%                   |
| 2026-01-28 | $5115560140.48            | $6623428062.89             | 40.8600%                  | 52.9000%                   |
| 2026-01-29 | $5248611053.49            | $6654778496.80             | 41.9100%                  | 53.1300%                   |
| 2026-01-30 | $5255952747.02            | $6695542186.66             | 42.0100%                  | 53.5200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.9800%             |
| 2026-01-05 | 3.9900%             |
| 2026-01-06 | 3.9900%             |
| 2026-01-07 | 3.9800%             |
| 2026-01-08 | 3.9600%             |
| 2026-01-09 | 3.9500%             |
| 2026-01-12 | 3.9200%             |
| 2026-01-13 | 3.9200%             |
| 2026-01-14 | 3.9200%             |
| 2026-01-15 | 3.9100%             |
| 2026-01-16 | 3.9200%             |
| 2026-01-20 | 3.9200%             |
| 2026-01-21 | 3.9100%             |
| 2026-01-22 | 3.9100%             |
| 2026-01-23 | 3.9100%             |
| 2026-01-26 | 3.9100%             |
| 2026-01-27 | 3.9100%             |
| 2026-01-28 | 3.9100%             |
| 2026-01-29 | 3.9100%             |
| 2026-01-30 | 3.9000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0003                      |
|  |  |
| 2026-01-05 | 1.0003                      |
|  |  |
| 2026-01-06 | 1.0003                      |
|  |  |
| 2026-01-07 | 1.0003                      |
|  |  |
| 2026-01-08 | 1.0003                      |
|  |  |
| 2026-01-09 | 1.0003                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0003                      |
|  |  |
| 2026-01-14 | 1.0003                      |
|  |  |
| 2026-01-15 | 1.0002                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0002                      |
|  |  |
| 2026-01-21 | 1.0002                      |
|  |  |
| 2026-01-22 | 1.0002                      |
|  |  |
| 2026-01-23 | 1.0002                      |
|  |  |
| 2026-01-26 | 1.0002                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0002                      |
|  |  |
| 2026-01-29 | 1.0002                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Class I Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7863701675.30

- **Number of Shares Outstanding:** 7863560965.4880

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $51643802.56              | $22863040.30            |
| 2026-01-05 | $24851090.98              | $25673204.59            |
| 2026-01-06 | $34144858.43              | $38225384.98            |
| 2026-01-07 | $68324662.39              | $69980642.07            |
| 2026-01-08 | $45986056.59              | $34055604.77            |
| 2026-01-09 | $28441454.62              | $30936492.29            |
| 2026-01-12 | $26402101.08              | $35073081.49            |
| 2026-01-13 | $42773136.73              | $44210319.20            |
| 2026-01-14 | $35241925.66              | $36881493.19            |
| 2026-01-15 | $43657073.39              | $37675371.24            |
| 2026-01-16 | $79450041.31              | $36660012.57            |
| 2026-01-20 | $37923200.00              | $34643166.21            |
| 2026-01-21 | $36256927.27              | $48459089.43            |
| 2026-01-22 | $84015264.38              | $38143358.36            |
| 2026-01-23 | $58993675.14              | $27599904.75            |
| 2026-01-26 | $63371156.93              | $34440005.80            |
| 2026-01-27 | $32534421.81              | $30615336.93            |
| 2026-01-28 | $21051421.21              | $34467887.61            |
| 2026-01-29 | $30669191.82              | $25592378.26            |
| 2026-01-30 | $16848837.92              | $38875873.66            |

**Total Gross Subscriptions (Month):** $862580300.22

**Total Gross Redemptions (Month):** $725071647.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7800%           |
| 2026-01-05 | 3.7800%           |
| 2026-01-06 | 3.7700%           |
| 2026-01-07 | 3.7600%           |
| 2026-01-08 | 3.7500%           |
| 2026-01-09 | 3.7400%           |
| 2026-01-12 | 3.7000%           |
| 2026-01-13 | 3.7000%           |
| 2026-01-14 | 3.7000%           |
| 2026-01-15 | 3.6900%           |
| 2026-01-16 | 3.7000%           |
| 2026-01-20 | 3.7000%           |
| 2026-01-21 | 3.7000%           |
| 2026-01-22 | 3.7000%           |
| 2026-01-23 | 3.7000%           |
| 2026-01-26 | 3.6900%           |
| 2026-01-27 | 3.6900%           |
| 2026-01-28 | 3.6900%           |
| 2026-01-29 | 3.6900%           |
| 2026-01-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 12.5500%         | 0.0000%              |
| Broker-dealer |  | 19.0100%         | 0.0000%              |
| Broker-dealer |  | 23.8100%         | 0.0000%              |
| Broker-dealer |  | 26.7300%         | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4081897054.53

- **Number of Shares Outstanding:** 4081824014.7480

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $27016416.27              | $7987538.92             |
| 2026-01-05 | $14323222.53              | $8410373.69             |
| 2026-01-06 | $19537642.27              | $21224858.20            |
| 2026-01-07 | $21955494.76              | $14181483.46            |
| 2026-01-08 | $22357186.40              | $12444087.08            |
| 2026-01-09 | $16277846.62              | $13585480.30            |
| 2026-01-12 | $15491255.30              | $16661172.06            |
| 2026-01-13 | $15819768.41              | $16327399.89            |
| 2026-01-14 | $18271119.35              | $16383996.10            |
| 2026-01-15 | $12576774.33              | $11314049.85            |
| 2026-01-16 | $34808705.79              | $13972941.66            |
| 2026-01-20 | $20855317.70              | $16035276.54            |
| 2026-01-21 | $19157968.98              | $17359029.50            |
| 2026-01-22 | $17627129.53              | $10844241.64            |
| 2026-01-23 | $21728312.31              | $13711287.21            |
| 2026-01-26 | $19958301.00              | $13229700.27            |
| 2026-01-27 | $14789001.22              | $18150139.45            |
| 2026-01-28 | $15276695.81              | $13535085.37            |
| 2026-01-29 | $19989043.36              | $11619272.04            |
| 2026-01-30 | $12709021.13              | $14318500.63            |

**Total Gross Subscriptions (Month):** $380526223.07

**Total Gross Redemptions (Month):** $281295913.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5300%           |
| 2026-01-05 | 3.5300%           |
| 2026-01-06 | 3.5200%           |
| 2026-01-07 | 3.5100%           |
| 2026-01-08 | 3.5000%           |
| 2026-01-09 | 3.4900%           |
| 2026-01-12 | 3.4500%           |
| 2026-01-13 | 3.4500%           |
| 2026-01-14 | 3.4500%           |
| 2026-01-15 | 3.4400%           |
| 2026-01-16 | 3.4500%           |
| 2026-01-20 | 3.4500%           |
| 2026-01-21 | 3.4500%           |
| 2026-01-22 | 3.4500%           |
| 2026-01-23 | 3.4500%           |
| 2026-01-26 | 3.4400%           |
| 2026-01-27 | 3.4400%           |
| 2026-01-28 | 3.4400%           |
| 2026-01-29 | 3.4400%           |
| 2026-01-30 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 13.2600%         | 0.0000%              |
| Broker-dealer |  | 81.9500%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $11764.31

- **Number of Shares Outstanding:** 11764.1000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $133.68                   | $105.35                 |
| 2026-01-12 | $0.00                     | $43641.66               |

**Total Gross Subscriptions (Month):** $133.68

**Total Gross Redemptions (Month):** $43747.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.7800%           |
| 2026-01-05 | 2.7800%           |
| 2026-01-06 | 2.7700%           |
| 2026-01-07 | 2.7600%           |
| 2026-01-08 | 2.7500%           |
| 2026-01-09 | 2.7400%           |
| 2026-01-12 | 2.7000%           |
| 2026-01-13 | 2.7000%           |
| 2026-01-14 | 2.7000%           |
| 2026-01-15 | 2.6900%           |
| 2026-01-16 | 2.7000%           |
| 2026-01-20 | 2.7000%           |
| 2026-01-21 | 2.7000%           |
| 2026-01-22 | 2.7000%           |
| 2026-01-23 | 2.7000%           |
| 2026-01-26 | 2.6900%           |
| 2026-01-27 | 2.6900%           |
| 2026-01-28 | 2.6900%           |
| 2026-01-29 | 2.6900%           |
| 2026-01-30 | 2.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9600%         | 0.0000%              |

### Class: Administration Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $486856707.56

- **Number of Shares Outstanding:** 486847995.9380

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2900062.54               | $954161.83              |
| 2026-01-05 | $812751.84                | $2435547.08             |
| 2026-01-06 | $2250984.88               | $9727092.16             |
| 2026-01-07 | $5790794.49               | $1991009.37             |
| 2026-01-08 | $1083590.17               | $1989643.49             |
| 2026-01-09 | $7307003.88               | $1392390.65             |
| 2026-01-12 | $1531530.03               | $2437555.60             |
| 2026-01-13 | $2661034.92               | $2878620.96             |
| 2026-01-14 | $5374532.10               | $1156819.46             |
| 2026-01-15 | $1452214.08               | $1190546.52             |
| 2026-01-16 | $2125401.89               | $5273885.25             |
| 2026-01-20 | $1520971.44               | $3523175.03             |
| 2026-01-21 | $1602398.38               | $2867965.26             |
| 2026-01-22 | $2489310.96               | $769851.01              |
| 2026-01-23 | $1884563.10               | $1078563.70             |
| 2026-01-26 | $1728702.16               | $2796830.65             |
| 2026-01-27 | $575729.55                | $1533796.98             |
| 2026-01-28 | $1117916.92               | $4879280.84             |
| 2026-01-29 | $1243242.98               | $5814112.27             |
| 2026-01-30 | $1863471.18               | $1048897.33             |

**Total Gross Subscriptions (Month):** $47316207.49

**Total Gross Redemptions (Month):** $55739745.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5300%           |
| 2026-01-05 | 3.5300%           |
| 2026-01-06 | 3.5200%           |
| 2026-01-07 | 3.5100%           |
| 2026-01-08 | 3.5000%           |
| 2026-01-09 | 3.4900%           |
| 2026-01-12 | 3.4500%           |
| 2026-01-13 | 3.4500%           |
| 2026-01-14 | 3.4500%           |
| 2026-01-15 | 3.4400%           |
| 2026-01-16 | 3.4500%           |
| 2026-01-20 | 3.4500%           |
| 2026-01-21 | 3.4500%           |
| 2026-01-22 | 3.4500%           |
| 2026-01-23 | 3.4500%           |
| 2026-01-26 | 3.4400%           |
| 2026-01-27 | 3.4400%           |
| 2026-01-28 | 3.4400%           |
| 2026-01-29 | 3.4400%           |
| 2026-01-30 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 14.3300%         | 0.0000%              |
| Broker-dealer |  | 83.8300%         | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $9979408.17

- **Number of Shares Outstanding:** 9979229.6000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $23857.21                 | $38958.01               |
| 2026-01-05 | $60123.09                 | $0.00                   |
| 2026-01-06 | $0.00                     | $387962.38              |
| 2026-01-07 | $28794.28                 | $0.00                   |
| 2026-01-08 | $163573.85                | $0.00                   |
| 2026-01-09 | $519357.51                | $0.00                   |
| 2026-01-12 | $0.00                     | $93768.91               |
| 2026-01-13 | $0.00                     | $42970.29               |
| 2026-01-14 | $0.00                     | $60615.69               |
| 2026-01-15 | $0.10                     | $138057.74              |
| 2026-01-16 | $0.00                     | $19272.65               |
| 2026-01-20 | $0.00                     | $123438.30              |
| 2026-01-21 | $0.00                     | $108169.43              |
| 2026-01-22 | $0.00                     | $397199.89              |
| 2026-01-23 | $656465.84                | $0.00                   |
| 2026-01-26 | $0.00                     | $407153.43              |
| 2026-01-27 | $1.04                     | $60105.06               |
| 2026-01-28 | $0.00                     | $97845.34               |
| 2026-01-29 | $55756.93                 | $0.00                   |
| 2026-01-30 | $118.26                   | $31934.30               |

**Total Gross Subscriptions (Month):** $1508048.11

**Total Gross Redemptions (Month):** $2007451.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.9800%           |
| 2026-01-05 | 2.9800%           |
| 2026-01-06 | 2.9700%           |
| 2026-01-07 | 2.9600%           |
| 2026-01-08 | 2.9500%           |
| 2026-01-09 | 2.9400%           |
| 2026-01-12 | 2.9000%           |
| 2026-01-13 | 2.9000%           |
| 2026-01-14 | 2.9000%           |
| 2026-01-15 | 2.8900%           |
| 2026-01-16 | 2.9000%           |
| 2026-01-20 | 2.9000%           |
| 2026-01-21 | 2.9000%           |
| 2026-01-22 | 2.9000%           |
| 2026-01-23 | 2.9000%           |
| 2026-01-26 | 2.8900%           |
| 2026-01-27 | 2.8900%           |
| 2026-01-28 | 2.8900%           |
| 2026-01-29 | 2.8900%           |
| 2026-01-30 | 2.8900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8800%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6200495.41

- **Number of Shares Outstanding:** 6200384.4600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $17736.22                 | $0.00                   |
| 2026-01-05 | $13337.95                 | $0.00                   |
| 2026-01-08 | $0.00                     | $0.83                   |
| 2026-01-09 | $25014.56                 | $0.00                   |
| 2026-01-12 | $0.00                     | $70010.00               |
| 2026-01-13 | $0.00                     | $131688.42              |
| 2026-01-16 | $67300.00                 | $0.00                   |
| 2026-01-22 | $0.00                     | $27033.33               |
| 2026-01-23 | $0.00                     | $8432.82                |

**Total Gross Subscriptions (Month):** $123388.73

**Total Gross Redemptions (Month):** $237165.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2800%           |
| 2026-01-05 | 3.2800%           |
| 2026-01-06 | 3.2700%           |
| 2026-01-07 | 3.2600%           |
| 2026-01-08 | 3.2500%           |
| 2026-01-09 | 3.2400%           |
| 2026-01-12 | 3.2000%           |
| 2026-01-13 | 3.2000%           |
| 2026-01-14 | 3.2000%           |
| 2026-01-15 | 3.1900%           |
| 2026-01-16 | 3.2000%           |
| 2026-01-20 | 3.2000%           |
| 2026-01-21 | 3.2000%           |
| 2026-01-22 | 3.2000%           |
| 2026-01-23 | 3.2000%           |
| 2026-01-26 | 3.1900%           |
| 2026-01-27 | 3.1900%           |
| 2026-01-28 | 3.1900%           |
| 2026-01-29 | 3.1900%           |
| 2026-01-30 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8000%         | 0.0000%              |

### Class: Class D Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $10845043.63

- **Number of Shares Outstanding:** 10844849.5700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $155366.29                | $1141.70                |
| 2026-01-05 | $0.00                     | $378.16                 |
| 2026-01-06 | $136509.32                | $3000.00                |
| 2026-01-07 | $80818.79                 | $2900.00                |
| 2026-01-08 | $76401.59                 | $107537.90              |
| 2026-01-09 | $55516.57                 | $4030535.10             |
| 2026-01-12 | $1011.39                  | $156616.03              |
| 2026-01-13 | $0.00                     | $136090.00              |
| 2026-01-14 | $0.00                     | $134308.94              |
| 2026-01-15 | $0.00                     | $37260.21               |
| 2026-01-16 | $0.00                     | $26164.27               |
| 2026-01-20 | $0.00                     | $7736.94                |
| 2026-01-21 | $0.00                     | $423878.07              |
| 2026-01-22 | $0.00                     | $254741.35              |
| 2026-01-23 | $6256.83                  | $88720.42               |
| 2026-01-26 | $55602.57                 | $464803.51              |
| 2026-01-27 | $0.00                     | $101383.75              |
| 2026-01-28 | $0.00                     | $44307.33               |
| 2026-01-29 | $2810.33                  | $122901.02              |
| 2026-01-30 | $0.00                     | $434258.05              |

**Total Gross Subscriptions (Month):** $570293.68

**Total Gross Redemptions (Month):** $6578662.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7800%           |
| 2026-01-05 | 3.7800%           |
| 2026-01-06 | 3.7700%           |
| 2026-01-07 | 3.7600%           |
| 2026-01-08 | 3.7500%           |
| 2026-01-09 | 3.7400%           |
| 2026-01-12 | 3.7000%           |
| 2026-01-13 | 3.7000%           |
| 2026-01-14 | 3.7000%           |
| 2026-01-15 | 3.6900%           |
| 2026-01-16 | 3.7000%           |
| 2026-01-20 | 3.7000%           |
| 2026-01-21 | 3.7000%           |
| 2026-01-22 | 3.7000%           |
| 2026-01-23 | 3.7000%           |
| 2026-01-26 | 3.6900%           |
| 2026-01-27 | 3.6900%           |
| 2026-01-28 | 3.6900%           |
| 2026-01-29 | 3.6900%           |
| 2026-01-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ANZ NEW ZEALAND (INT'L) LIMITED-LONDON BRANCH

- **C.1 - Title:** ANZ NEW ZEALAND (INT'L) LIMITED-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3EB6, C.4 - ISIN: US0018A3EB64, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $27070097.70
- **C.18.a - Value (excl. sponsor support):** $27070097.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ANZ NEW ZEALAND (INT'L) LIMITED-LONDON BRANCH

- **C.1 - Title:** ANZ NEW ZEALAND (INT'L) LIMITED-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3EN0, C.4 - ISIN: US0018A3EN03, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $31976412.93
- **C.18.a - Value (excl. sponsor support):** $31976412.93
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ALBION CAPITAL LLC

- **C.1 - Title:** ALBION CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XB65, C.4 - ISIN: US01329XB655, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $32731465.51
- **C.18.a - Value (excl. sponsor support):** $32731465.51
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: ALBION CAPITAL LLC

- **C.1 - Title:** ALBION CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XBH1, C.4 - ISIN: US01329XBH17, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $10977824.27
- **C.18.a - Value (excl. sponsor support):** $10977824.27
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ALBION CAPITAL LLC

- **C.1 - Title:** ALBION CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XBL2, C.4 - ISIN: US01329XBL29, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $46394512.51
- **C.18.a - Value (excl. sponsor support):** $46394512.51
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ALBION CAPITAL LLC

- **C.1 - Title:** ALBION CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XBS7, C.4 - ISIN: US01329XBS71, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $17270582.89
- **C.18.a - Value (excl. sponsor support):** $17270582.89
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ALBION CAPITAL LLC

- **C.1 - Title:** ALBION CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XCG2, C.4 - ISIN: US01329XCG25, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9681117.16
- **C.18.a - Value (excl. sponsor support):** $9681117.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ALBION CAPITAL LLC

- **C.1 - Title:** ALBION CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XCS6, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $24863500.00
- **C.18.a - Value (excl. sponsor support):** $24863500.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ALBION CAPITAL LLC

- **C.1 - Title:** ALBION CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XDL0, C.4 - ISIN: US01329XDL01, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $16003599.95
- **C.18.a - Value (excl. sponsor support):** $16003599.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BB47, C.4 - ISIN: US03664BB477, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $8789188.79
- **C.18.a - Value (excl. sponsor support):** $8789188.79
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BB54, C.4 - ISIN: US03664BB543, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $21506341.30
- **C.18.a - Value (excl. sponsor support):** $21506341.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BBC9, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $24494624.99
- **C.18.a - Value (excl. sponsor support):** $24494624.99
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BCB0, C.4 - ISIN: US03664BCB09, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $6833254.92
- **C.18.a - Value (excl. sponsor support):** $6833254.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BCH7, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $29275398.74
- **C.18.a - Value (excl. sponsor support):** $29275398.74
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BD78, C.4 - ISIN: US03664BD788, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $5660986.69
- **C.18.a - Value (excl. sponsor support):** $5660986.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGH0, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $30813271.46
- **C.18.a - Value (excl. sponsor support):** $30813271.46
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.890002%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGL1, C.4 - ISIN: US04821PGL13, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $17770867.89
- **C.18.a - Value (excl. sponsor support):** $17770867.89
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UD17, C.4 - ISIN: US04821UD171, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49698749.00
- **C.18.a - Value (excl. sponsor support):** $49698749.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 4.696060%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252ADK4, C.4 - ISIN: US05252ADK43, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $6803400.00
- **C.18.a - Value (excl. sponsor support):** $6803400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CDL7, C.4 - ISIN: US05253CDL72, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $5101343.39
- **C.18.a - Value (excl. sponsor support):** $5101343.39
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 5.000000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05253JB26, C.4 - ISIN: US05253JB264, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $26835449.25
- **C.18.a - Value (excl. sponsor support):** $26835449.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BPCE

- **C.1 - Title:** BPCE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CFA4, C.4 - ISIN: US05571CFA45, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $39469511.20
- **C.18.a - Value (excl. sponsor support):** $39469511.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BPCE

- **C.1 - Title:** BPCE 3.375000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05578DAX0, C.4 - ISIN: US05578DAX03, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $6337048.50
- **C.18.a - Value (excl. sponsor support):** $6337048.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANCO SANTANDER, S.A.

- **C.1 - Title:** BANCO SANTANDER, S.A. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UEB0, C.4 - ISIN: US05970UEB08, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $20191574.02
- **C.18.a - Value (excl. sponsor support):** $20191574.02
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANCO BILBAO VIZCAYA ARGENTARIA SA - NEW YORK BRANCH

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA - NEW YORK BRANCH 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MEQ4, C.4 - ISIN: US05971MEQ42, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $16121099.90
- **C.18.a - Value (excl. sponsor support):** $16121099.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANCO BILBAO VIZCAYA ARGENTARIA SA - NEW YORK BRANCH

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA - NEW YORK BRANCH 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFG5, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $18503362.75
- **C.18.a - Value (excl. sponsor support):** $18503362.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RET5, C.4 - ISIN: US05973RET59, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $17180326.05
- **C.18.a - Value (excl. sponsor support):** $17180326.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REW8, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $26543706.98
- **C.18.a - Value (excl. sponsor support):** $26543706.98
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFU1, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $17817642.73
- **C.18.a - Value (excl. sponsor support):** $17817642.73
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGG1, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $10054246.12
- **C.18.a - Value (excl. sponsor support):** $10054246.12
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGJ5, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $19953195.47
- **C.18.a - Value (excl. sponsor support):** $19953195.47
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHH8, C.4 - ISIN: US05973RHH84, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $42762758.45
- **C.18.a - Value (excl. sponsor support):** $42762758.45
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHN5, C.4 - ISIN: US05973RHN52, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $23387625.39
- **C.18.a - Value (excl. sponsor support):** $23387625.39
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHQ8, C.4 - ISIN: US05973RHQ83, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $21522974.78
- **C.18.a - Value (excl. sponsor support):** $21522974.78
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 4.039999%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RJB9, C.4 - ISIN: US05973RJB96, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $17331894.15
- **C.18.a - Value (excl. sponsor support):** $17331894.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANCO SANTANDER, S.A.-NEW YORK BRANCH

- **C.1 - Title:** BANCO SANTANDER, S.A.-NEW YORK BRANCH 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RJL7, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $17882418.99
- **C.18.a - Value (excl. sponsor support):** $17882418.99
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-01-07
- **C.12 - Maturity Date (WAL):** 2027-01-07
- **C.13 - Final Legal Maturity Date:** 2027-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.880001%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBQ4, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $14324443.04
- **C.18.a - Value (excl. sponsor support):** $14324443.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RC91, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $5986035.22
- **C.18.a - Value (excl. sponsor support):** $5986035.22
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.899999%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3M7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $23349108.25
- **C.18.a - Value (excl. sponsor support):** $23349108.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF MONTREAL-CHICAGO BRANCH

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO BRANCH 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4A9, C.4 - ISIN: US06370B4A95, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7003852.59
- **C.18.a - Value (excl. sponsor support):** $7003852.59
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QFA2, C.4 - ISIN: US06406QFA22, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $15007484.16
- **C.18.a - Value (excl. sponsor support):** $15007484.16
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 5.526000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06428CAA2, C.4 - ISIN: US06428CAA27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $4031278.20
- **C.18.a - Value (excl. sponsor support):** $4031278.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANQUE FEDERATIVE DU CREDIT MUTUEL

- **C.1 - Title:** BANQUE FEDERATIVE DU CREDIT MUTUEL 1.604000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06675FAY3, C.4 - ISIN: US06675FAY34, C.3 - LEI: VBHFXSYT7OG62HNT8T76
- **C.18 - Value (incl. sponsor support):** $9103121.30
- **C.18.a - Value (excl. sponsor support):** $9103121.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-10-04
- **C.12 - Maturity Date (WAL):** 2026-10-04
- **C.13 - Final Legal Maturity Date:** 2026-10-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANQUE FEDERATIVE DU CREDIT MUTUEL

- **C.1 - Title:** BANQUE FEDERATIVE DU CREDIT MUTUEL 5.896000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06675FBA4, C.4 - ISIN: US06675FBA49, C.3 - LEI: VBHFXSYT7OG62HNT8T76
- **C.18 - Value (incl. sponsor support):** $18122661.29
- **C.18.a - Value (excl. sponsor support):** $18122661.29
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANQUE FEDERATIVE DU CREDIT MUTUEL

- **C.1 - Title:** BANQUE FEDERATIVE DU CREDIT MUTUEL 5.088000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06675FBC0, C.4 - ISIN: US06675FBC05, C.3 - LEI: VBHFXSYT7OG62HNT8T76
- **C.18 - Value (incl. sponsor support):** $1011861.10
- **C.18.a - Value (excl. sponsor support):** $1011861.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-01-23
- **C.12 - Maturity Date (WAL):** 2027-01-23
- **C.13 - Final Legal Maturity Date:** 2027-01-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECP3, C.4 - ISIN: US06741ECP34, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $9948013.00
- **C.18.a - Value (excl. sponsor support):** $9948013.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EE55, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $14481108.35
- **C.18.a - Value (excl. sponsor support):** $14481108.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EKD1, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $19747354.88
- **C.18.a - Value (excl. sponsor support):** $19747354.88
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BARCLAYS US CCP FUNDING LLC

- **C.1 - Title:** BARCLAYS US CCP FUNDING LLC 3.790001%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRR6, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $6011009.50
- **C.18.a - Value (excl. sponsor support):** $6011009.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: BARCLAYS BANK PLC-NEW YORK BRANCH

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK BRANCH 4.039999%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDP3, C.4 - ISIN: US06745GDP37, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $10005870.20
- **C.18.a - Value (excl. sponsor support):** $10005870.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BARCLAYS BANK PLC-NEW YORK BRANCH

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK BRANCH 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $24009348.72
- **C.18.a - Value (excl. sponsor support):** $24009348.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BARCLAYS BANK PLC-NEW YORK BRANCH

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK BRANCH 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFA4, C.4 - ISIN: US06745GFA40, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $19184001.18
- **C.18.a - Value (excl. sponsor support):** $19184001.18
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BARCLAYS BANK PLC-NEW YORK BRANCH

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK BRANCH 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFF3, C.4 - ISIN: US06745GFF37, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $7083465.87
- **C.18.a - Value (excl. sponsor support):** $7083465.87
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BARCLAYS BANK PLC-NEW YORK BRANCH

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK BRANCH 3.890002%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGB1, C.4 - ISIN: US06745GGB14, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $4512895.95
- **C.18.a - Value (excl. sponsor support):** $4512895.95
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BARCLAYS BANK PLC-NEW YORK BRANCH

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK BRANCH 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHC8, C.4 - ISIN: US06745GHC87, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $22015510.00
- **C.18.a - Value (excl. sponsor support):** $22015510.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-12-10
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BARCLAYS BANK PLC-NEW YORK BRANCH

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK BRANCH 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHM6, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $19591695.87
- **C.18.a - Value (excl. sponsor support):** $19591695.87
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A. 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945PN96, C.4 - ISIN: US06945PN969, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $27212699.35
- **C.18.a - Value (excl. sponsor support):** $27212699.35
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BEDFORD ROW FUNDING CORP.

- **C.1 - Title:** BEDFORD ROW FUNDING CORP. 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BC91, C.4 - ISIN: US07644BC911, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $20155523.82
- **C.18.a - Value (excl. sponsor support):** $20155523.82
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BEDFORD ROW FUNDING CORP.

- **C.1 - Title:** BEDFORD ROW FUNDING CORP. 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07647XAA9, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $5000008.05
- **C.18.a - Value (excl. sponsor support):** $5000008.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 3.849998%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710CAV1, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $12598370.19
- **C.18.a - Value (excl. sponsor support):** $12598370.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HD70, C.4 - ISIN: US12710HD702, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $9472765.74
- **C.18.a - Value (excl. sponsor support):** $9472765.74
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: STATE OF CALIFORNIA

- **C.1 - Title:** STATE OF CALIFORNIA 3.900000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13068FFF0, C.3 - LEI: 9845007J7054602FF597
- **C.18 - Value (incl. sponsor support):** $39861393.12
- **C.18.a - Value (excl. sponsor support):** $39861393.12
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK BRANCH

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK BRANCH 3.949999%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEZ1, C.4 - ISIN: US13606DEZ15, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $23666365.71
- **C.18.a - Value (excl. sponsor support):** $23666365.71
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKS0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $16253846.23
- **C.18.a - Value (excl. sponsor support):** $16253846.23
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.899999%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV33, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $49999945.00
- **C.18.a - Value (excl. sponsor support):** $49999945.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: THE CHARLOTTE-MECKLENBURG HOSPITAL AUTHORITY

- **C.1 - Title:** THE CHARLOTTE-MECKLENBURG HOSPITAL AUTHORITY 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16085PCQ9, C.3 - LEI: 549300XOH4JU704GMZ32
- **C.18 - Value (incl. sponsor support):** $24862595.00
- **C.18.a - Value (excl. sponsor support):** $24862595.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 3.939998%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCS4, C.4 - ISIN: US1730QPCS44, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $35362691.67
- **C.18.a - Value (excl. sponsor support):** $35362691.67
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 5.438000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBF4, C.4 - ISIN: US17325FBF45, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $29856016.88
- **C.18.a - Value (excl. sponsor support):** $29856016.88
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 4.929000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBJ6, C.4 - ISIN: US17325FBJ66, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $18150762.45
- **C.18.a - Value (excl. sponsor support):** $18150762.45
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: COLORADO HOUSING AND FINANCE AUTHORITY

- **C.1 - Title:** COLORADO HOUSING AND FINANCE AUTHORITY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964793H0, C.4 - ISIN: US1964793H06, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $12390000.00
- **C.18.a - Value (excl. sponsor support):** $12390000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2044-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: COLORADO HOUSING AND FINANCE AUTHORITY

- **C.1 - Title:** COLORADO HOUSING AND FINANCE AUTHORITY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GH96, C.4 - ISIN: US19648GH965, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $43425000.00
- **C.18.a - Value (excl. sponsor support):** $43425000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-11-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: COLORADO HOUSING AND FINANCE AUTHORITY

- **C.1 - Title:** COLORADO HOUSING AND FINANCE AUTHORITY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11320000.00
- **C.18.a - Value (excl. sponsor support):** $11320000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: COLORADO HOUSING AND FINANCE AUTHORITY

- **C.1 - Title:** COLORADO HOUSING AND FINANCE AUTHORITY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15900000.00
- **C.18.a - Value (excl. sponsor support):** $15900000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: COLUMBIA FUNDING COMPANY, LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY, LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DBA1, C.4 - ISIN: US19767DBA19, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $35697634.91
- **C.18.a - Value (excl. sponsor support):** $35697634.91
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: COLUMBIA FUNDING COMPANY, LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY, LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DF41, C.4 - ISIN: US19767DF410, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $39494829.20
- **C.18.a - Value (excl. sponsor support):** $39494829.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: COOEPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOEPERATIEVE RABOBANK U.A. 4.540000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 21688AAZ5, C.4 - ISIN: US21688AAZ57, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $2032399.46
- **C.18.a - Value (excl. sponsor support):** $2032399.46
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: COOEPERATIEVE RABOBANK U.A.-NEW YORK BRANCH

- **C.1 - Title:** COOEPERATIEVE RABOBANK U.A.-NEW YORK BRANCH 4.650383%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 21688ABG6, C.4 - ISIN: US21688ABG67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $11524281.79
- **C.18.a - Value (excl. sponsor support):** $11524281.79
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: CREDIT AGRICOLE SA

- **C.1 - Title:** CREDIT AGRICOLE SA 3.970001%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XA73, C.4 - ISIN: US22532XA735, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $9071063.41
- **C.18.a - Value (excl. sponsor support):** $9071063.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: CREDIT AGRICOLE SA

- **C.1 - Title:** CREDIT AGRICOLE SA 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XF29, C.4 - ISIN: US22532XF296, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: CREDIT AGRICOLE SA

- **C.1 - Title:** CREDIT AGRICOLE SA 5.589000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 22534PAE3, C.4 - ISIN: US22534PAE34, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $10330804.62
- **C.18.a - Value (excl. sponsor support):** $10330804.62
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-05
- **C.12 - Maturity Date (WAL):** 2026-07-05
- **C.13 - Final Legal Maturity Date:** 2026-07-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: CREDIT AGRICOLE SA

- **C.1 - Title:** CREDIT AGRICOLE SA 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536J6L4, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $10037672.52
- **C.18.a - Value (excl. sponsor support):** $10037672.52
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK BRANCH 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WK39, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $25036048.00
- **C.18.a - Value (excl. sponsor support):** $25036048.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK BRANCH 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPS9, C.4 - ISIN: US22536WPS97, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $75013207.50
- **C.18.a - Value (excl. sponsor support):** $75013207.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: DEACONESS HEALTH SYSTEM, INC.

- **C.1 - Title:** DEACONESS HEALTH SYSTEM, INC. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24218FB60, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $39983511.20
- **C.18.a - Value (excl. sponsor support):** $39983511.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: DEACONESS HEALTH SYSTEM, INC.

- **C.1 - Title:** DEACONESS HEALTH SYSTEM, INC. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24218FC69, C.4 - ISIN: US24218FC690, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9966696.30
- **C.18.a - Value (excl. sponsor support):** $9966696.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: DEUTSCHE BANK AG-NEW YORK BRANCH

- **C.1 - Title:** DEUTSCHE BANK AG-NEW YORK BRANCH 4.040478%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XXT2, C.4 - ISIN: US25152XXT26, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $6761395.79
- **C.18.a - Value (excl. sponsor support):** $6761395.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: DEUTSCHE BANK AG-NEW YORK BRANCH

- **C.1 - Title:** DEUTSCHE BANK AG-NEW YORK BRANCH 4.041101%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYT1, C.4 - ISIN: US25152XYT17, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $22341592.26
- **C.18.a - Value (excl. sponsor support):** $22341592.26
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: DEUTSCHE BANK AG-NEW YORK BRANCH

- **C.1 - Title:** DEUTSCHE BANK AG-NEW YORK BRANCH 1.686000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 25160PAF4, C.4 - ISIN: US25160PAF45, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $11597728.79
- **C.18.a - Value (excl. sponsor support):** $11597728.79
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: DEUTSCHE BANK AKTIENGESELLSCHAFT

- **C.1 - Title:** DEUTSCHE BANK AKTIENGESELLSCHAFT 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DAP8, C.4 - ISIN: US25161DAP87, C.3 - LEI: 7LTWFZYICNSX8D621K86
- **C.18 - Value (incl. sponsor support):** $13633328.84
- **C.18.a - Value (excl. sponsor support):** $13633328.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.899999%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDN2, C.4 - ISIN: US30608HDN26, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $74999932.50
- **C.18.a - Value (excl. sponsor support):** $74999932.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1955000.00
- **C.18.a - Value (excl. sponsor support):** $1955000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V68, C.4 - ISIN: US3130B7V683, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $150015306.00
- **C.18.a - Value (excl. sponsor support):** $150015306.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YW8, C.4 - ISIN: US3130B7YW85, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $149984125.50
- **C.18.a - Value (excl. sponsor support):** $149984125.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7, C.4 - ISIN: US3130B82Y72, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $57000532.95
- **C.18.a - Value (excl. sponsor support):** $57000532.95
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $92990536.32
- **C.18.a - Value (excl. sponsor support):** $92990536.32
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B27, C.4 - ISIN: US3130B8B279, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $99989067.00
- **C.18.a - Value (excl. sponsor support):** $99989067.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-21
- **C.13 - Final Legal Maturity Date:** 2027-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HS4, C.4 - ISIN: US3130B8HS40, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $99991285.00
- **C.18.a - Value (excl. sponsor support):** $99991285.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SR0, C.4 - ISIN: US313313SR08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $943543.74
- **C.18.a - Value (excl. sponsor support):** $943543.74
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UY2, C.4 - ISIN: US313313UY21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1250472.97
- **C.18.a - Value (excl. sponsor support):** $1250472.97
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $766480.99
- **C.18.a - Value (excl. sponsor support):** $766480.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $2749498.90
- **C.18.a - Value (excl. sponsor support):** $2749498.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $8003666.91
- **C.18.a - Value (excl. sponsor support):** $8003666.91
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $1845635.28
- **C.18.a - Value (excl. sponsor support):** $1845635.28
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $3704077.67
- **C.18.a - Value (excl. sponsor support):** $3704077.67
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $5094335.43
- **C.18.a - Value (excl. sponsor support):** $5094335.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $5220096.31
- **C.18.a - Value (excl. sponsor support):** $5220096.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7623027.43
- **C.18.a - Value (excl. sponsor support):** $7623027.43
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $14715699.27
- **C.18.a - Value (excl. sponsor support):** $14715699.27
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $32803521.57
- **C.18.a - Value (excl. sponsor support):** $32803521.57
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $6145404.52
- **C.18.a - Value (excl. sponsor support):** $6145404.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G06L2, C.4 - ISIN: US3135G06L21, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $3098397.22
- **C.18.a - Value (excl. sponsor support):** $3098397.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MFF3, C.4 - ISIN: US31849MFF32, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $42648460.50
- **C.18.a - Value (excl. sponsor support):** $42648460.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: GOTHAM FUNDING CORPORATION

- **C.1 - Title:** GOTHAM FUNDING CORPORATION 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MDP6, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $38633425.88
- **C.18.a - Value (excl. sponsor support):** $38633425.88
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: HSBC BANK USA, NATIONAL ASSOCIATION

- **C.1 - Title:** HSBC BANK USA, NATIONAL ASSOCIATION 3.970001%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXF3, C.4 - ISIN: US40435RXF36, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $2250134.51
- **C.18.a - Value (excl. sponsor support):** $2250134.51
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: HANNOVER FUNDING COMPANY LLC

- **C.1 - Title:** HANNOVER FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 41068LB47, C.4 - ISIN: US41068LB474, C.3 - LEI: 549300Q4LWLYRV25UY62
- **C.18 - Value (incl. sponsor support):** $16622449.19
- **C.18.a - Value (excl. sponsor support):** $16622449.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: HANNOVER FUNDING COMPANY LLC

- **C.1 - Title:** HANNOVER FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 41068LCW4, C.4 - ISIN: US41068LCW46, C.3 - LEI: 549300Q4LWLYRV25UY62
- **C.18 - Value (incl. sponsor support):** $13956797.22
- **C.18.a - Value (excl. sponsor support):** $13956797.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: ING (U.S.) FUNDING LLC

- **C.1 - Title:** ING (U.S.) FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGD4, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $32157964.37
- **C.18.a - Value (excl. sponsor support):** $32157964.37
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: ING (U.S.) FUNDING LLC

- **C.1 - Title:** ING (U.S.) FUNDING LLC 3.820000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GH76, C.4 - ISIN: US44988GH766, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $25949010.93
- **C.18.a - Value (excl. sponsor support):** $25949010.93
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: ILLINOIS FINANCE AUTHORITY

- **C.1 - Title:** ILLINOIS FINANCE AUTHORITY 3.749999%
- **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):** $33500000.00
- **C.18.a - Value (excl. sponsor support):** $33500000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: UNIVERSITY OF CHICAGO (THE)

- **C.1 - Title:** UNIVERSITY OF CHICAGO (THE) 3.730001%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FRY3, C.4 - ISIN: US45204FRY33, C.3 - LEI: 54930099Y7GU6182V326
- **C.18 - Value (incl. sponsor support):** $101250000.00
- **C.18.a - Value (excl. sponsor support):** $101250000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2042-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC

- **C.1 - Title:** JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46850CBD8, C.4 - ISIN: US46850CBD83, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $24072715.19
- **C.18.a - Value (excl. sponsor support):** $24072715.19
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC

- **C.1 - Title:** JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46850CE60, C.4 - ISIN: US46850CE606, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9691703.77
- **C.18.a - Value (excl. sponsor support):** $9691703.77
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC

- **C.1 - Title:** JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46850CGW1, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9572598.65
- **C.18.a - Value (excl. sponsor support):** $9572598.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC

- **C.1 - Title:** JACKSON NATIONAL LIFE SHORT TERM FUNDING, LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46850CNC7, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $4825043.05
- **C.18.a - Value (excl. sponsor support):** $4825043.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-12
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: KOREA DEVELOPMENT BANK (THE) - NEW YORK BRANCH

- **C.1 - Title:** KOREA DEVELOPMENT BANK (THE) - NEW YORK BRANCH 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BQ61, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $66394504.05
- **C.18.a - Value (excl. sponsor support):** $66394504.05
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UEN6, C.4 - ISIN: US53127UEN63, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $9416966.88
- **C.18.a - Value (excl. sponsor support):** $9416966.88
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UES5, C.4 - ISIN: US53127UES50, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $17569407.70
- **C.18.a - Value (excl. sponsor support):** $17569407.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PBG4, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $17397435.79
- **C.18.a - Value (excl. sponsor support):** $17397435.79
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PBH2, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $17397605.59
- **C.18.a - Value (excl. sponsor support):** $17397605.59
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCD8, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $8005275.94
- **C.18.a - Value (excl. sponsor support):** $8005275.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCG1, C.4 - ISIN: US53944RCG11, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $38385871.94
- **C.18.a - Value (excl. sponsor support):** $38385871.94
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCH9, C.4 - ISIN: US53944RCH93, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7793857.81
- **C.18.a - Value (excl. sponsor support):** $7793857.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCJ5, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $7790073.42
- **C.18.a - Value (excl. sponsor support):** $7790073.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCL0, C.4 - ISIN: US53944RCL06, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $10030679.06
- **C.18.a - Value (excl. sponsor support):** $10030679.06
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RE53, C.4 - ISIN: US53944RE530, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $8448690.16
- **C.18.a - Value (excl. sponsor support):** $8448690.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RF11, C.4 - ISIN: US53944RF115, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $34568613.45
- **C.18.a - Value (excl. sponsor support):** $34568613.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RF29, C.4 - ISIN: US53944RF297, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $8424000.50
- **C.18.a - Value (excl. sponsor support):** $8424000.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RG93, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $49193194.50
- **C.18.a - Value (excl. sponsor support):** $49193194.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK NY

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK NY 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3V0, C.4 - ISIN: US53947B3V07, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $16298111.60
- **C.18.a - Value (excl. sponsor support):** $16298111.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK NY

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK NY 3.989999%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B4V9, C.4 - ISIN: US53947B4V97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $5539820.66
- **C.18.a - Value (excl. sponsor support):** $5539820.66
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: MITSUBISHI UFJ TRUST AND BANKING CORPORATION-NEW YORK BRANCH

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION-NEW YORK BRANCH 3.809999%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPG7, C.4 - ISIN: US55381BPG76, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $14590238.25
- **C.18.a - Value (excl. sponsor support):** $14590238.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED 4.880002%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 55608PBN3, C.4 - ISIN: US55608PBN33, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $5016641.40
- **C.18.a - Value (excl. sponsor support):** $5016641.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED 5.391000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 55608PBQ6, C.4 - ISIN: US55608PBQ63, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $590683.49
- **C.18.a - Value (excl. sponsor support):** $590683.49
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: MAINE STATE HOUSING AUTHORITY

- **C.1 - Title:** MAINE STATE HOUSING AUTHORITY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56052FHZ1, C.4 - ISIN: US56052FHZ18, C.3 - LEI: 549300SO05LH6D240016
- **C.18 - Value (incl. sponsor support):** $18510000.00
- **C.18.a - Value (excl. sponsor support):** $18510000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2052-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: BANNER HEALTH

- **C.1 - Title:** BANNER HEALTH 3.779998%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: PLD0E0WJKFN8IZJ2WD85
- **C.18 - Value (incl. sponsor support):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2056-01-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: MASSACHUSETTS HOUSING FINANCE AGENCY

- **C.1 - Title:** MASSACHUSETTS HOUSING FINANCE AGENCY 3.770001%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586NDV0, C.4 - ISIN: US57586NDV01, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $3385000.00
- **C.18.a - Value (excl. sponsor support):** $3385000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2044-01-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **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 147: MASSACHUSETTS HOUSING FINANCE AGENCY

- **C.1 - Title:** MASSACHUSETTS HOUSING FINANCE AGENCY 3.749999%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **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 148: MASSACHUSETTS HOUSING FINANCE AGENCY

- **C.1 - Title:** MASSACHUSETTS HOUSING FINANCE AGENCY 3.850002%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587G3W3, C.4 - ISIN: US57587G3W39, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: KIMBERLY-CLARK CORPORATION

- **C.1 - Title:** KIMBERLY-CLARK CORPORATION 3.779998%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57751CAA2, C.4 - ISIN: US57751CAA27, C.3 - LEI: MP3J6QPYPGN75NVW2S34
- **C.18 - Value (incl. sponsor support):** $38000000.00
- **C.18.a - Value (excl. sponsor support):** $38000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2045-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY

- **C.1 - Title:** MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594654VL6, C.4 - ISIN: US594654VL68, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: MINNESOTA STATE HOUSING FINANCE AGENCY

- **C.1 - Title:** MINNESOTA STATE HOUSING FINANCE AGENCY 3.749999%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UKY0, C.4 - ISIN: US60416UKY00, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $33890000.00
- **C.18.a - Value (excl. sponsor support):** $33890000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: SSM HEALTH CARE CORPORATION

- **C.1 - Title:** SSM HEALTH CARE CORPORATION 3.779998%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60637AVZ2, C.4 - ISIN: US60637AVZ29, C.3 - LEI: 5493000QP6H63JFPC580
- **C.18 - Value (incl. sponsor support):** $69285000.00
- **C.18.a - Value (excl. sponsor support):** $69285000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: SSM HEALTH CARE CORPORATION

- **C.1 - Title:** SSM HEALTH CARE CORPORATION 3.749999%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60637AWA6, C.4 - ISIN: US60637AWA68, C.3 - LEI: 5493000QP6H63JFPC580
- **C.18 - Value (incl. sponsor support):** $45750000.00
- **C.18.a - Value (excl. sponsor support):** $45750000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: MIZUHO BANK, LTD-NEW YORK BRANCH

- **C.1 - Title:** MIZUHO BANK, LTD-NEW YORK BRANCH 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A2K8, C.4 - ISIN: US60701A2K88, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $90923971.45
- **C.18.a - Value (excl. sponsor support):** $90923971.45
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: MIZUHO BANK, LTD-NEW YORK BRANCH

- **C.1 - Title:** MIZUHO BANK, LTD-NEW YORK BRANCH 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3H2, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $59143237.25
- **C.18.a - Value (excl. sponsor support):** $59143237.25
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: MIZUHO BANK, LTD-NEW YORK BRANCH

- **C.1 - Title:** MIZUHO BANK, LTD-NEW YORK BRANCH 4.039999%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4K4, C.4 - ISIN: US60710T4K46, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $11006759.70
- **C.18.a - Value (excl. sponsor support):** $11006759.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (THE) - NEW YORK BRANCH 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 611361296, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: 611361296
- **C.18 - Value (incl. sponsor support):** $76000000.00
- **C.18.a - Value (excl. sponsor support):** $76000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: MONT BLANC CAPITAL CORPORATION

- **C.1 - Title:** MONT BLANC CAPITAL CORPORATION 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6117P5BH9, C.4 - ISIN: US6117P5BH95, C.3 - LEI: 549300NC8BUDZTUFIQ67
- **C.18 - Value (incl. sponsor support):** $13798614.10
- **C.18.a - Value (excl. sponsor support):** $13798614.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MONT BLANC CAPITAL CORPORATION

- **C.1 - Title:** MONT BLANC CAPITAL CORPORATION 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6117P5CG0, C.4 - ISIN: US6117P5CG04, C.3 - LEI: 549300NC8BUDZTUFIQ67
- **C.18 - Value (incl. sponsor support):** $32994403.61
- **C.18.a - Value (excl. sponsor support):** $32994403.61
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MONT BLANC CAPITAL CORPORATION

- **C.1 - Title:** MONT BLANC CAPITAL CORPORATION 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6117P5DL8, C.4 - ISIN: US6117P5DL89, C.3 - LEI: 549300NC8BUDZTUFIQ67
- **C.18 - Value (incl. sponsor support):** $35422127.41
- **C.18.a - Value (excl. sponsor support):** $35422127.41
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: MORGAN STANLEY BANK, N.A.

- **C.1 - Title:** MORGAN STANLEY BANK, N.A. 4.754000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 61690U4T4, C.4 - ISIN: US61690U4T48, C.3 - LEI: G1MLHIS0N32I3QPILB75
- **C.18 - Value (incl. sponsor support):** $38330804.31
- **C.18.a - Value (excl. sponsor support):** $38330804.31
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: MULTICARE HEALTH SYSTEM

- **C.1 - Title:** MULTICARE HEALTH SYSTEM 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62548GB44, C.3 - LEI: 549300OSCVFLGLKTTI33
- **C.18 - Value (incl. sponsor support):** $9997889.70
- **C.18.a - Value (excl. sponsor support):** $9997889.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: MULTICARE HEALTH SYSTEM

- **C.1 - Title:** MULTICARE HEALTH SYSTEM 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62548GBK8, C.4 - ISIN: US62548GBK85, C.3 - LEI: 549300OSCVFLGLKTTI33
- **C.18 - Value (incl. sponsor support):** $29945704.80
- **C.18.a - Value (excl. sponsor support):** $29945704.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MES4, C.4 - ISIN: US63307MES44, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $24709600.25
- **C.18.a - Value (excl. sponsor support):** $24709600.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH

- **C.1 - Title:** NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH 4.170000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376F4E7, C.4 - ISIN: US63376F4E73, C.3 - LEI: 549300NB7FE83IH6BW96
- **C.18 - Value (incl. sponsor support):** $40066461.69
- **C.18.a - Value (excl. sponsor support):** $40066461.69
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH

- **C.1 - Title:** NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GAK4, C.4 - ISIN: US63376GAK40, C.3 - LEI: 549300NB7FE83IH6BW96
- **C.18 - Value (incl. sponsor support):** $21004982.88
- **C.18.a - Value (excl. sponsor support):** $21004982.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH

- **C.1 - Title:** NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63423KBB7, C.3 - LEI: 549300NB7FE83IH6BW96
- **C.18 - Value (incl. sponsor support):** $8895722.22
- **C.18.a - Value (excl. sponsor support):** $8895722.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH

- **C.1 - Title:** NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63423KD66, C.3 - LEI: 549300NB7FE83IH6BW96
- **C.18 - Value (incl. sponsor support):** $12422738.98
- **C.18.a - Value (excl. sponsor support):** $12422738.98
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH

- **C.1 - Title:** NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63423KDF6, C.4 - ISIN: US63423KD662, C.3 - LEI: 549300NB7FE83IH6BW96
- **C.18 - Value (incl. sponsor support):** $8531401.06
- **C.18.a - Value (excl. sponsor support):** $8531401.06
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH

- **C.1 - Title:** NATIONAL BANK OF KUWAIT S.A.K.P - NEW YORK BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63423KE16, C.4 - ISIN: US63423KE165, C.3 - LEI: 549300NB7FE83IH6BW96
- **C.18 - Value (incl. sponsor support):** $2516686.69
- **C.18.a - Value (excl. sponsor support):** $2516686.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY 1.500000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 63859UBH5, C.4 - ISIN: US63859UBH59, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $2247668.79
- **C.18.a - Value (excl. sponsor support):** $2247668.79
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: NATIXIS-NEW YORK BRANCH

- **C.1 - Title:** NATIXIS-NEW YORK BRANCH 3.980002%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TAW8, C.4 - ISIN: US63873TAW80, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $23321691.40
- **C.18.a - Value (excl. sponsor support):** $23321691.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: NATWEST MARKETS PLC

- **C.1 - Title:** NATWEST MARKETS PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63906FFP9, C.4 - ISIN: US63906FFP99, C.3 - LEI: RR3QWICWWIPCS8A4S074
- **C.18 - Value (incl. sponsor support):** $21188572.62
- **C.18.a - Value (excl. sponsor support):** $21188572.62
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: NATWEST MARKETS PLC

- **C.1 - Title:** NATWEST MARKETS PLC 1.600000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 63906YAD0, C.4 - ISIN: US63906YAD04, C.3 - LEI: RR3QWICWWIPCS8A4S074
- **C.18 - Value (incl. sponsor support):** $211915.10
- **C.18.a - Value (excl. sponsor support):** $211915.10
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY

- **C.1 - Title:** NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY 3.895000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64972JZJ0, C.4 - ISIN: US64972JZJ05, C.3 - LEI: 5493003476LG35QAKM08
- **C.18 - Value (incl. sponsor support):** $5887933.30
- **C.18.a - Value (excl. sponsor support):** $5887933.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-01
- **C.13 - Final Legal Maturity Date:** 2026-11-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: NEW YORK STATE HOUSING FINANCE AGENCY

- **C.1 - Title:** NEW YORK STATE HOUSING FINANCE AGENCY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64987DUC6, C.4 - ISIN: US64987DUC63, C.3 - LEI: 5493000LS7KCDB02O506
- **C.18 - Value (incl. sponsor support):** $12765000.00
- **C.18.a - Value (excl. sponsor support):** $12765000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2045-11-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: NEW YORK STATE HOUSING FINANCE AGENCY

- **C.1 - Title:** NEW YORK STATE HOUSING FINANCE AGENCY 3.749999%
- **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):** $44750000.00
- **C.18.a - Value (excl. sponsor support):** $44750000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2050-11-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1
- **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 178: STATE OF NEW YORK MORTGAGE AGENCY

- **C.1 - Title:** STATE OF NEW YORK MORTGAGE AGENCY 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64988YWU7, C.4 - ISIN: US64988YWU71, C.3 - LEI: 549300ZQWNLLIG564027
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 3.899999%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RHL7, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $20004365.20
- **C.18.a - Value (excl. sponsor support):** $20004365.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: NORDEA BANK ABP-NEW YORK BRANCH

- **C.1 - Title:** NORDEA BANK ABP-NEW YORK BRANCH 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WLY2, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $45041363.99
- **C.18.a - Value (excl. sponsor support):** $45041363.99
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: NOVANT HEALTH, INC.

- **C.1 - Title:** NOVANT HEALTH, INC. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67001HB33, C.4 - ISIN: US67001HB332, C.3 - LEI: 549300ZUXEGFGE8EP917
- **C.18 - Value (incl. sponsor support):** $24997429.50
- **C.18.a - Value (excl. sponsor support):** $24997429.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** NUVEEN CREDIT STRATEGIES INCOME FUND 3.819999%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND 3.770001%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** NUVEEN CREDIT STRATEGIES INCOME FUND 3.770001%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $31000000.00
- **C.18.a - Value (excl. sponsor support):** $31000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1800000.00
- **C.18.a - Value (excl. sponsor support):** $1800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537F8, C.4 - ISIN: US6903537F85, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8305555.44
- **C.18.a - Value (excl. sponsor support):** $8305555.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2031-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5282454.71
- **C.18.a - Value (excl. sponsor support):** $5282454.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YE1, C.4 - ISIN: US690353YE15, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2510263.80
- **C.18.a - Value (excl. sponsor support):** $2510263.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.819999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZY6, C.4 - ISIN: US690353ZY69, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2518056.93
- **C.18.a - Value (excl. sponsor support):** $2518056.93
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NBD5, C.4 - ISIN: US69901NBD57, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $14982926.10
- **C.18.a - Value (excl. sponsor support):** $14982926.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901ND84, C.4 - ISIN: US69901ND848, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $11720587.18
- **C.18.a - Value (excl. sponsor support):** $11720587.18
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NDM3, C.4 - ISIN: US69901NDM39, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $16929329.04
- **C.18.a - Value (excl. sponsor support):** $16929329.04
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NDU5, C.4 - ISIN: US69901NDU54, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $14965365.28
- **C.18.a - Value (excl. sponsor support):** $14965365.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NET7, C.4 - ISIN: US69901NET72, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $6816741.56
- **C.18.a - Value (excl. sponsor support):** $6816741.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NMX9, C.4 - ISIN: US69901NMX92, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $33188179.54
- **C.18.a - Value (excl. sponsor support):** $33188179.54
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.939998%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3L9, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9893523.57
- **C.18.a - Value (excl. sponsor support):** $9893523.57
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.989999%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3S4, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9999997.00
- **C.18.a - Value (excl. sponsor support):** $9999997.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3X3, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $6299590.69
- **C.18.a - Value (excl. sponsor support):** $6299590.69
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.980002%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q4K0, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $14804843.00
- **C.18.a - Value (excl. sponsor support):** $14804843.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: PARK AVENUE COLLATERALIZED NOTES CO., LLC

- **C.1 - Title:** PARK AVENUE COLLATERALIZED NOTES CO., LLC 3.949999%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RCM3, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $70998032.47
- **C.18.a - Value (excl. sponsor support):** $70998032.47
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: PARK AVENUE COLLATERALIZED NOTES CO., LLC

- **C.1 - Title:** PARK AVENUE COLLATERALIZED NOTES CO., LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018REU3, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $27282054.16
- **C.18.a - Value (excl. sponsor support):** $27282054.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: PARK AVENUE COLLATERALIZED NOTES CO., LLC

- **C.1 - Title:** PARK AVENUE COLLATERALIZED NOTES CO., LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RFF5, C.4 - ISIN: US70018RFF55, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $54999492.35
- **C.18.a - Value (excl. sponsor support):** $54999492.35
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: PENNSYLVANIA HIGHER ED ASSISTANCE AGY ED LN REV

- **C.1 - Title:** PENNSYLVANIA HIGHER ED ASSISTANCE AGY ED LN REV 3.719999%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBU8, C.4 - ISIN: US70878CBU80, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BED8, C.4 - ISIN: US73044BED82, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $19000798.57
- **C.18.a - Value (excl. sponsor support):** $19000798.57
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BER7, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $10829146.30
- **C.18.a - Value (excl. sponsor support):** $10829146.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 3.880001%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BES5, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $14697351.64
- **C.18.a - Value (excl. sponsor support):** $14697351.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEU0, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $17261295.62
- **C.18.a - Value (excl. sponsor support):** $17261295.62
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GD14, C.4 - ISIN: US73044GD142, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $30009074.17
- **C.18.a - Value (excl. sponsor support):** $30009074.17
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GDP1, C.4 - ISIN: US73044GDP19, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9358487.75
- **C.18.a - Value (excl. sponsor support):** $9358487.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GE70, C.4 - ISIN: US73044GE702, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $16626482.19
- **C.18.a - Value (excl. sponsor support):** $16626482.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GF46, C.4 - ISIN: US73044GF469, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $19021246.08
- **C.18.a - Value (excl. sponsor support):** $19021246.08
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GK16, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $27796232.40
- **C.18.a - Value (excl. sponsor support):** $27796232.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: RIDGEFIELD FUNDING COMPANY, LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY, LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENQ4, C.4 - ISIN: US76582ENQ43, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $750000.00
- **C.18.a - Value (excl. sponsor support):** $750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: RIDGEFIELD FUNDING COMPANY, LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY, LLC 3.830000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENY7, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $46513325.13
- **C.18.a - Value (excl. sponsor support):** $46513325.13
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: RIDGEFIELD FUNDING COMPANY, LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY, LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCP4, C.4 - ISIN: US76582KCP49, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $17632892.72
- **C.18.a - Value (excl. sponsor support):** $17632892.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MCP3, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $119389023.60
- **C.18.a - Value (excl. sponsor support):** $119389023.60
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MCX6, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $9940941.70
- **C.18.a - Value (excl. sponsor support):** $9940941.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369CF17, C.4 - ISIN: US83369CF178, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $29317644.35
- **C.18.a - Value (excl. sponsor support):** $29317644.35
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369CGX6, C.4 - ISIN: US83369CGX65, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $11779292.40
- **C.18.a - Value (excl. sponsor support):** $11779292.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: SUMITOMO MITSUI TRUST BANK, LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK, LIMITED 1.550000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 86563VAV1, C.4 - ISIN: US86563VAV18, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $1020682.48
- **C.18.a - Value (excl. sponsor support):** $1020682.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: SUMITOMO MITSUI TRUST BANK, LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK, LIMITED 5.650000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 86563VBG3, C.4 - ISIN: US86563VBG32, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $12644662.00
- **C.18.a - Value (excl. sponsor support):** $12644662.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION 3.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCP5, C.4 - ISIN: US86564KCP57, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $55023603.25
- **C.18.a - Value (excl. sponsor support):** $55023603.25
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XB29, C.4 - ISIN: US86564XB291, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $23185000.00
- **C.18.a - Value (excl. sponsor support):** $23185000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NEW YORK BRANCH 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWW6, C.4 - ISIN: US86565GWW67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $59342881.64
- **C.18.a - Value (excl. sponsor support):** $59342881.64
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 5.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 86959LAM5, C.4 - ISIN: US86959LAM54, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $8156419.93
- **C.18.a - Value (excl. sponsor support):** $8156419.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 3.890002%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TPD2, C.4 - ISIN: US86959TPD27, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $10578468.40
- **C.18.a - Value (excl. sponsor support):** $10578468.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KC34, C.4 - ISIN: US86960KC346, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $50844603.51
- **C.18.a - Value (excl. sponsor support):** $50844603.51
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 5.472000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 87020PAV9, C.4 - ISIN: US87020PAV94, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $768588.69
- **C.18.a - Value (excl. sponsor support):** $768588.69
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 3.880001%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEJ3, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $22202936.62
- **C.18.a - Value (excl. sponsor support):** $22202936.62
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: STATE OF TEXAS

- **C.1 - Title:** STATE OF TEXAS 3.779998%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724F36, C.4 - ISIN: US882724F368, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $21100000.00
- **C.18.a - Value (excl. sponsor support):** $21100000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1
- **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: THUNDER BAY FUNDING, LLC

- **C.1 - Title:** THUNDER BAY FUNDING, LLC 3.859999%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603YKB6, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $59228923.00
- **C.18.a - Value (excl. sponsor support):** $59228923.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: TORONTO-DOMINION BANK (THE) - NEW YORK BRANCH

- **C.1 - Title:** TORONTO-DOMINION BANK (THE) - NEW YORK BRANCH 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D3L8, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $20014504.20
- **C.18.a - Value (excl. sponsor support):** $20014504.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: TORONTO-DOMINION BANK (THE) - NEW YORK BRANCH

- **C.1 - Title:** TORONTO-DOMINION BANK (THE) - NEW YORK BRANCH 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5Q5, C.4 - ISIN: US89115D5Q59, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $21961574.86
- **C.18.a - Value (excl. sponsor support):** $21961574.86
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: TORONTO-DOMINION BANK (THE)

- **C.1 - Title:** TORONTO-DOMINION BANK (THE) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BCQ7, C.4 - ISIN: US89119BCQ77, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $91523171.23
- **C.18.a - Value (excl. sponsor support):** $91523171.23
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: TORONTO-DOMINION BANK (THE)

- **C.1 - Title:** TORONTO-DOMINION BANK (THE) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BGA8, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $39345846.80
- **C.18.a - Value (excl. sponsor support):** $39345846.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: TOTALENERGIES CAPITAL

- **C.1 - Title:** TOTALENERGIES CAPITAL 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC37, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $29412010.06
- **C.18.a - Value (excl. sponsor support):** $29412010.06
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: UBS AG - LONDON BRANCH

- **C.1 - Title:** UBS AG - LONDON BRANCH 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 902674ZZ6, C.4 - ISIN: US902674ZZ69, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $14267639.29
- **C.18.a - Value (excl. sponsor support):** $14267639.29
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: UBS AG - LONDON BRANCH

- **C.1 - Title:** UBS AG - LONDON BRANCH 4.001465%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYV2, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $38010948.56
- **C.18.a - Value (excl. sponsor support):** $38010948.56
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: UBS AG - LONDON BRANCH

- **C.1 - Title:** UBS AG - LONDON BRANCH 3.970001%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZQ2, C.4 - ISIN: US90276JZQ20, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $100006888.00
- **C.18.a - Value (excl. sponsor support):** $100006888.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 3.920001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2692309.08
- **C.18.a - Value (excl. sponsor support):** $2692309.08
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $53618995.93
- **C.18.a - Value (excl. sponsor support):** $53618995.93
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73941099.63
- **C.18.a - Value (excl. sponsor support):** $73941099.63
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2295750.24
- **C.18.a - Value (excl. sponsor support):** $2295750.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34246776.81
- **C.18.a - Value (excl. sponsor support):** $34246776.81
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34351630.18
- **C.18.a - Value (excl. sponsor support):** $34351630.18
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $86178616.26
- **C.18.a - Value (excl. sponsor support):** $86178616.26
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4032505.97
- **C.18.a - Value (excl. sponsor support):** $4032505.97
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $36959601.06
- **C.18.a - Value (excl. sponsor support):** $36959601.06
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2086791.45
- **C.18.a - Value (excl. sponsor support):** $2086791.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1371204.58
- **C.18.a - Value (excl. sponsor support):** $1371204.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34748.65
- **C.18.a - Value (excl. sponsor support):** $34748.65
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $175607.65
- **C.18.a - Value (excl. sponsor support):** $175607.65
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1064721.26
- **C.18.a - Value (excl. sponsor support):** $1064721.26
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73744167.31
- **C.18.a - Value (excl. sponsor support):** $73744167.31
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9449515.59
- **C.18.a - Value (excl. sponsor support):** $9449515.59
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59827858.86
- **C.18.a - Value (excl. sponsor support):** $59827858.86
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28521277.39
- **C.18.a - Value (excl. sponsor support):** $28521277.39
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61790543.48
- **C.18.a - Value (excl. sponsor support):** $61790543.48
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10226639.94
- **C.18.a - Value (excl. sponsor support):** $10226639.94
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4646082.43
- **C.18.a - Value (excl. sponsor support):** $4646082.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $733395.48
- **C.18.a - Value (excl. sponsor support):** $733395.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20799047.44
- **C.18.a - Value (excl. sponsor support):** $20799047.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1389991.85
- **C.18.a - Value (excl. sponsor support):** $1389991.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24023529.84
- **C.18.a - Value (excl. sponsor support):** $24023529.84
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4770805.23
- **C.18.a - Value (excl. sponsor support):** $4770805.23
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1975931.05
- **C.18.a - Value (excl. sponsor support):** $1975931.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1534130.65
- **C.18.a - Value (excl. sponsor support):** $1534130.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4561994.93
- **C.18.a - Value (excl. sponsor support):** $4561994.93
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $71148621.46
- **C.18.a - Value (excl. sponsor support):** $71148621.46
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47248076.36
- **C.18.a - Value (excl. sponsor support):** $47248076.36
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $37869561.82
- **C.18.a - Value (excl. sponsor support):** $37869561.82
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28163993.04
- **C.18.a - Value (excl. sponsor support):** $28163993.04
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21916199.94
- **C.18.a - Value (excl. sponsor support):** $21916199.94
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12044329.42
- **C.18.a - Value (excl. sponsor support):** $12044329.42
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31588448.24
- **C.18.a - Value (excl. sponsor support):** $31588448.24
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25939823.37
- **C.18.a - Value (excl. sponsor support):** $25939823.37
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.794692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1397284.01
- **C.18.a - Value (excl. sponsor support):** $1397284.01
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20175236.65
- **C.18.a - Value (excl. sponsor support):** $20175236.65
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28174037.30
- **C.18.a - Value (excl. sponsor support):** $28174037.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8435130.89
- **C.18.a - Value (excl. sponsor support):** $8435130.89
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.817692%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65724911.00
- **C.18.a - Value (excl. sponsor support):** $65724911.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14209688.39
- **C.18.a - Value (excl. sponsor support):** $14209688.39
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6597939.20
- **C.18.a - Value (excl. sponsor support):** $6597939.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.771691%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197556376.67
- **C.18.a - Value (excl. sponsor support):** $197556376.67
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.950410%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19932136.15
- **C.18.a - Value (excl. sponsor support):** $19932136.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.711694%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $306368.77
- **C.18.a - Value (excl. sponsor support):** $306368.77
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: IOWA HEALTH SYSTEM

- **C.1 - Title:** IOWA HEALTH SYSTEM 3.720000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91331PAC7, C.3 - LEI: 549300M1J9QXG1NVRE79
- **C.18 - Value (incl. sponsor support):** $5000920.50
- **C.18.a - Value (excl. sponsor support):** $5000920.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 288: REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)

- **C.1 - Title:** REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 3.749999%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 91412GEX9, C.4 - ISIN: US91412GEX97, C.3 - LEI: RRR42I7GG51DB5HDQR14
- **C.18 - Value (incl. sponsor support):** $39625000.00
- **C.18.a - Value (excl. sponsor support):** $39625000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE)

- **C.1 - Title:** REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) 3.760000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 91412GEY7, C.4 - ISIN: US91412GEY70, C.3 - LEI: RRR42I7GG51DB5HDQR14
- **C.18 - Value (incl. sponsor support):** $13250000.00
- **C.18.a - Value (excl. sponsor support):** $13250000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: UTAH HSG CORP SINGLE FAMILY MTG REV

- **C.1 - Title:** UTAH HSG CORP SINGLE FAMILY MTG REV 3.749999%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917437VH5, C.4 - ISIN: US917437VH53, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: VMIG1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JJR7, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $45000638.55
- **C.18.a - Value (excl. sponsor support):** $45000638.55
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 3.840001%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JJS5, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $9999993.00
- **C.18.a - Value (excl. sponsor support):** $9999993.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JTA3, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $36532003.87
- **C.18.a - Value (excl. sponsor support):** $36532003.87
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: VICTORY RECEIVABLES CORPORATION

- **C.1 - Title:** VICTORY RECEIVABLES CORPORATION 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LDP2, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $36693311.07
- **C.18.a - Value (excl. sponsor support):** $36693311.07
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 5.450000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 94988J6D4, C.4 - ISIN: US94988J6D46, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $10069998.30
- **C.18.a - Value (excl. sponsor support):** $10069998.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: WELLS FARGO BANK, NATIONAL ASSOCIATION

- **C.1 - Title:** WELLS FARGO BANK, NATIONAL ASSOCIATION 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTH7, C.4 - ISIN: US95001KTH76, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $30962876.19
- **C.18.a - Value (excl. sponsor support):** $30962876.19
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION 2.850000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214CX9, C.4 - ISIN: US961214CX95, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $153656.46
- **C.18.a - Value (excl. sponsor support):** $153656.46
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 298: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION 1.150000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214ER0, C.4 - ISIN: US961214ER00, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $4173992.93
- **C.18.a - Value (excl. sponsor support):** $4173992.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 299: SUMITOMO MITSUI TRUST BANK, LIMITED - LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK, LIMITED - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 9FI4NTRU8, C.4 - ISIN: XS3214867205, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $25952032.60
- **C.18.a - Value (excl. sponsor support):** $25952032.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 300: SUMITOMO MITSUI TRUST BANK, LIMITED - LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK, LIMITED - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 9FI4NTRV6, C.4 - ISIN: XS3214868351, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $27945478.40
- **C.18.a - Value (excl. sponsor support):** $27945478.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 301: DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH

- **C.1 - Title:** DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9FI4O5ZN6, C.4 - ISIN: XS3231290704, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $33642357.40
- **C.18.a - Value (excl. sponsor support):** $33642357.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: MIZUHO BANK, LTD.-LONDON BRANCH

- **C.1 - Title:** MIZUHO BANK, LTD.-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 9FI4O9AJ4, C.4 - ISIN: XS3244732114, C.3 - LEI: 549300IJV8X2BVHFN697
- **C.18 - Value (incl. sponsor support):** $13958095.20
- **C.18.a - Value (excl. sponsor support):** $13958095.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: SUMITOMO MITSUI BANKING CORPORATION - LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 9FI4OK787, C.4 - ISIN: XS3274806184, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $33447602.00
- **C.18.a - Value (excl. sponsor support):** $33447602.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH

- **C.1 - Title:** DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: PPFXECJI0, C.4 - ISIN: XS3099061874, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $29871405.00
- **C.18.a - Value (excl. sponsor support):** $29871405.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: PPG78T435, C.4 - ISIN: XS3283777053, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $74089095.00
- **C.18.a - Value (excl. sponsor support):** $74089095.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: MIZUHO BANK, LTD.-LONDON BRANCH

- **C.1 - Title:** MIZUHO BANK, LTD.-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: PPGA3H6Q6, C.4 - ISIN: XS3256202774, C.3 - LEI: 549300IJV8X2BVHFN697
- **C.18 - Value (incl. sponsor support):** $52897906.10
- **C.18.a - Value (excl. sponsor support):** $52897906.10
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 307: SUMITOMO MITSUI BANKING CORPORATION - LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: PPGB6HAW3, C.4 - ISIN: XS3282856650, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $93178618.60
- **C.18.a - Value (excl. sponsor support):** $93178618.60
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 308: DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH

- **C.1 - Title:** DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: PPGSLV892, C.4 - ISIN: XS3220772621, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $24778275.00
- **C.18.a - Value (excl. sponsor support):** $24778275.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 309: DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH

- **C.1 - Title:** DEUTSCHE BANK AKTIENGESELLSCHAFT - LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: PPGSMAQA4, C.4 - ISIN: XS3224598824, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $42569926.90
- **C.18.a - Value (excl. sponsor support):** $42569926.90
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: PPGYCRI97, C.4 - ISIN: XS3192363334, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $18951173.80
- **C.18.a - Value (excl. sponsor support):** $18951173.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: PPGYCUSK4, C.4 - ISIN: XS3193864165, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $16954570.90
- **C.18.a - Value (excl. sponsor support):** $16954570.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: MIZUHO BANK, LTD.-LONDON BRANCH

- **C.1 - Title:** MIZUHO BANK, LTD.-LONDON BRANCH 0.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: PPGYHTKH7, C.4 - ISIN: XS3253376720, C.3 - LEI: 549300IJV8X2BVHFN697
- **C.18 - Value (incl. sponsor support):** $74735557.50
- **C.18.a - Value (excl. sponsor support):** $74735557.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 313: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.800002%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR05112C, C.3 - LEI: N.A., C.5 - Other ID: TPR05112C7792241BN
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLIANT HOLD / CO-ISSUER                  | 2031-01-15      | 7.0000%  | 0.0000% | $866000.00         | $902205.00         | Corporate Debt Securities |
| ALLIANT HOLD / CO-ISSUER                  | 2031-01-15      | 7.0000%  | 0.0000% | $210000.00         | $218779.00         | Corporate Debt Securities |
| ALLIANT HOLD / CO-ISSUER                  | 2031-10-01      | 6.5000%  | 0.0000% | $14000.00          | $14708.00          | Corporate Debt Securities |
| ALLIANT HOLD / CO-ISSUER                  | 2031-10-01      | 6.5000%  | 0.0000% | $1050000.00        | $1103126.00        | Corporate Debt Securities |
| AON NORTH AMERICA INC                     | 2029-03-01      | 5.1500%  | 0.0000% | $33000.00          | $34681.00          | Corporate Debt Securities |
| Bausch + Lomb Corporation                 | 2028-10-01      | 8.3750%  | 0.0000% | $198000.00         | $211401.00         | Corporate Debt Securities |
| VIRIDIEN                                  | 2030-10-15      | 10.0000% | 0.0000% | $356000.00         | $393340.00         | Corporate Debt Securities |
| Calderys Financing, LLC                   | 2028-06-01      | 11.2500% | 0.0000% | $700000.00         | $740997.00         | Corporate Debt Securities |
| Cerdia Finanz GmbH                        | 2031-10-03      | 9.3750%  | 0.0000% | $56000.00          | $59095.00          | Corporate Debt Securities |
| CITIGROUP INC.                            | 2099-12-31      | 7.6250%  | 0.0000% | $485000.00         | $516605.00         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC   | 2027-01-06      | 3.4500%  | 0.0000% | $1251000.00        | $1249699.00        | Corporate Debt Securities |
| DIG INTL FIN/DIFL US LLC                  | 2032-08-01      | 8.6250%  | 0.0000% | $789000.00         | $851101.00         | Corporate Debt Securities |
| Energizer Holdings, Inc.                  | 2029-03-31      | 4.3750%  | 0.0000% | $437000.00         | $426208.00         | Corporate Debt Securities |
| Enova International, Inc.                 | 2028-12-15      | 11.2500% | 0.0000% | $889000.00         | $955242.00         | Corporate Debt Securities |
| META PLATFORMS, INC.                      | 2032-11-15      | 4.6000%  | 0.0000% | $816000.00         | $827691.00         | Corporate Debt Securities |
| FERTITTA ENTERTAINMENT                    | 2029-01-15      | 4.6250%  | 0.0000% | $275000.00         | $266015.00         | Corporate Debt Securities |
| FIESTA PURCHASER INC                      | 2031-03-01      | 7.8750%  | 0.0000% | $12000.00          | $12698.00          | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD.               | 2029-03-01      | 9.3750%  | 0.0000% | $800000.00         | $870810.00         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD.               | 2034-02-15      | 7.2500%  | 0.0000% | $1000000.00        | $1083732.00        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT COMPANY             | 2036-02-15      | 4.7000%  | 0.0000% | $587000.00         | $585856.00         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION              | 2030-10-01      | 12.2500% | 0.0000% | $450000.00         | $515373.00         | Corporate Debt Securities |
| Freedom Mortgage Holdings LLC             | 2031-05-15      | 9.1250%  | 0.0000% | $100000.00         | $108824.00         | Corporate Debt Securities |
| Freedom Mortgage Holdings LLC             | 2032-04-01      | 8.3750%  | 0.0000% | $800000.00         | $866563.00         | Corporate Debt Securities |
| Freedom Mortgage Holdings LLC             | 2032-04-01      | 8.3750%  | 0.0000% | $317000.00         | $343376.00         | Corporate Debt Securities |
| Freedom Mortgage Holdings LLC             | 2033-04-01      | 7.8750%  | 0.0000% | $221000.00         | $235049.00         | Corporate Debt Securities |
| Freedom Mortgage Holdings LLC             | 2033-04-01      | 7.8750%  | 0.0000% | $459000.00         | $488179.00         | Corporate Debt Securities |
| CLUE OPCO LLC                             | 2031-10-15      | 9.5000%  | 0.0000% | $900000.00         | $978695.00         | Corporate Debt Securities |
| INVITATION HOMES OPERATING PARTNERSHIP LP | 2033-01-15      | 4.9500%  | 0.0000% | $100000.00         | $100077.00         | Corporate Debt Securities |
| Kennedy-Wilson, Inc.                      | 2030-02-01      | 4.7500%  | 0.0000% | $755000.00         | $738239.00         | Corporate Debt Securities |
| KEDRION S.P.A.                            | 2029-09-01      | 6.5000%  | 0.0000% | $870000.00         | $859644.00         | Corporate Debt Securities |
| Kingpin Intermediate Holdings LLC         | 2032-10-15      | 7.2500%  | 0.0000% | $573000.00         | $564152.00         | Corporate Debt Securities |
| Kingpin Intermediate Holdings LLC         | 2032-10-15      | 7.2500%  | 0.0000% | $283000.00         | $278630.00         | Corporate Debt Securities |
| LIFEPOINT HEALTH, INC.                    | 2030-10-15      | 11.0000% | 0.0000% | $5000.00           | $5614.00           | Corporate Debt Securities |
| Marriott Ownership Resorts, Inc.          | 2033-10-01      | 6.5000%  | 0.0000% | $198000.00         | $193562.00         | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS, INC.            | 2030-12-15      | 10.5000% | 0.0000% | $1196000.00        | $1249497.00        | Corporate Debt Securities |
| ORACLE CORPORATION                        | 2065-08-03      | 6.1250%  | 0.0000% | $994000.00         | $894793.00         | Corporate Debt Securities |
| Banc of California                        | 2031-05-01      | 3.2500%  | 0.0000% | $247000.00         | $234165.00         | Corporate Debt Securities |
| PAYSAFE FIN PLC/PAYSAFE                   | 2029-06-15      | 4.0000%  | 0.0000% | $780000.00         | $700877.00         | Corporate Debt Securities |
| PETROLEOS MEXICANOS EPE                   | 2047-09-21      | 6.7500%  | 0.0000% | $11000.00          | $9318.00           | Corporate Debt Securities |
| RAILWORKS HOLDINGS LP/R                   | 2028-11-15      | 8.2500%  | 0.0000% | $839000.00         | $865921.00         | Corporate Debt Securities |
| SANTOS FINANCE LTD                        | 2031-04-29      | 3.6490%  | 0.0000% | $93000.00          | $88101.00          | Corporate Debt Securities |
| Star Holding LLC                          | 2031-08-01      | 8.7500%  | 0.0000% | $1100000.00        | $1151191.00        | Corporate Debt Securities |
| Station Casinos LLC                       | 2032-03-15      | 6.6250%  | 0.0000% | $55000.00          | $57598.00          | Corporate Debt Securities |
| Tenet Healthcare Corporation              | 2028-10-01      | 6.1250%  | 0.0000% | $366000.00         | $373893.00         | Corporate Debt Securities |
| Tenet Healthcare Corporation              | 2033-11-15      | 6.0000%  | 0.0000% | $450000.00         | $468509.00         | Corporate Debt Securities |
| Transportadora de Gas del Sur S.A.        | 2035-11-20      | 7.7500%  | 0.0000% | $300000.00         | $305208.00         | Corporate Debt Securities |
| VM Consolidated, Inc.                     | 2029-04-15      | 5.5000%  | 0.0000% | $322000.00         | $321926.00         | Corporate Debt Securities |
| PARAMOUNT GLOBAL                          | 2033-05-15      | 5.5000%  | 0.0000% | $1000.00           | $955.00            | Corporate Debt Securities |
| YPF Sociedad Anonima                      | 2029-06-30      | 9.0000%  | 0.0000% | $99379.00          | $103934.00         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD.               | 2031-06-01      | 8.6250%  | 0.0000% | $100000.00         | $106424.00         | Corporate Debt Securities |
| AI CANDELARIA (SPAIN) SA                  | 2033-06-15      | 5.7500%  | 0.0000% | $1200000.00        | $1079253.00        | Corporate Debt Securities |
| VEDANTA RESOURCES FINANCE II PLC          | 2033-04-24      | 9.8500%  | 0.0000% | $200000.00         | $220789.00         | Corporate Debt Securities |
| Samarco Mineracao S.A.                    | 2031-06-30      | 9.5000%  | 0.0000% | $525573.00         | $531113.00         | Corporate Debt Securities |
| YPF Sociedad Anonima                      | 2031-01-17      | 9.5000%  | 0.0000% | $900000.00         | $956530.00         | Corporate Debt Securities |

### Security 314: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.900000%
- **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: TPR058B46, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058B467792241BA
- **C.18 - Value (incl. sponsor support):** $39984288.00
- **C.18.a - Value (excl. sponsor support):** $39984288.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $120271400.00      | $31846851.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-08-01      | 3.5000%  | 0.0000% | $62078552.00       | $9353149.00        | Agency Mortgage-Backed Securities |

### Security 315: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR05BBD8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05BBD87792241WE
- **C.18 - Value (incl. sponsor support):** $134746672.50
- **C.18.a - Value (excl. sponsor support):** $134746672.50
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| ABERDEEN SD SALES TAX REVENUE                                                                    | 2029-12-01      | 5.0000%  | 0.0000% | $50000.00          | $54866.00          | Other Instrument |
| Acton Municipal Utility District                                                                 | 2050-05-01      | 4.1250%  | 0.0000% | $60000.00          | $56584.00          | Other Instrument |
| AIRWAY HEIGHTS WA                                                                                | 2044-12-01      | 5.0000%  | 0.0000% | $65000.00          | $69917.00          | Other Instrument |
| ALASKA ST MUNI BOND BANK AUTH                                                                    | 2044-10-01      | 4.0000%  | 0.0000% | $175000.00         | $172496.00         | Other Instrument |
| ALASKA HOUSING FINANCE CORPORATION                                                               | 2046-12-01      | 4.5000%  | 0.0000% | $30000.00          | $30286.00          | Other Instrument |
| County of Albany, New York                                                                       | 2034-09-15      | 2.1250%  | 0.0000% | $50000.00          | $45001.00          | Other Instrument |
| City of Albertville                                                                              | 2051-04-01      | 5.0000%  | 0.0000% | $40000.00          | $42144.00          | Other Instrument |
| ALDERWOOD WA WTR & WSTWTR DIST WTR & SWR REVENUE                                                 | 2030-12-01      | 5.0000%  | 0.0000% | $40000.00          | $45188.00          | Other Instrument |
| ALIEF TX INDEP SCH DIST                                                                          | 2033-02-15      | 5.0000%  | 0.0000% | $180000.00         | $209453.00         | Other Instrument |
| ALMA AR SCH DIST #30                                                                             | 2050-08-01      | 2.1250%  | 0.0000% | $50000.00          | $31121.00          | Other Instrument |
| ALUM ROCK CA UNION ELEM SCH DIST                                                                 | 2043-08-01      | 5.0000%  | 0.0000% | $30000.00          | $33392.00          | Other Instrument |
| ANCHORAGE AK                                                                                     | 2031-04-01      | 5.0000%  | 0.0000% | $125000.00         | $137221.00         | Other Instrument |
| ANCHORAGE AK                                                                                     | 2027-08-01      | 1.0860%  | 0.0000% | $625000.00         | $604150.00         | Other Instrument |
| ANCHORAGE AK                                                                                     | 2038-09-01      | 5.0000%  | 0.0000% | $50000.00          | $57743.00          | Other Instrument |
| ANDERSON SC WTR & SWR SYS REVENUE                                                                | 2039-07-01      | 2.2500%  | 0.0000% | $30000.00          | $24509.00          | Other Instrument |
| APACHE CNTY AZ UNIF SCH DIST #8 WINDOW ROCK IMPACT AID REV                                       | 2033-07-01      | 5.0000%  | 0.0000% | $45000.00          | $50628.00          | Other Instrument |
| APPLETON WI AREA SCH DIST                                                                        | 2033-03-01      | 5.0000%  | 0.0000% | $70000.00          | $78170.00          | Other Instrument |
| Aransas County Independent School District                                                       | 2028-08-15      | 5.0000%  | 0.0000% | $30000.00          | $32708.00          | Other Instrument |
| Aransas County Independent School District                                                       | 2034-08-15      | 5.0000%  | 0.0000% | $65000.00          | $74458.00          | Other Instrument |
| ARANSAS PASS TX                                                                                  | 2039-02-01      | 4.0000%  | 0.0000% | $60000.00          | $62590.00          | Other Instrument |
| ARGYLE TX INDEP SCH DIST                                                                         | 2049-08-15      | 4.0000%  | 0.0000% | $50000.00          | $47386.00          | Other Instrument |
| ARIZONA BRD OF RGTS                                                                              | 2032-07-01      | 5.0000%  | 0.0000% | $35000.00          | $40389.00          | Other Instrument |
| ARKANSAS ST DEV FIN AUTH REVENUE                                                                 | 2032-06-01      | 5.0000%  | 0.0000% | $35000.00          | $40460.00          | Other Instrument |
| ARLINGTON CNTY VA                                                                                | 2030-08-15      | 5.0000%  | 0.0000% | $35000.00          | $39971.00          | Other Instrument |
| ARLINGTON CNTY VA                                                                                | 2033-06-15      | 5.0000%  | 0.0000% | $30000.00          | $34028.00          | Other Instrument |
| ARLINGTON TX HGR EDU FIN CORP EDU REVENUE                                                        | 2051-06-15      | 2.3750%  | 0.0000% | $180000.00         | $114768.00         | Other Instrument |
| ASPEN CO FIRE PROT DIST COPS                                                                     | 2038-12-01      | 4.0000%  | 0.0000% | $30000.00          | $30693.00          | Other Instrument |
| ASTORIA OR HOSP FACS AUTH                                                                        | 2034-08-01      | 5.0000%  | 0.0000% | $55000.00          | $63138.00          | Other Instrument |
| ATLANTA & FULTON CNTY GA RECREATION AUTH REVENUE                                                 | 2029-12-01      | 5.0000%  | 0.0000% | $200000.00         | $221889.00         | Other Instrument |
| ATLANTA GA ARPT REVENUE                                                                          | 2039-07-01      | 5.0000%  | 0.0000% | $50000.00          | $56191.00          | Other Instrument |
| ATLANTA GA ARPT REVENUE                                                                          | 2040-07-01      | 5.0000%  | 0.0000% | $65000.00          | $72552.00          | Other Instrument |
| ATLANTA GA ARPT PASSENGER FAC CHARGE REVENUE                                                     | 2042-07-01      | 5.0000%  | 0.0000% | $70000.00          | $75984.00          | Other Instrument |
| ATLANTA GA WTR & WSTWTR REVENUE                                                                  | 2030-11-01      | 5.0000%  | 0.0000% | $40000.00          | $45263.00          | Other Instrument |
| ATLANTIC CNTY NJ IMPT AUTH LEASE REVENUE                                                         | 2030-07-01      | 5.0000%  | 0.0000% | $50000.00          | $55417.00          | Other Instrument |
| ATTLEBORO MA                                                                                     | 2039-11-01      | 2.1250%  | 0.0000% | $40000.00          | $31961.00          | Other Instrument |
| AUBURN AL                                                                                        | 2044-11-01      | 4.0000%  | 0.0000% | $35000.00          | $34807.00          | Other Instrument |
| City of Austin                                                                                   | 2028-09-01      | 5.0000%  | 0.0000% | $30000.00          | $32718.00          | Other Instrument |
| BADGER MN INDEP SCH DIST #676                                                                    | 2030-02-01      | 5.0000%  | 0.0000% | $40000.00          | $43660.00          | Other Instrument |
| BADGER MN INDEP SCH DIST #676                                                                    | 2031-02-01      | 5.0000%  | 0.0000% | $40000.00          | $44429.00          | Other Instrument |
| BAKERSFIELD CA CITY SCH DIST                                                                     | 2046-11-01      | 4.0000%  | 0.0000% | $120000.00         | $116313.00         | Other Instrument |
| BALTIMORE CNTY MD                                                                                | 2040-07-01      | 5.0000%  | 0.0000% | $60000.00          | $68189.00          | Other Instrument |
| BALTIMORE CNTY MD                                                                                | 2035-07-01      | 5.0000%  | 0.0000% | $95000.00          | $113255.00         | Other Instrument |
| BALTIMORE MD REVENUE                                                                             | 2034-07-01      | 2.2250%  | 0.0000% | $720000.00         | $606386.00         | Other Instrument |
| BANGOR TWP MI SCH DIST                                                                           | 2037-05-01      | 5.0000%  | 0.0000% | $55000.00          | $62744.00          | Other Instrument |
| BARRY CNTY MI                                                                                    | 2035-04-01      | 4.0000%  | 0.0000% | $30000.00          | $31865.00          | Other Instrument |
| BAY CITY MI                                                                                      | 2039-10-01      | 3.3750%  | 0.0000% | $5000.00           | $4932.00           | Other Instrument |
| BEAVER AR WTR DIST BENTON & WAHSINGTON CNTYS                                                     | 2055-04-15      | 5.0000%  | 0.0000% | $100000.00         | $105243.00         | Other Instrument |
| BELL CNTY TX                                                                                     | 2033-02-15      | 4.0000%  | 0.0000% | $30000.00          | $32235.00          | Other Instrument |
| BELLINGHAM WA                                                                                    | 2040-12-01      | 5.0000%  | 0.0000% | $90000.00          | $102073.00         | Other Instrument |
| BENTON/WASHINGTON AR REGL PUBLIC WTR AUTH WTR REVENUE                                            | 2041-10-01      | 3.0000%  | 0.0000% | $30000.00          | $26993.00          | Other Instrument |
| BERKELEY CA JT PWRS FING AUTH PKG REVENUE                                                        | 2033-06-01      | 4.0000%  | 0.0000% | $65000.00          | $65614.00          | Other Instrument |
| BERKELEY CA UNIF SCH DIST                                                                        | 2040-08-01      | 2.0000%  | 0.0000% | $95000.00          | $74619.00          | Other Instrument |
| BERNE UNION OH LOCAL SCH DIST                                                                    | 2037-12-01      | 2.4000%  | 0.0000% | $30000.00          | $25486.00          | Other Instrument |
| BETTENDORF IA                                                                                    | 2039-06-01      | 5.0000%  | 0.0000% | $40000.00          | $44639.00          | Other Instrument |
| BEXAR CNTY TX                                                                                    | 2037-06-15      | 5.0000%  | 0.0000% | $55000.00          | $62512.00          | Other Instrument |
| BEXAR CNTY TX HOSP DIST                                                                          | 2037-02-15      | 3.0000%  | 0.0000% | $55000.00          | $52479.00          | Other Instrument |
| BEXAR CNTY TX REVENUE                                                                            | 2029-08-15      | 4.0000%  | 0.0000% | $50000.00          | $53068.00          | Other Instrument |
| BIG SKY RESORT AREA DIST RESORT TAX REVENUE                                                      | 2032-07-01      | 5.0000%  | 0.0000% | $100000.00         | $114056.00         | Other Instrument |
| BIG SKY RESORT AREA DIST RESORT TAX REVENUE                                                      | 2038-07-01      | 5.0000%  | 0.0000% | $150000.00         | $172484.00         | Other Instrument |
| BIRDVILLE TX INDEP SCH DIST                                                                      | 2028-02-15      | 5.0000%  | 0.0000% | $30000.00          | $32342.00          | Other Instrument |
| BIRMINGHAM AL ARPT AUTH ARPT REVENUE                                                             | 2033-07-01      | 5.0000%  | 0.0000% | $100000.00         | $110032.00         | Other Instrument |
| BLOOMFIELD HILLS MI SCH DIST                                                                     | 2037-05-01      | 5.0000%  | 0.0000% | $80000.00          | $91097.00          | Other Instrument |
| BLOOMFIELD TWP NJ                                                                                | 2030-01-15      | 5.0000%  | 0.0000% | $250000.00         | $276981.00         | Other Instrument |
| BOSTON MA                                                                                        | 2039-11-01      | 5.0000%  | 0.0000% | $55000.00          | $62675.00          | Other Instrument |
| BOTHELL WA                                                                                       | 2037-03-01      | 5.0000%  | 0.0000% | $35000.00          | $41059.00          | Other Instrument |
| BOUNTIFUL UT SALES TAX REVENUE                                                                   | 2029-07-01      | 5.0000%  | 0.0000% | $160000.00         | $174840.00         | Other Instrument |
| BOUNTIFUL UT SALES TAX REVENUE                                                                   | 2032-07-01      | 5.0000%  | 0.0000% | $35000.00          | $40208.00          | Other Instrument |
| BRAINTREE MA                                                                                     | 2043-10-15      | 2.2500%  | 0.0000% | $80000.00          | $60111.00          | Other Instrument |
| BRAZORIA CNTY TX MUNI UTILITY DIST #56                                                           | 2041-09-01      | 4.0000%  | 0.0000% | $60000.00          | $61040.00          | Other Instrument |
| BRENTWOOD MO COPS                                                                                | 2036-10-01      | 3.2500%  | 0.0000% | $265000.00         | $266162.00         | Other Instrument |
| BRIDGESTONE TX MUNI UTILITY DIST                                                                 | 2044-05-01      | 4.0000%  | 0.0000% | $120000.00         | $118009.00         | Other Instrument |
| BRISTOL-PLYMOUTH MA REGL VOTECH SCH DIST                                                         | 2029-04-01      | 5.0000%  | 0.0000% | $15000.00          | $16601.00          | Other Instrument |
| BROCKTON MA                                                                                      | 2047-08-01      | 4.0000%  | 0.0000% | $160000.00         | $156605.00         | Other Instrument |
| BROOME CNTY NY LOCAL DEV CORP REVENUE                                                            | 2045-04-01      | 3.0000%  | 0.0000% | $10000.00          | $7964.00           | Other Instrument |
| BROOMFIELD CO WTR ACTIVITY ENTERPRISE WTR REVENUE                                                | 2043-12-01      | 5.0000%  | 0.0000% | $370000.00         | $411955.00         | Other Instrument |
| BROWARD CNTY FL ARPT SYS REVENUE                                                                 | 2044-10-01      | 4.0000%  | 0.0000% | $75000.00          | $71754.00          | Other Instrument |
| BROWARD CNTY FL ARPT SYS REVENUE                                                                 | 2043-10-01      | 3.4770%  | 0.0000% | $1775000.00        | $1523418.00        | Other Instrument |
| School Board of Broward County, Florida                                                          | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11476.00          | Other Instrument |
| BROWARD CNTY FL PORT FACS REVENUE                                                                | 2029-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11063.00          | Other Instrument |
| BRYAN TX WTRWKS & SWR REVENUE                                                                    | 2039-07-01      | 5.0000%  | 0.0000% | $60000.00          | $67250.00          | Other Instrument |
| Build NYC Resource Corporation                                                                   | 2045-06-01      | 4.0000%  | 0.0000% | $50000.00          | $46464.00          | Other Instrument |
| BURBANK CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                | 2043-12-01      | 3.3750%  | 0.0000% | $60000.00          | $54830.00          | Other Instrument |
| BURLINGTON CNTY NJ BRIDGE COMMISSION LEASE REVENUE                                               | 2035-04-01      | 4.0000%  | 0.0000% | $55000.00          | $58984.00          | Other Instrument |
| BURLINGTON VT                                                                                    | 2036-11-01      | 5.0000%  | 0.0000% | $235000.00         | $268354.00         | Other Instrument |
| BUTTE-GLENN CA CMNTY CLG DIST                                                                    | 2044-08-01      | 3.0000%  | 0.0000% | $150000.00         | $124840.00         | Other Instrument |
| CALHOUN CNTY MI                                                                                  | 2036-11-01      | 3.2500%  | 0.0000% | $10000.00          | $9971.00           | Other Instrument |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY                                                 | 2033-08-15      | 5.0000%  | 0.0000% | $70000.00          | $86174.00          | Other Instrument |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY                                                 | 2036-12-01      | 5.0000%  | 0.0000% | $35000.00          | $40125.00          | Other Instrument |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY                                                 | 2030-06-01      | 5.0000%  | 0.0000% | $40000.00          | $43965.00          | Other Instrument |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY                                                 | 2034-08-15      | 5.0000%  | 0.0000% | $55000.00          | $66833.00          | Other Instrument |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY                                                 | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $28334.00          | Other Instrument |
| CALIFORNIA PUBLIC FIN AUTH SENIOR LIVING REVENUE                                                 | 2054-06-01      | 6.5000%  | 0.0000% | $6370000.00        | $6306636.00        | Other Instrument |
| CALIFORNIA PUBLIC FIN AUTH TAX INCR REVENUE                                                      | 2032-09-01      | 5.0000%  | 0.0000% | $140000.00         | $165349.00         | Other Instrument |
| STATE OF CALIFORNIA                                                                              | 2031-08-01      | 5.0000%  | 0.0000% | $260000.00         | $270078.00         | Other Instrument |
| CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHORITY                                           | 2033-11-15      | 5.0000%  | 0.0000% | $70000.00          | $76846.00          | Other Instrument |
| CAMINO REAL TX REGL MOBILITY  AUTH VEHICLE REGISTRATION FEE                                      | 2046-06-01      | 4.0000%  | 0.0000% | $360000.00         | $344306.00         | Other Instrument |
| CANTON TX INDEP SCH DIST                                                                         | 2054-02-15      | 4.0000%  | 0.0000% | $35000.00          | $32538.00          | Other Instrument |
| CANYON TX INDEP SCH DIST                                                                         | 2028-02-15      | 5.0000%  | 0.0000% | $55000.00          | $59293.00          | Other Instrument |
| CAPE CORAL FL                                                                                    | 2033-03-01      | 5.0000%  | 0.0000% | $75000.00          | $88330.00          | Other Instrument |
| CAPE CORAL FL                                                                                    | 2039-03-01      | 5.0000%  | 0.0000% | $65000.00          | $74809.00          | Other Instrument |
| CATASAUQUA PA AREA SCH DIST                                                                      | 2036-02-15      | 2.3000%  | 0.0000% | $105000.00         | $93067.00          | Other Instrument |
| CEDAR RAPIDS IA                                                                                  | 2033-06-01      | 5.0000%  | 0.0000% | $35000.00          | $40962.00          | Other Instrument |
| CEDAR SPRINGS MI PUBLIC SCH DIST                                                                 | 2037-05-01      | 5.0000%  | 0.0000% | $35000.00          | $39928.00          | Other Instrument |
| CENTER CITY MN HLTH CARE FACSREVENUE                                                             | 2041-11-01      | 4.0000%  | 0.0000% | $60000.00          | $59787.00          | Other Instrument |
| CENTER GROVE IN SCH BLDG CORP                                                                    | 2036-07-15      | 5.0000%  | 0.0000% | $35000.00          | $40082.00          | Other Instrument |
| CENTER TWP PA                                                                                    | 2044-12-01      | 3.6000%  | 0.0000% | $250000.00         | $224053.00         | Other Instrument |
| Central Unified School District                                                                  | 2047-08-01      | 4.0000%  | 0.0000% | $80000.00          | $78086.00          | Other Instrument |
| CENTRL FL EXPRESSWAY AUTH SR LIEN REVENUE                                                        | 2032-07-01      | 5.0000%  | 0.0000% | $60000.00          | $69270.00          | Other Instrument |
| CHAFFEY CA JT UNION HIGH SCH DIST                                                                | 2032-08-01      | 0.0000%  | 0.0000% | $30000.00          | $24825.00          | Other Instrument |
| CHANDLER AZ                                                                                      | 2030-07-01      | 5.0000%  | 0.0000% | $150000.00         | $168130.00         | Other Instrument |
| CHANNELVIEW TX INDEP SCH DIST                                                                    | 2036-08-15      | 2.5000%  | 0.0000% | $80000.00          | $73810.00          | Other Instrument |
| CHARLESTON WV SWR REVENUE                                                                        | 2036-07-01      | 3.0000%  | 0.0000% | $40000.00          | $38192.00          | Other Instrument |
| CHATTANOOGA TN ELEC REVENUE                                                                      | 2032-09-01      | 5.0000%  | 0.0000% | $55000.00          | $64632.00          | Other Instrument |
| CHERRY CREEK CO SCH DIST #5                                                                      | 2040-12-15      | 5.2500%  | 0.0000% | $60000.00          | $69696.00          | Other Instrument |
| CHESHIRE CT                                                                                      | 2040-07-15      | 2.0000%  | 0.0000% | $50000.00          | $37724.00          | Other Instrument |
| CHESTER CNTY PA INDL DEV AUTH                                                                    | 2034-12-01      | 5.0000%  | 0.0000% | $60000.00          | $67079.00          | Other Instrument |
| CHICAGO IL MIDWAY ARPT REVENUE                                                                   | 2033-01-01      | 5.0000%  | 0.0000% | $145000.00         | $167514.00         | Other Instrument |
| CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                                     | 2055-01-01      | 5.5000%  | 0.0000% | $355000.00         | $372995.00         | Other Instrument |
| CHICAGO IL WTRWKS REVENUE                                                                        | 2058-11-01      | 5.0000%  | 0.0000% | $100000.00         | $103615.00         | Other Instrument |
| CHICO TX INDEP SCH DIST                                                                          | 2036-02-15      | 5.0000%  | 0.0000% | $35000.00          | $40469.00          | Other Instrument |
| CHULA VISTA CA ELEM SCH DIST SCH FACS IMPT DIST NO 1                                             | 2034-08-01      | 5.0000%  | 0.0000% | $35000.00          | $42584.00          | Other Instrument |
| CITRUS CNTY FL CAPITAL IMPT REVENUE                                                              | 2036-10-01      | 3.0000%  | 0.0000% | $175000.00         | $171632.00         | Other Instrument |
| CLARK CNTY NV                                                                                    | 2040-06-01      | 5.0000%  | 0.0000% | $65000.00          | $72792.00          | Other Instrument |
| CLARK CNTY NV                                                                                    | 2029-06-01      | 5.0000%  | 0.0000% | $30000.00          | $32865.00          | Other Instrument |
| CLARK CNTY NV HIGHWAY IMPT REVENUE                                                               | 2031-07-01      | 5.0000%  | 0.0000% | $55000.00          | $62407.00          | Other Instrument |
| CLARK CNTY NV HIGHWAY IMPT REVENUE                                                               | 2044-07-01      | 4.0000%  | 0.0000% | $85000.00          | $83872.00          | Other Instrument |
| CLARK CNTY NV SCH DIST                                                                           | 2038-06-15      | 5.0000%  | 0.0000% | $110000.00         | $125123.00         | Other Instrument |
| CLARK CNTY NV SCH DIST                                                                           | 2029-06-15      | 5.0000%  | 0.0000% | $255000.00         | $278320.00         | Other Instrument |
| CLARK CNTY NV SCH DIST                                                                           | 2034-06-15      | 5.0000%  | 0.0000% | $30000.00          | $35561.00          | Other Instrument |
| CLARK CNTY NV WTR RECLAMATION DIST                                                               | 2032-07-01      | 5.0000%  | 0.0000% | $175000.00         | $202160.00         | Other Instrument |
| CLARK CNTY WA PUBLIC UTILITY DIST #1 ELEC REVENUE                                                | 2038-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5347.00           | Other Instrument |
| CLARK CNTY WA PUBLIC UTILITY DIST #1 ELEC REVENUE                                                | 2034-01-01      | 5.0000%  | 0.0000% | $30000.00          | $31345.00          | Other Instrument |
| CLARK CNTY WA SCH DIST #117 CAMAS                                                                | 2031-12-01      | 5.0000%  | 0.0000% | $65000.00          | $68592.00          | Other Instrument |
| CLAWSON MI PUBLIC SCHS                                                                           | 2040-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16993.00          | Other Instrument |
| CLAY CNTY MO SCH DIST #40 EXCELSIOR                                                              | 2032-03-01      | 5.0000%  | 0.0000% | $50000.00          | $56346.00          | Other Instrument |
| CLAYTON NC                                                                                       | 2040-08-01      | 2.0000%  | 0.0000% | $115000.00         | $89764.00          | Other Instrument |
| CLEVELAND TN UTILITIES AUTH ELEC SYS REVENUE                                                     | 2036-06-01      | 5.0000%  | 0.0000% | $105000.00         | $119589.00         | Other Instrument |
| CLOVIS CA UNIF SCH DIST                                                                          | 2038-08-01      | 5.0000%  | 0.0000% | $15000.00          | $17478.00          | Other Instrument |
| COLBERT CNTY AL                                                                                  | 2029-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11009.00          | Other Instrument |
| COLLIN CNTY TX                                                                                   | 2039-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11494.00          | Other Instrument |
| Colonial School District                                                                         | 2037-02-15      | 5.0000%  | 0.0000% | $40000.00          | $45492.00          | Other Instrument |
| COLORADO HEALTH FACILITIES AUTHORITY                                                             | 2045-01-15      | 4.0000%  | 0.0000% | $145000.00         | $136439.00         | Other Instrument |
| COLORADO HEALTH FACILITIES AUTHORITY                                                             | 2032-05-15      | 5.0000%  | 0.0000% | $310000.00         | $356967.00         | Other Instrument |
| COLTON CA UTILITY AUTH WTR REVENUE                                                               | 2042-03-01      | 3.3750%  | 0.0000% | $30000.00          | $28880.00          | Other Instrument |
| COLUMBIA MO WTR & ELEC REVENUE                                                                   | 2041-10-01      | 4.0000%  | 0.0000% | $35000.00          | $35467.00          | Other Instrument |
| City of Columbus, Ohio                                                                           | 2036-08-15      | 5.0000%  | 0.0000% | $15000.00          | $17564.00          | Other Instrument |
| City of Columbus, Ohio                                                                           | 2029-08-15      | 5.0000%  | 0.0000% | $120000.00         | $134049.00         | Other Instrument |
| City of Columbus, Ohio                                                                           | 2041-08-15      | 5.0000%  | 0.0000% | $100000.00         | $113991.00         | Other Instrument |
| City of Columbus, Ohio                                                                           | 2035-04-01      | 5.0000%  | 0.0000% | $110000.00         | $123137.00         | Other Instrument |
| City of Columbus, Ohio                                                                           | 2033-04-01      | 5.0000%  | 0.0000% | $60000.00          | $69551.00          | Other Instrument |
| COMPTON CA CMNTY CLG DIST                                                                        | 2043-08-01      | 4.0000%  | 0.0000% | $20000.00          | $20416.00          | Other Instrument |
| CONCORD IN CMNTY SCHS BLDG CORP                                                                  | 2035-07-15      | 5.0000%  | 0.0000% | $185000.00         | $213185.00         | Other Instrument |
| STATE OF CONNECTICUT                                                                             | 2037-03-15      | 5.0000%  | 0.0000% | $50000.00          | $59261.00          | Other Instrument |
| STATE OF CONNECTICUT                                                                             | 2034-01-15      | 5.0000%  | 0.0000% | $250000.00         | $294478.00         | Other Instrument |
| STATE OF CONNECTICUT                                                                             | 2031-11-15      | 5.0000%  | 0.0000% | $100000.00         | $115249.00         | Other Instrument |
| State of Connecticut Health and Educational Facilities Authority                                 | 2033-07-01      | 5.0000%  | 0.0000% | $30000.00          | $35054.00          | Other Instrument |
| COOK CNTY IL TWP HIGH SCH DIST #220 REAVIS                                                       | 2037-12-01      | 3.1250%  | 0.0000% | $50000.00          | $48660.00          | Other Instrument |
| COTATI-ROHNERT PARK CA UNIF SCH DIST                                                             | 2046-08-01      | 3.0000%  | 0.0000% | $130000.00         | $104907.00         | Other Instrument |
| County of Cuyahoga, Ohio                                                                         | 2053-12-01      | 4.0000%  | 0.0000% | $30000.00          | $27853.00          | Other Instrument |
| DALLAS CNTY MO #R-I SCH DIST COPS                                                                | 2032-04-01      | 3.0000%  | 0.0000% | $100000.00         | $101226.00         | Other Instrument |
| DALLAS AREA RAPID TRANSIT                                                                        | 2051-12-01      | 4.0000%  | 0.0000% | $130000.00         | $117742.00         | Other Instrument |
| DALLAS TX INDEP SCH DIST                                                                         | 2033-02-15      | 5.0000%  | 0.0000% | $45000.00          | $54154.00          | Other Instrument |
| DAVIS CNTY UT SCH DIST                                                                           | 2035-06-01      | 5.0000%  | 0.0000% | $40000.00          | $46077.00          | Other Instrument |
| DE WITT MI PUBLIC SCHS                                                                           | 2040-05-01      | 5.0000%  | 0.0000% | $155000.00         | $174118.00         | Other Instrument |
| DE WITT MI PUBLIC SCHS                                                                           | 2030-05-01      | 4.0000%  | 0.0000% | $75000.00          | $80551.00          | Other Instrument |
| DEER PARK TX INDEP SCH DIST                                                                      | 2028-02-15      | 5.0000%  | 0.0000% | $30000.00          | $32342.00          | Other Instrument |
| DELAWARE ST                                                                                      | 2035-05-01      | 5.0000%  | 0.0000% | $300000.00         | $351348.00         | Other Instrument |
| DELAWARE ST                                                                                      | 2034-05-01      | 5.0000%  | 0.0000% | $115000.00         | $137917.00         | Other Instrument |
| DELAWARE ST                                                                                      | 2035-05-01      | 5.0000%  | 0.0000% | $35000.00          | $42358.00          | Other Instrument |
| DELAWARE ST                                                                                      | 2038-05-01      | 5.0000%  | 0.0000% | $65000.00          | $76369.00          | Other Instrument |
| DELTONA FL CAPITAL IMPT REVENUE                                                                  | 2046-10-01      | 3.1250%  | 0.0000% | $225000.00         | $181973.00         | Other Instrument |
| DENVER CITY & CNTY CO ARPT REVENUE                                                               | 2042-11-15      | 5.0000%  | 0.0000% | $50000.00          | $53379.00          | Other Instrument |
| DESCHUTES CNTY OR                                                                                | 2035-06-01      | 5.0000%  | 0.0000% | $45000.00          | $51524.00          | Other Instrument |
| DICKINSON ND PUBLIC SCH DIST #1                                                                  | 2033-08-01      | 5.0000%  | 0.0000% | $30000.00          | $34447.00          | Other Instrument |
| Government of the District of Columbia                                                           | 2041-08-01      | 5.0000%  | 0.0000% | $30000.00          | $34363.00          | Other Instrument |
| DIST OF COLUMBIA INCOME TAX SECURED REVENUE                                                      | 2033-12-01      | 1.9100%  | 0.0000% | $1280000.00        | $1076186.00        | Other Instrument |
| DIST OF COLUMBIA INCOME TAX SECURED REVENUE                                                      | 2032-12-01      | 5.0000%  | 0.0000% | $35000.00          | $40796.00          | Other Instrument |
| DIST OF COLUMBIA INCOME TAX SECURED REVENUE                                                      | 2037-05-01      | 5.0000%  | 0.0000% | $30000.00          | $34289.00          | Other Instrument |
| DIST OF COLUMBIA INCOME TAX SECURED REVENUE                                                      | 2037-06-01      | 5.0000%  | 0.0000% | $60000.00          | $70239.00          | Other Instrument |
| District of Columbia Water and Sewer Authority                                                   | 2029-10-01      | 5.0000%  | 0.0000% | $60000.00          | $67145.00          | Other Instrument |
| DOBBS FERRY NY LOCAL DEV CORP REVENUE                                                            | 2034-07-01      | 4.0000%  | 0.0000% | $30000.00          | $30110.00          | Other Instrument |
| DONNA TX INDEP SCH DIST                                                                          | 2035-02-15      | 5.0000%  | 0.0000% | $50000.00          | $58296.00          | Other Instrument |
| DOVER NH                                                                                         | 2041-06-15      | 3.3750%  | 0.0000% | $50000.00          | $47606.00          | Other Instrument |
| DRIPPING SPRINGS TX INDEP SCHDIST                                                                | 2036-02-15      | 5.0000%  | 0.0000% | $45000.00          | $52093.00          | Other Instrument |
| DU PAGE CNTY IL SCH DIST #2 BENSENVILLE                                                          | 2045-05-01      | 3.0000%  | 0.0000% | $150000.00         | $121222.00         | Other Instrument |
| DU PAGE CNTY IL SCH DIST #62 GOWER                                                               | 2033-12-30      | 4.0000%  | 0.0000% | $50000.00          | $52980.00          | Other Instrument |
| Duncanville Independent School District                                                          | 2034-02-15      | 5.0000%  | 0.0000% | $30000.00          | $35104.00          | Other Instrument |
| DURAND MI AREA SCHS                                                                              | 2038-05-01      | 4.0000%  | 0.0000% | $75000.00          | $77563.00          | Other Instrument |
| East China School District                                                                       | 2044-05-01      | 5.0000%  | 0.0000% | $35000.00          | $38027.00          | Other Instrument |
| EAST MONTGOMERY CNTY MUNI UTIL DIST #12 TX                                                       | 2044-09-01      | 4.0000%  | 0.0000% | $115000.00         | $111121.00         | Other Instrument |
| ESTRN WA UNIV                                                                                    | 2042-04-01      | 4.1250%  | 0.0000% | $100000.00         | $100892.00         | Other Instrument |
| ESTRN WA UNIV                                                                                    | 2044-10-01      | 3.2500%  | 0.0000% | $35000.00          | $28930.00          | Other Instrument |
| EASTPOINTE CMNTY SCHS MI                                                                         | 2038-05-01      | 5.0000%  | 0.0000% | $110000.00         | $126571.00         | Other Instrument |
| EDGEWOOD TX INDEP SCH DIST VAN ZANDT CNTY                                                        | 2053-02-15      | 4.0000%  | 0.0000% | $35000.00          | $32697.00          | Other Instrument |
| EL PASO TX                                                                                       | 2047-08-15      | 4.0000%  | 0.0000% | $75000.00          | $70510.00          | Other Instrument |
| ELIZABETHTOWN KY INDEP SCH DIST FIN CORP                                                         | 2043-03-01      | 4.0000%  | 0.0000% | $100000.00         | $99691.00          | Other Instrument |
| ENERGY N W WA ELEC REVENUE                                                                       | 2032-07-01      | 5.0000%  | 0.0000% | $40000.00          | $44505.00          | Other Instrument |
| ENERGY N W WA ELEC REVENUE                                                                       | 2039-07-01      | 5.0000%  | 0.0000% | $100000.00         | $113999.00         | Other Instrument |
| ENERGY N W WA ELEC REVENUE                                                                       | 2038-07-01      | 5.0000%  | 0.0000% | $125000.00         | $145220.00         | Other Instrument |
| EVANSTON IL                                                                                      | 2030-12-01      | 5.0000%  | 0.0000% | $30000.00          | $32100.00          | Other Instrument |
| EVERETT WA HSG AUTH REVENUE                                                                      | 2036-07-01      | 4.0000%  | 0.0000% | $50000.00          | $50986.00          | Other Instrument |
| FAIRFAX CNTY VA                                                                                  | 2032-10-01      | 5.0000%  | 0.0000% | $85000.00          | $95217.00          | Other Instrument |
| FAIRFIELD IN SCH BLDG CORP                                                                       | 2037-07-15      | 5.0000%  | 0.0000% | $200000.00         | $227485.00         | Other Instrument |
| FALL RIVER MA                                                                                    | 2048-12-01      | 2.7500%  | 0.0000% | $80000.00          | $57213.00          | Other Instrument |
| FAYETTEVILLE NC PUBLIC WKS COMMISSION                                                            | 2038-03-01      | 5.0000%  | 0.0000% | $85000.00          | $99644.00          | Other Instrument |
| FERNDALE MI PUBLIC SCHS                                                                          | 2053-05-01      | 5.0000%  | 0.0000% | $110000.00         | $115568.00         | Other Instrument |
| FITZGERALD MI PUBLIC SCH DIST                                                                    | 2036-05-01      | 5.0000%  | 0.0000% | $25000.00          | $27014.00          | Other Instrument |
| FLAGG-ROCHELLE IL CMNTY PARK DIST                                                                | 2036-01-01      | 3.0000%  | 0.0000% | $30000.00          | $29398.00          | Other Instrument |
| Florida Development Finance Corporation                                                          | 2052-06-15      | 4.0000%  | 0.0000% | $30000.00          | $24551.00          | Other Instrument |
| FLORIDA ST GULF COAST UNIV FING CORP CAPITAL IMPT REVENUE                                        | 2039-02-01      | 3.0000%  | 0.0000% | $145000.00         | $137038.00         | Other Instrument |
| State of Florida                                                                                 | 2045-07-01      | 3.5000%  | 0.0000% | $50000.00          | $44786.00          | Other Instrument |
| State of Florida                                                                                 | 2028-06-01      | 5.0000%  | 0.0000% | $35000.00          | $37479.00          | Other Instrument |
| State of Florida                                                                                 | 2030-06-01      | 5.0000%  | 0.0000% | $40000.00          | $44834.00          | Other Instrument |
| FLORIDA ST DEPT OF TRANSN FING CORP REVENUE                                                      | 2030-07-01      | 5.0000%  | 0.0000% | $335000.00         | $373534.00         | Other Instrument |
| FLORIDA ST DEPT ENVRNMNTL PROT PRESERVATION REVENUE                                              | 2029-07-01      | 5.0000%  | 0.0000% | $45000.00          | $49238.00          | Other Instrument |
| FLORIDA ST DEPT OF TRANSN SEAPORT INVESTMENT PROGRAM REVENUE                                     | 2030-07-01      | 5.0000%  | 0.0000% | $45000.00          | $50176.00          | Other Instrument |
| FLORIDA ST DEPT OF TRANSN SEAPORT INVESTMENT PROGRAM REVENUE                                     | 2036-07-01      | 5.0000%  | 0.0000% | $85000.00          | $98086.00          | Other Instrument |
| FLORIDA ST GOVTL UTILITY AUTHUTILITY REVENUE                                                     | 2032-10-01      | 5.0000%  | 0.0000% | $35000.00          | $38496.00          | Other Instrument |
| FLORIDA ST MUNI LOAN COUNCIL REVENUE                                                             | 2036-08-01      | 3.0000%  | 0.0000% | $40000.00          | $39565.00          | Other Instrument |
| FLORIDA ST TURNPIKE AUTH TURNPIKE REVENUE                                                        | 2035-07-01      | 5.0000%  | 0.0000% | $50000.00          | $57086.00          | Other Instrument |
| FLORIDA ST TURNPIKE AUTH TURNPIKE REVENUE                                                        | 2038-07-01      | 5.0000%  | 0.0000% | $170000.00         | $194932.00         | Other Instrument |
| FLOYDADA TX INDEP SCH DIST                                                                       | 2042-02-15      | 4.0000%  | 0.0000% | $50000.00          | $50964.00          | Other Instrument |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                                       | 2046-01-15      | 4.0000%  | 0.0000% | $55000.00          | $52064.00          | Other Instrument |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                                       | 2046-01-15      | 4.0000%  | 0.0000% | $805000.00         | $777571.00         | Other Instrument |
| FOREST HILLS OH LOCAL SCH DIST                                                                   | 2038-12-01      | 3.2500%  | 0.0000% | $240000.00         | $229130.00         | Other Instrument |
| FORT BEND CNTY TX MUNI UTILITY DIST #143                                                         | 2042-09-01      | 2.1250%  | 0.0000% | $75000.00          | $54314.00          | Other Instrument |
| FORT BEND CNTY TX MUNI UTILITY DIST #182                                                         | 2032-09-01      | 3.0000%  | 0.0000% | $45000.00          | $45531.00          | Other Instrument |
| FORT BEND CNTY TX MUNI UTILITY DIST #182                                                         | 2041-09-01      | 2.0000%  | 0.0000% | $100000.00         | $71023.00          | Other Instrument |
| FORT BEND CNTY TX MUNI UTILITY DIST #184                                                         | 2042-04-01      | 4.0000%  | 0.0000% | $75000.00          | $75698.00          | Other Instrument |
| FORT MYERS FL CAPITAL IMPT REVENUE                                                               | 2036-12-01      | 3.0000%  | 0.0000% | $75000.00          | $72198.00          | Other Instrument |
| FORT OSAGE MO REORG SCH DIST #1 JACKSON CNTY                                                     | 2034-03-01      | 5.0000%  | 0.0000% | $60000.00          | $68660.00          | Other Instrument |
| FORT WORTH TX                                                                                    | 2037-03-01      | 3.0000%  | 0.0000% | $250000.00         | $239309.00         | Other Instrument |
| FORT WORTH TX                                                                                    | 2032-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11567.00          | Other Instrument |
| FOX LAKE IL                                                                                      | 2033-11-01      | 4.0000%  | 0.0000% | $60000.00          | $63904.00          | Other Instrument |
| FRANKLIN TN SPL SCH DIST                                                                         | 2040-06-01      | 4.0000%  | 0.0000% | $40000.00          | $41173.00          | Other Instrument |
| FRANKLIN TN SPL SCH DIST                                                                         | 2030-06-01      | 5.0000%  | 0.0000% | $30000.00          | $33627.00          | Other Instrument |
| FULSHEAR TX                                                                                      | 2036-04-15      | 5.0000%  | 0.0000% | $125000.00         | $145267.00         | Other Instrument |
| Development Authority of Fulton County                                                           | 2050-03-01      | 4.0000%  | 0.0000% | $30000.00          | $28398.00          | Other Instrument |
| FUQUAY-VARINA NC COMB UTILITIES REVENUE                                                          | 2033-06-01      | 5.0000%  | 0.0000% | $50000.00          | $58489.00          | Other Instrument |
| GALESBURG IL REVENUE                                                                             | 2036-10-01      | 4.0000%  | 0.0000% | $90000.00          | $85420.00          | Other Instrument |
| GALVESTON TX INDEP SCH DIST                                                                      | 2036-02-01      | 5.0000%  | 0.0000% | $40000.00          | $45434.00          | Other Instrument |
| City of Garland                                                                                  | 2037-02-15      | 5.0000%  | 0.0000% | $85000.00          | $101049.00         | Other Instrument |
| GARLAND TX ELEC UTILITY SYS REVENUE                                                              | 2029-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10764.00          | Other Instrument |
| GARLAND TX ELEC UTILITY SYS REVENUE                                                              | 2043-03-01      | 5.0000%  | 0.0000% | $65000.00          | $71292.00          | Other Instrument |
| GEORGIA ST PORTS AUTH                                                                            | 2034-07-01      | 5.0000%  | 0.0000% | $135000.00         | $151792.00         | Other Instrument |
| GEORGIA ST PORTS AUTH                                                                            | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11498.00          | Other Instrument |
| GERMANTOWN WI                                                                                    | 2031-03-01      | 5.0000%  | 0.0000% | $85000.00          | $95776.00          | Other Instrument |
| GILBERT AZ                                                                                       | 2028-07-15      | 5.0000%  | 0.0000% | $75000.00          | $80173.00          | Other Instrument |
| GLENDALE AZ WTR & SWR REVENUE                                                                    | 2035-07-01      | 5.0000%  | 0.0000% | $50000.00          | $59793.00          | Other Instrument |
| GODFREY-LEE MI PUBLIC SCH DIST                                                                   | 2033-05-01      | 4.0000%  | 0.0000% | $230000.00         | $247583.00         | Other Instrument |
| GOLDEN VLY CA UNIF SCH DIST                                                                      | 2041-08-01      | 3.1250%  | 0.0000% | $105000.00         | $97452.00          | Other Instrument |
| GRANBURY TX                                                                                      | 2032-08-15      | 5.0000%  | 0.0000% | $60000.00          | $68984.00          | Other Instrument |
| GRAND RIVER DAM AUTHORITY                                                                        | 2035-06-01      | 5.0000%  | 0.0000% | $45000.00          | $52390.00          | Other Instrument |
| GRANITE UT SCH DIST SALT LAKE CNTY                                                               | 2030-06-01      | 5.0000%  | 0.0000% | $35000.00          | $39231.00          | Other Instrument |
| GRANT CNTY WA PUBLIC UTIL DIST #2 PRIEST RAPIDS HYDRO ELEC R                                     | 2042-01-01      | 5.0000%  | 0.0000% | $50000.00          | $54245.00          | Other Instrument |
| GRANT CNTY WA PUBLIC UTIL DIST #2 PRIEST RAPIDS HYDRO ELEC R                                     | 2031-01-01      | 5.0000%  | 0.0000% | $150000.00         | $168730.00         | Other Instrument |
| GTR ASHEVILLE REGL ARPT AUTH NC ARPT SYS REVENUE                                                 | 2036-07-01      | 5.0000%  | 0.0000% | $50000.00          | $54656.00          | Other Instrument |
| GREEN BAY WI                                                                                     | 2035-04-01      | 5.0000%  | 0.0000% | $45000.00          | $53394.00          | Other Instrument |
| GREENBRIER AR SCH DIST #47 FAULKNER CNTY                                                         | 2046-02-01      | 3.2500%  | 0.0000% | $35000.00          | $29518.00          | Other Instrument |
| GREENVILLE TX                                                                                    | 2044-02-15      | 3.3750%  | 0.0000% | $100000.00         | $89855.00          | Other Instrument |
| GREENWOOD TX UTILITY DIST                                                                        | 2043-08-01      | 2.5000%  | 0.0000% | $120000.00         | $91853.00          | Other Instrument |
| GWINNETT CNTY GA SCH DIST                                                                        | 2035-02-01      | 5.0000%  | 0.0000% | $40000.00          | $48739.00          | Other Instrument |
| HACIENDA LA PUENTE CA UNIF SCH DIST                                                              | 2035-08-01      | 5.0000%  | 0.0000% | $50000.00          | $58315.00          | Other Instrument |
| HARRIS CNTY TX TOLL ROAD REVENUE                                                                 | 2037-08-15      | 3.0000%  | 0.0000% | $50000.00          | $47625.00          | Other Instrument |
| HARRIS CNTY TX MUNI UTILITY DIST NO 423                                                          | 2042-04-01      | 4.3750%  | 0.0000% | $55000.00          | $56308.00          | Other Instrument |
| HARRIS CNTY TX WC&ID #158                                                                        | 2043-03-01      | 4.3750%  | 0.0000% | $85000.00          | $86453.00          | Other Instrument |
| HAWAII CNTY HI                                                                                   | 2028-09-01      | 5.0000%  | 0.0000% | $30000.00          | $31520.00          | Other Instrument |
| HAWAII ST                                                                                        | 2032-08-01      | 2.1420%  | 0.0000% | $3320000.00        | $2963566.00        | Other Instrument |
| HAWAII ST                                                                                        | 2039-10-01      | 5.0160%  | 0.0000% | $4155000.00        | $4268767.00        | Other Instrument |
| HAWAII ST HIGHWAY REVENUE                                                                        | 2034-01-01      | 5.0000%  | 0.0000% | $20000.00          | $21468.00          | Other Instrument |
| HEMPSTEAD TX INDEP SCH DIST                                                                      | 2035-02-15      | 5.0000%  | 0.0000% | $65000.00          | $75428.00          | Other Instrument |
| HENDERSON CNTY NC LTD OBLG                                                                       | 2031-06-01      | 5.0000%  | 0.0000% | $100000.00         | $112929.00         | Other Instrument |
| HERMOSA BEACH CA CITY SCH DIST                                                                   | 2040-08-01      | 4.0000%  | 0.0000% | $250000.00         | $255350.00         | Other Instrument |
| HEWITT TX                                                                                        | 2037-07-01      | 5.0000%  | 0.0000% | $30000.00          | $34244.00          | Other Instrument |
| HOFFMAN ESTATES IL                                                                               | 2030-12-01      | 5.0000%  | 0.0000% | $60000.00          | $63331.00          | Other Instrument |
| HOFFMAN ESTATES IL PARK DIST                                                                     | 2044-12-01      | 4.0000%  | 0.0000% | $270000.00         | $264075.00         | Other Instrument |
| HONOLULU CITY & CNTY HI BRD OF WTR SPLY WTR SYS REVENUE                                          | 2032-07-01      | 5.0000%  | 0.0000% | $30000.00          | $34102.00          | Other Instrument |
| Horizon Regional Municipal Utility District                                                      | 2044-02-01      | 3.6250%  | 0.0000% | $15000.00          | $14093.00          | Other Instrument |
| HOUGHTON LAKE MI SWR AUTH SEWAGE DISP SYS REVENUE                                                | 2037-10-01      | 5.0000%  | 0.0000% | $110000.00         | $123635.00         | Other Instrument |
| HOUGHTON LAKE MI SWR AUTH SEWAGE DISP SYS REVENUE                                                | 2042-10-01      | 4.0000%  | 0.0000% | $60000.00          | $59896.00          | Other Instrument |
| Howard County Housing Commission                                                                 | 2043-06-01      | 2.2500%  | 0.0000% | $65000.00          | $47773.00          | Other Instrument |
| HUNTINGTON BEACH CA UNION HIGH SCH DIST COPS                                                     | 2037-09-01      | 0.0000%  | 0.0000% | $280000.00         | $189862.00         | Other Instrument |
| City of Huntsville                                                                               | 2039-03-01      | 5.0000%  | 0.0000% | $50000.00          | $56833.00          | Other Instrument |
| HUTTO TX INDEP SCH DIST                                                                          | 2036-08-01      | 3.0000%  | 0.0000% | $35000.00          | $34793.00          | Other Instrument |
| Idaho Housing and Finance Association                                                            | 2030-08-15      | 5.0000%  | 0.0000% | $50000.00          | $57015.00          | Other Instrument |
| Idaho State Building Authority                                                                   | 2033-06-01      | 5.0000%  | 0.0000% | $65000.00          | $76319.00          | Other Instrument |
| ILLINOIS FINANCE AUTHORITY                                                                       | 2039-05-15      | 5.0000%  | 0.0000% | $60000.00          | $66884.00          | Other Instrument |
| State of Illinois                                                                                | 2039-01-01      | 4.0000%  | 0.0000% | $265000.00         | $265849.00         | Other Instrument |
| State of Illinois                                                                                | 2044-05-01      | 5.2500%  | 0.0000% | $45000.00          | $48478.00          | Other Instrument |
| Indiana Bond Bank                                                                                | 2033-06-01      | 0.0000%  | 0.0000% | $25000.00          | $20259.00          | Other Instrument |
| Indiana Finance Authority                                                                        | 2039-11-01      | 4.0000%  | 0.0000% | $160000.00         | $153126.00         | Other Instrument |
| INTERMOUNTAIN PWR AGY UT PWR SPLY REVENUE                                                        | 2044-07-01      | 5.0000%  | 0.0000% | $140000.00         | $148307.00         | Other Instrument |
| Iowa Finance Authority                                                                           | 2035-08-01      | 5.0000%  | 0.0000% | $60000.00          | $68570.00          | Other Instrument |
| IOWA ST SPL OBLG                                                                                 | 2032-06-01      | 5.0000%  | 0.0000% | $355000.00         | $386032.00         | Other Instrument |
| IOWA VLY IA CMNTY SCH DIST                                                                       | 2032-06-01      | 4.0000%  | 0.0000% | $45000.00          | $48512.00          | Other Instrument |
| IPS Multi-School Building Corporation                                                            | 2040-07-15      | 5.0000%  | 0.0000% | $35000.00          | $39302.00          | Other Instrument |
| JEA FL WTR & SWR REVENUE                                                                         | 2041-10-01      | 3.3750%  | 0.0000% | $75000.00          | $70513.00          | Other Instrument |
| JACKSONVILLE PUBLIC EDUCTNL BLDG AUTH                                                            | 2054-08-01      | 5.0000%  | 0.0000% | $110000.00         | $114088.00         | Other Instrument |
| JACKSONVILLE NORTH PULASKI CNTY SCH DIST AR                                                      | 2049-06-01      | 4.6250%  | 0.0000% | $260000.00         | $269558.00         | Other Instrument |
| JARRELL TX                                                                                       | 2040-08-01      | 4.0000%  | 0.0000% | $30000.00          | $30982.00          | Other Instrument |
| Jefferson Union High School District                                                             | 2037-08-01      | 3.0000%  | 0.0000% | $50000.00          | $49094.00          | Other Instrument |
| JEFFERSON CNTY AL BRD OF EDU PUBLIC SCH WARRANTS                                                 | 2037-02-01      | 5.0000%  | 0.0000% | $90000.00          | $104590.00         | Other Instrument |
| JERSEY CITY NJ                                                                                   | 2033-10-01      | 4.0000%  | 0.0000% | $70000.00          | $75124.00          | Other Instrument |
| JERSEY VLG TX                                                                                    | 2036-03-15      | 5.0000%  | 0.0000% | $120000.00         | $140744.00         | Other Instrument |
| JESSAMINE CNTY KY SCH DIST FIN CORP                                                              | 2038-06-01      | 3.2500%  | 0.0000% | $140000.00         | $139024.00         | Other Instrument |
| JESSAMINE CNTY KY SCH DIST FIN CORP                                                              | 2039-06-01      | 3.2500%  | 0.0000% | $30000.00          | $29493.00          | Other Instrument |
| JOHN SWETT CA UNIF SCH DIST                                                                      | 2045-08-01      | 3.5000%  | 0.0000% | $100000.00         | $90493.00          | Other Instrument |
| KALAMAZOO CNTY MI                                                                                | 2036-05-01      | 3.0000%  | 0.0000% | $160000.00         | $157359.00         | Other Instrument |
| KALAMAZOO MI WSTWTR SYS REVENUE                                                                  | 2049-10-01      | 5.0000%  | 0.0000% | $245000.00         | $260439.00         | Other Instrument |
| KANSAS CITY MO MET JNR CLG DIST                                                                  | 2039-07-01      | 2.2500%  | 0.0000% | $40000.00          | $30903.00          | Other Instrument |
| City of Kansas City, Missouri                                                                    | 2038-04-01      | 4.3910%  | 0.0000% | $2880000.00        | $2763057.00        | Other Instrument |
| KAUFMAN CNTY TX MUNI UTILITY DIST #7                                                             | 2040-09-01      | 4.0000%  | 0.0000% | $45000.00          | $45747.00          | Other Instrument |
| KENOSHA CNTY WI                                                                                  | 2035-09-01      | 4.0000%  | 0.0000% | $30000.00          | $32525.00          | Other Instrument |
| KING CNTY WA                                                                                     | 2031-07-01      | 5.0000%  | 0.0000% | $85000.00          | $96724.00          | Other Instrument |
| KING CNTY WA                                                                                     | 2034-06-01      | 4.0000%  | 0.0000% | $45000.00          | $48007.00          | Other Instrument |
| KING CNTY WA                                                                                     | 2036-01-01      | 5.0000%  | 0.0000% | $65000.00          | $69323.00          | Other Instrument |
| KING CNTY WA SCH DIST #401 HIGHLINE                                                              | 2037-12-01      | 5.0000%  | 0.0000% | $85000.00          | $95659.00          | Other Instrument |
| City of Kingsport, Tennessee                                                                     | 2035-03-01      | 3.1250%  | 0.0000% | $35000.00          | $35330.00          | Other Instrument |
| KLEIN TX INDEP SCH DIST                                                                          | 2036-02-01      | 3.0000%  | 0.0000% | $55000.00          | $54988.00          | Other Instrument |
| Knox County, Tennessee                                                                           | 2039-06-01      | 4.0000%  | 0.0000% | $85000.00          | $88214.00          | Other Instrument |
| KNOXVILLE TN ELEC REVENUE                                                                        | 2039-07-01      | 2.5000%  | 0.0000% | $60000.00          | $51991.00          | Other Instrument |
| LAFAYETTE LA UTILITIES REVENUE                                                                   | 2037-11-01      | 5.0000%  | 0.0000% | $30000.00          | $34376.00          | Other Instrument |
| LAGRANGE-TROUP CNTY GA HOSP AUTH HOSP REVENUE                                                    | 2047-04-01      | 4.0000%  | 0.0000% | $30000.00          | $27174.00          | Other Instrument |
| LAKE WORTH BEACH FL CONSOL UTITY REVENUE                                                         | 2038-10-01      | 5.0000%  | 0.0000% | $60000.00          | $66977.00          | Other Instrument |
| LAKE WORTH BEACH FL CONSOL UTITY REVENUE                                                         | 2050-10-01      | 5.0000%  | 0.0000% | $495000.00         | $520531.00         | Other Instrument |
| LAKEVIEW OH LOCAL SCH DIST                                                                       | 2052-11-01      | 4.0000%  | 0.0000% | $30000.00          | $27873.00          | Other Instrument |
| Lancaster County Convention Center Authority                                                     | 2049-05-01      | 4.0000%  | 0.0000% | $65000.00          | $60657.00          | Other Instrument |
| LAREDO TX WTRWKS SWR SYS REVENUE                                                                 | 2042-03-01      | 5.0000%  | 0.0000% | $45000.00          | $48983.00          | Other Instrument |
| LAS CRUCES NM ST SHARED GROSS RECPTS TAX REVENUE                                                 | 2036-06-01      | 4.0000%  | 0.0000% | $40000.00          | $41650.00          | Other Instrument |
| LAS CRUCES NM ST SHARED GROSS RECPTS TAX REVENUE                                                 | 2029-06-01      | 5.0000%  | 0.0000% | $30000.00          | $32795.00          | Other Instrument |
| LAS VEGAS NV                                                                                     | 2034-03-01      | 5.0000%  | 0.0000% | $30000.00          | $35407.00          | Other Instrument |
| LAS VEGAS NV NEW CONVENTION & VISITORS AUTH REVENUE                                              | 2039-07-01      | 3.0000%  | 0.0000% | $95000.00          | $86100.00          | Other Instrument |
| LAS VEGAS NV CONVENTION & VISITORS AUTH CONVENTION CTR EXPAN                                     | 2043-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32273.00          | Other Instrument |
| LAS VEGAS VLY NV WTR DIST                                                                        | 2038-06-01      | 5.0000%  | 0.0000% | $30000.00          | $34073.00          | Other Instrument |
| LEANDER TX                                                                                       | 2038-08-15      | 5.0000%  | 0.0000% | $120000.00         | $139496.00         | Other Instrument |
| LEANDER TX                                                                                       | 2037-08-15      | 3.2500%  | 0.0000% | $160000.00         | $159807.00         | Other Instrument |
| LEDGEVIEW WI                                                                                     | 2028-12-01      | 4.0000%  | 0.0000% | $40000.00          | $40875.00          | Other Instrument |
| LEE CNTY FL TOUR DEV TAX REVENUE                                                                 | 2043-10-01      | 4.0000%  | 0.0000% | $50000.00          | $50235.00          | Other Instrument |
| LEHIGH CNTY PA GEN PURPOSE HOSP REVENUE                                                          | 2043-07-01      | 4.0000%  | 0.0000% | $230000.00         | $222114.00         | Other Instrument |
| LEWISVILLE TX WTR & SWR REVENUE                                                                  | 2027-02-15      | 5.0000%  | 0.0000% | $30000.00          | $31548.00          | Other Instrument |
| LEWISVILLE TX WTR & SWR REVENUE                                                                  | 2033-02-15      | 5.0000%  | 0.0000% | $30000.00          | $34843.00          | Other Instrument |
| LEXINGTON & RICHLAND SC SCH DIST #5                                                              | 2031-03-01      | 4.0000%  | 0.0000% | $55000.00          | $60124.00          | Other Instrument |
| LEXINGTON CNTY SC SCH DIST #3                                                                    | 2037-03-01      | 5.0000%  | 0.0000% | $40000.00          | $45334.00          | Other Instrument |
| LIBERTY HILL TX INDEP SCH DIST                                                                   | 2029-02-01      | 5.0000%  | 0.0000% | $50000.00          | $54953.00          | Other Instrument |
| LINCOLN NE ARPT AUTH                                                                             | 2036-07-01      | 5.0000%  | 0.0000% | $150000.00         | $166837.00         | Other Instrument |
| LONE TREE CO COPS                                                                                | 2034-12-01      | 5.0000%  | 0.0000% | $40000.00          | $46734.00          | Other Instrument |
| LONG BEACH CA ARPT REVENUE                                                                       | 2036-06-01      | 5.0000%  | 0.0000% | $50000.00          | $57438.00          | Other Instrument |
| LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                                        | 2034-05-15      | 5.0000%  | 0.0000% | $40000.00          | $45233.00          | Other Instrument |
| City of Los Angeles Acting By and Through The Department of Water and Power                      | 2039-07-01      | 5.0000%  | 0.0000% | $30000.00          | $33663.00          | Other Instrument |
| LOS ANGELES CA UNIF SCH DIST                                                                     | 2033-07-01      | 5.0000%  | 0.0000% | $80000.00          | $96221.00          | Other Instrument |
| LOS NIETOS CA SCH DIST                                                                           | 2047-08-01      | 0.0000%  | 0.0000% | $140000.00         | $49325.00          | Other Instrument |
| LOUDOUN CNTY VA                                                                                  | 2029-12-01      | 5.0000%  | 0.0000% | $40000.00          | $44437.00          | Other Instrument |
| Louisiana Local Government Environmental Facilities and Community Development Authority          | 2037-11-01      | 3.5000%  | 0.0000% | $55000.00          | $55476.00          | Other Instrument |
| Louisiana Local Government Environmental Facilities and Community Development Authority          | 2030-03-01      | 5.0000%  | 0.0000% | $50000.00          | $55520.00          | Other Instrument |
| Louisiana Local Government Environmental Facilities and Community Development Authority          | 2041-10-01      | 4.0000%  | 0.0000% | $25000.00          | $24471.00          | Other Instrument |
| Louisiana Local Government Environmental Facilities and Community Development Authority          | 2042-12-01      | 5.2500%  | 0.0000% | $40000.00          | $44559.00          | Other Instrument |
| Louisville and Jefferson County Metropolitan Sewer District                                      | 2055-05-15      | 5.0000%  | 0.0000% | $4425000.00        | $4590038.00        | Other Instrument |
| Louisville and Jefferson County Metropolitan Sewer District                                      | 2038-05-15      | 3.0000%  | 0.0000% | $130000.00         | $121252.00         | Other Instrument |
| LOWER COLORADO RIVER AUTHORITY                                                                   | 2037-05-15      | 5.0000%  | 0.0000% | $40000.00          | $43420.00          | Other Instrument |
| LYON CNTY NV SCH DIST                                                                            | 2029-06-01      | 5.0000%  | 0.0000% | $35000.00          | $38096.00          | Other Instrument |
| MSD WARREN TWP IN VISION 2005 SCH BLDG CORP                                                      | 2033-07-10      | 5.0000%  | 0.0000% | $50000.00          | $57920.00          | Other Instrument |
| MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                       | 2032-07-01      | 5.0000%  | 0.0000% | $30000.00          | $33797.00          | Other Instrument |
| MAINE HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                       | 2027-07-01      | 5.0000%  | 0.0000% | $40000.00          | $41552.00          | Other Instrument |
| MAINE STATE HOUSING AUTHORITY                                                                    | 2047-11-15      | 3.7500%  | 0.0000% | $55000.00          | $50212.00          | Other Instrument |
| MAINE STATE HOUSING AUTHORITY                                                                    | 2044-11-15      | 3.3500%  | 0.0000% | $145000.00         | $130119.00         | Other Instrument |
| MAMMOTH CA UNIF SCH DIST                                                                         | 2041-08-01      | 2.1250%  | 0.0000% | $80000.00          | $62130.00          | Other Instrument |
| MANATEE CNTY FL PUBLIC UTILITIES REVENUE                                                         | 2045-10-01      | 3.5000%  | 0.0000% | $25000.00          | $22483.00          | Other Instrument |
| MANCHESTER MI CMNTY SCHS                                                                         | 2035-05-01      | 5.0000%  | 0.0000% | $40000.00          | $47353.00          | Other Instrument |
| MARBLEHEAD MA                                                                                    | 2033-08-01      | 2.2500%  | 0.0000% | $30000.00          | $28775.00          | Other Instrument |
| MARICOPA CNTY AZ ELEM SCH DIST #92 PENDERGAST ELEM                                               | 2032-07-01      | 5.0000%  | 0.0000% | $40000.00          | $45296.00          | Other Instrument |
| MARION CNTY TN                                                                                   | 2038-06-01      | 2.0000%  | 0.0000% | $70000.00          | $56888.00          | Other Instrument |
| MARTIN MI PUBLIC SCHS                                                                            | 2036-05-01      | 5.0000%  | 0.0000% | $90000.00          | $105242.00         | Other Instrument |
| MARTINEZ CA UNIF SCH DIST                                                                        | 2033-08-01      | 5.0000%  | 0.0000% | $40000.00          | $48944.00          | Other Instrument |
| MARYLAND ST                                                                                      | 2033-06-01      | 5.0000%  | 0.0000% | $95000.00          | $112106.00         | Other Instrument |
| MARYLAND ST                                                                                      | 2036-06-01      | 5.0000%  | 0.0000% | $50000.00          | $59663.00          | Other Instrument |
| MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                                 | 2036-07-01      | 3.2500%  | 0.0000% | $35000.00          | $31263.00          | Other Instrument |
| Maryland Transportation Authority                                                                | 2039-07-01      | 5.0000%  | 0.0000% | $95000.00          | $108240.00         | Other Instrument |
| MARYSVILLE OH WSTWTR TREATMENT SYS REVENUE                                                       | 2047-12-01      | 3.5000%  | 0.0000% | $10000.00          | $8411.00           | Other Instrument |
| MASSACHUSETTS ST BAY TRANSPRTN AUTH SALES TAX REVENUE                                            | 2031-07-01      | 0.0000%  | 0.0000% | $75000.00          | $63955.00          | Other Instrument |
| Massachusetts Clean Water Trust                                                                  | 2034-08-01      | 5.0000%  | 0.0000% | $75000.00          | $83477.00          | Other Instrument |
| The Commonwealth of Massachusetts                                                                | 2033-10-01      | 5.0000%  | 0.0000% | $40000.00          | $46764.00          | Other Instrument |
| The Commonwealth of Massachusetts                                                                | 2050-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5264.00           | Other Instrument |
| MASSACHUSETTS ST CLG BLDG AUTH REVENUE                                                           | 2034-05-01      | 4.0000%  | 0.0000% | $30000.00          | $30959.00          | Other Instrument |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                                         | 2041-07-01      | 4.0000%  | 0.0000% | $90000.00          | $87939.00          | Other Instrument |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                                         | 2036-09-01      | 3.0000%  | 0.0000% | $50000.00          | $47275.00          | Other Instrument |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                                         | 2055-07-01      | 5.0000%  | 0.0000% | $240000.00         | $259468.00         | Other Instrument |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY                                                         | 2034-02-15      | 5.0000%  | 0.0000% | $45000.00          | $54291.00          | Other Instrument |
| MASSACHUSETTS HOUSING FINANCE AGENCY                                                             | 2054-12-01      | 3.7500%  | 0.0000% | $40000.00          | $35290.00          | Other Instrument |
| Massachusetts Water Resources Authority                                                          | 2029-08-01      | 5.2500%  | 0.0000% | $55000.00          | $62220.00          | Other Instrument |
| MAUI CNTY HI                                                                                     | 2039-09-01      | 5.0000%  | 0.0000% | $280000.00         | $328265.00         | Other Instrument |
| MAURY CNTY TN                                                                                    | 2037-04-01      | 5.0000%  | 0.0000% | $70000.00          | $79220.00          | Other Instrument |
| MAYES CNTY OK PUBLIC FACS AUTH REVENUE                                                           | 2037-09-01      | 3.2500%  | 0.0000% | $40000.00          | $40052.00          | Other Instrument |
| MCHENRY CNTY IL CMNTY UNIT SCHDIST #200 WOODSTOCK                                                | 2038-01-15      | 3.0000%  | 0.0000% | $120000.00         | $113069.00         | Other Instrument |
| MEDINA CNTY OH                                                                                   | 2041-12-01      | 2.1250%  | 0.0000% | $45000.00          | $33747.00          | Other Instrument |
| City of Memphis                                                                                  | 2039-04-01      | 5.0000%  | 0.0000% | $50000.00          | $56615.00          | Other Instrument |
| City of Memphis                                                                                  | 2026-04-01      | 5.0000%  | 0.0000% | $50000.00          | $51035.00          | Other Instrument |
| MEMPHIS TN ELEC SYS REVENUE                                                                      | 2040-12-01      | 5.0000%  | 0.0000% | $55000.00          | $62236.00          | Other Instrument |
| MEMPHIS TN SANTN SWR SYS REVENUE                                                                 | 2034-10-01      | 5.0000%  | 0.0000% | $65000.00          | $72511.00          | Other Instrument |
| MERCED CA IRR DIST FING AUTH ELEC SYS REVENUE                                                    | 2028-10-01      | 5.0000%  | 0.0000% | $45000.00          | $47895.00          | Other Instrument |
| MERCER ISLAND WA                                                                                 | 2040-12-01      | 5.0000%  | 0.0000% | $50000.00          | $56945.00          | Other Instrument |
| City Of Mesa                                                                                     | 2034-07-01      | 5.0000%  | 0.0000% | $50000.00          | $59372.00          | Other Instrument |
| METRO OR                                                                                         | 2032-06-01      | 5.0000%  | 0.0000% | $20000.00          | $22330.00          | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSON CNTY TN HLTH & EDUCTNL FAC BRD                                     | 2039-05-01      | 5.0000%  | 0.0000% | $235000.00         | $257647.00         | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSONCNTY TN ELEC REVENUE                                                | 2036-05-15      | 5.0000%  | 0.0000% | $75000.00          | $83395.00          | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSONCNTY TN ELEC REVENUE                                                | 2035-05-15      | 5.0000%  | 0.0000% | $40000.00          | $47128.00          | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSONCNTY TN ELEC REVENUE                                                | 2037-05-15      | 5.0000%  | 0.0000% | $30000.00          | $34745.00          | Other Instrument |
| The Metropolitan Nashville Airport Authority                                                     | 2054-07-01      | 4.0000%  | 0.0000% | $115000.00         | $100150.00         | Other Instrument |
| Metropolitan Pier and Exposition Authority                                                       | 2042-12-15      | 4.0000%  | 0.0000% | $55000.00          | $54947.00          | Other Instrument |
| MET SAINT LOUIS MO SWR DIST WSTWTR SYS REVENUE                                                   | 2036-05-01      | 5.0000%  | 0.0000% | $50000.00          | $56333.00          | Other Instrument |
| The Metropolitan Water District of Southern California                                           | 2031-07-01      | 5.0000%  | 0.0000% | $35000.00          | $40810.00          | Other Instrument |
| Miami-Dade County, Florida                                                                       | 2038-07-01      | 5.0000%  | 0.0000% | $40000.00          | $45580.00          | Other Instrument |
| Miami-Dade County, Florida                                                                       | 2031-07-01      | 5.0000%  | 0.0000% | $105000.00         | $114853.00         | Other Instrument |
| Miami-Dade County, Florida                                                                       | 2031-10-01      | 0.0000%  | 0.0000% | $50000.00          | $41122.00          | Other Instrument |
| MIAMI-DADE CNTY FL HSG FIN AUTH MF HSG REVENUE                                                   | 2040-08-01      | 4.0500%  | 0.0000% | $85000.00          | $86275.00          | Other Instrument |
| MIAMI-DADE CNTY FL HLTH FACS AUTH HOSP REVENUE                                                   | 2042-08-01      | 4.0000%  | 0.0000% | $205000.00         | $204737.00         | Other Instrument |
| MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                                  | 2038-07-01      | 3.0000%  | 0.0000% | $120000.00         | $112930.00         | Other Instrument |
| MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                                      | 2048-06-30      | 5.0000%  | 0.0000% | $100000.00         | $97615.00          | Other Instrument |
| MILLBRAE CA SCH DIST                                                                             | 2037-07-01      | 0.0000%  | 0.0000% | $30000.00          | $20852.00          | Other Instrument |
| MINNEAPOLIS MN SPL SCH DIST #1                                                                   | 2035-02-01      | 5.0000%  | 0.0000% | $40000.00          | $47712.00          | Other Instrument |
| MINNESOTA ST PUBLIC FACS AUTH REVOLVING FUND REVENUE                                             | 2030-03-01      | 5.0000%  | 0.0000% | $45000.00          | $50800.00          | Other Instrument |
| MINNESOTA ST                                                                                     | 2034-08-01      | 5.0000%  | 0.0000% | $30000.00          | $35766.00          | Other Instrument |
| MINNESOTA ST                                                                                     | 2041-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11260.00          | Other Instrument |
| MISSION TX                                                                                       | 2040-02-15      | 3.0000%  | 0.0000% | $150000.00         | $141032.00         | Other Instrument |
| MONT BELVIEU TX                                                                                  | 2038-08-15      | 5.0000%  | 0.0000% | $40000.00          | $45904.00          | Other Instrument |
| MONTANA ST FAC FIN AUTH HLTH CARE FACS REVENUE                                                   | 2040-07-01      | 3.0000%  | 0.0000% | $265000.00         | $241888.00         | Other Instrument |
| MONTANA ST BRD OF RGTS HGR EDU REVENUE                                                           | 2031-11-15      | 5.0000%  | 0.0000% | $35000.00          | $36857.00          | Other Instrument |
| MONTAUK NY UNION FREE SCH DIST                                                                   | 2030-07-15      | 4.0000%  | 0.0000% | $75000.00          | $78986.00          | Other Instrument |
| County Of Montgomery, Pennsylvania                                                               | 2035-07-01      | 3.0000%  | 0.0000% | $50000.00          | $49949.00          | Other Instrument |
| MONTGOMERY CNTY TN                                                                               | 2032-04-01      | 5.0000%  | 0.0000% | $170000.00         | $193645.00         | Other Instrument |
| MONTGOMERY CNTY TX MUNI UTILITY DIST #99                                                         | 2035-09-01      | 4.5000%  | 0.0000% | $20000.00          | $21224.00          | Other Instrument |
| MONTGOMERY CNTY TX MUNI UTILITY DIST NO 165                                                      | 2042-09-01      | 4.0000%  | 0.0000% | $30000.00          | $30141.00          | Other Instrument |
| MONTROSE MI CMNTY SCHS                                                                           | 2047-05-01      | 5.0000%  | 0.0000% | $390000.00         | $417187.00         | Other Instrument |
| MOUNT KISCO NY                                                                                   | 2033-06-01      | 5.0000%  | 0.0000% | $45000.00          | $50488.00          | Other Instrument |
| MOUNT PLEASANT TX                                                                                | 2038-05-15      | 3.0000%  | 0.0000% | $130000.00         | $123036.00         | Other Instrument |
| MOUNT PLEASANT TX                                                                                | 2030-05-15      | 5.0000%  | 0.0000% | $30000.00          | $33157.00          | Other Instrument |
| Multnomah County School District No. 1J (Portland Public Schools)                                | 2031-06-15      | 5.0000%  | 0.0000% | $45000.00          | $51243.00          | Other Instrument |
| MUNICIPAL ENERGY AGENCY OF NEBRASKA                                                              | 2030-04-01      | 5.0000%  | 0.0000% | $35000.00          | $38947.00          | Other Instrument |
| NANUET NY UNION FREE SCH DIST                                                                    | 2034-02-15      | 4.0000%  | 0.0000% | $50000.00          | $54657.00          | Other Instrument |
| County of Nassau, New York                                                                       | 2033-04-01      | 5.0000%  | 0.0000% | $40000.00          | $41819.00          | Other Instrument |
| Nassau County Interim Finance Authority                                                          | 2033-11-15      | 5.0000%  | 0.0000% | $120000.00         | $137626.00         | Other Instrument |
| NATIONAL FIN AUTH NH FEDERAL LEASE REVENUE                                                       | 2032-04-01      | 3.3000%  | 0.0000% | $3130000.00        | $2287524.00        | Other Instrument |
| NATIONAL FIN AUTH NH REVENUE                                                                     | 2045-07-01      | 3.7500%  | 0.0000% | $3805000.00        | $3177771.00        | Other Instrument |
| NEBRASKA INVESTMENT FINANCE AUTHORITY                                                            | 2049-09-01      | 4.0000%  | 0.0000% | $60000.00          | $61244.00          | Other Instrument |
| NEEDVILLE TX INDEP SCH DIST                                                                      | 2053-08-15      | 4.2500%  | 0.0000% | $65000.00          | $62509.00          | Other Instrument |
| NEILLSVILLE WI SCH DIST                                                                          | 2038-04-01      | 4.0000%  | 0.0000% | $35000.00          | $36363.00          | Other Instrument |
| NEW BEDFORD MA                                                                                   | 2043-09-01      | 3.3750%  | 0.0000% | $70000.00          | $63887.00          | Other Instrument |
| NEW BREMEN OH LOCAL SCH DIST                                                                     | 2047-12-01      | 3.5000%  | 0.0000% | $40000.00          | $33571.00          | Other Instrument |
| NEW HAMPSHIRE ST MUNI BOND BANK                                                                  | 2037-08-15      | 3.0000%  | 0.0000% | $100000.00         | $96381.00          | Other Instrument |
| County of New Hanover, North Carolina                                                            | 2039-02-01      | 2.3750%  | 0.0000% | $50000.00          | $43568.00          | Other Instrument |
| NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                                   | 2049-07-01      | 3.0000%  | 0.0000% | $155000.00         | $111179.00         | Other Instrument |
| New Jersey Educational Facilities Authority                                                      | 2032-09-01      | 3.7860%  | 0.0000% | $1406000.00        | $1369823.00        | Other Instrument |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                                                   | 2032-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11292.00          | Other Instrument |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                                                   | 2039-06-15      | 5.2500%  | 0.0000% | $40000.00          | $46273.00          | Other Instrument |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                                                   | 2034-06-15      | 5.0000%  | 0.0000% | $70000.00          | $82326.00          | Other Instrument |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                                                   | 2036-06-15      | 5.0000%  | 0.0000% | $30000.00          | $35381.00          | Other Instrument |
| New Mexico Finance Authority                                                                     | 2030-06-01      | 5.0000%  | 0.0000% | $175000.00         | $196232.00         | Other Instrument |
| New Mexico Finance Authority                                                                     | 2037-06-01      | 5.0000%  | 0.0000% | $40000.00          | $45587.00          | Other Instrument |
| New Mexico Finance Authority                                                                     | 2036-06-01      | 5.0000%  | 0.0000% | $35000.00          | $40833.00          | Other Instrument |
| New Mexico Finance Authority                                                                     | 2041-06-01      | 5.0000%  | 0.0000% | $30000.00          | $33784.00          | Other Instrument |
| NEW MEXICO ST MTGE FIN AUTH                                                                      | 2055-09-01      | 5.5000%  | 0.0000% | $35000.00          | $38769.00          | Other Instrument |
| NEW MEXICO ST SEVERANCE TAX                                                                      | 2030-07-01      | 5.0000%  | 0.0000% | $40000.00          | $44603.00          | Other Instrument |
| City of New Orleans                                                                              | 2045-12-01      | 5.0000%  | 0.0000% | $60000.00          | $62527.00          | Other Instrument |
| City of New York                                                                                 | 2044-03-01      | 5.0000%  | 0.0000% | $15000.00          | $15961.00          | Other Instrument |
| City of New York                                                                                 | 2039-03-01      | 5.0000%  | 0.0000% | $30000.00          | $33991.00          | Other Instrument |
| City of New York                                                                                 | 2032-10-01      | 4.3900%  | 0.0000% | $5005000.00        | $5051489.00        | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                   | 2038-11-01      | 5.2500%  | 0.0000% | $55000.00          | $62342.00          | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                   | 2037-05-01      | 5.0000%  | 0.0000% | $80000.00          | $90740.00          | Other Instrument |
| NEW YORK CITY HOUSING DEVELOPMENT CORPORATION                                                    | 2042-11-01      | 3.5500%  | 0.0000% | $125000.00         | $118286.00         | Other Instrument |
| NEW YORK CITY HOUSING DEVELOPMENT CORPORATION                                                    | 2042-11-01      | 3.6000%  | 0.0000% | $55000.00          | $52539.00          | Other Instrument |
| NEW YORK CITY HOUSING DEVELOPMENT CORPORATION                                                    | 2047-11-01      | 3.4000%  | 0.0000% | $30000.00          | $24912.00          | Other Instrument |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                                                  | 2043-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11059.00          | Other Instrument |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                                                  | 2042-06-15      | 4.0000%  | 0.0000% | $55000.00          | $55127.00          | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                                          | 2033-07-15      | 5.0000%  | 0.0000% | $65000.00          | $73606.00          | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                                       | 2044-11-01      | 5.0000%  | 0.0000% | $60000.00          | $65217.00          | Other Instrument |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                                       | 2039-11-01      | 5.0000%  | 0.0000% | $150000.00         | $170927.00         | Other Instrument |
| New York State Environmental Facilities Corporation                                              | 2045-06-15      | 5.2500%  | 0.0000% | $70000.00          | $77484.00          | Other Instrument |
| NEW YORK STATE HOUSING FINANCE AGENCY                                                            | 2052-11-01      | 4.2000%  | 0.0000% | $75000.00          | $70938.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2038-03-15      | 5.0000%  | 0.0000% | $195000.00         | $223595.00         | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2040-03-15      | 5.0000%  | 0.0000% | $100000.00         | $115515.00         | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2030-03-15      | 5.0000%  | 0.0000% | $105000.00         | $118695.00         | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2038-03-15      | 5.0000%  | 0.0000% | $35000.00          | $41263.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2034-10-01      | 5.0000%  | 0.0000% | $40000.00          | $41339.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2046-10-01      | 3.7500%  | 0.0000% | $20000.00          | $18330.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2031-02-15      | 5.0000%  | 0.0000% | $30000.00          | $31089.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2037-03-15      | 5.0000%  | 0.0000% | $75000.00          | $87584.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2039-03-15      | 5.0000%  | 0.0000% | $40000.00          | $46072.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2032-03-15      | 5.0000%  | 0.0000% | $55000.00          | $62737.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2033-03-15      | 5.0000%  | 0.0000% | $75000.00          | $85172.00          | Other Instrument |
| DORMITORY AUTHORITY OF THE STATE OF NEW YORK                                                     | 2037-03-15      | 5.0000%  | 0.0000% | $35000.00          | $41434.00          | Other Instrument |
| EMPIRE STATE DEVELOPMENT CORPORATION                                                             | 2033-03-15      | 3.9000%  | 0.0000% | $6805000.00        | $6745218.00        | Other Instrument |
| City of Newark                                                                                   | 2029-11-01      | 4.2000%  | 0.0000% | $1380000.00        | $1403340.00        | Other Instrument |
| NORFOLK MA                                                                                       | 2048-04-01      | 4.0000%  | 0.0000% | $30000.00          | $29015.00          | Other Instrument |
| NORTH DAKOTA ST PUBLIC FIN AUTH                                                                  | 2042-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11085.00          | Other Instrument |
| NORTH DAKOTA ST UNIV REVENUE                                                                     | 2031-04-01      | 2.5000%  | 0.0000% | $30000.00          | $29880.00          | Other Instrument |
| NORTH RIDGEVILLE OH CITY SCH DIST                                                                | 2032-12-01      | 4.0000%  | 0.0000% | $30000.00          | $32229.00          | Other Instrument |
| NORTH SLOPE BORO AK                                                                              | 2031-06-30      | 5.0000%  | 0.0000% | $90000.00          | $102079.00         | Other Instrument |
| N TEXAS ST MUNI WTR DIST REGL SOL WST DISP SYS REVENUE                                           | 2027-09-01      | 5.0000%  | 0.0000% | $35000.00          | $37217.00          | Other Instrument |
| Sacramento County Sanitation Districts Financing Authority                                       | 2039-12-01      | 5.0000%  | 0.0000% | $60000.00          | $70924.00          | Other Instrument |
| NOVATO CA UNIF SCH DIST                                                                          | 2041-08-01      | 2.1250%  | 0.0000% | $30000.00          | $23327.00          | Other Instrument |
| NUTLEY NJ SCH DIST                                                                               | 2030-07-15      | 5.0000%  | 0.0000% | $270000.00         | $299906.00         | Other Instrument |
| OAK LAWN IL                                                                                      | 2041-12-01      | 4.2500%  | 0.0000% | $125000.00         | $128422.00         | Other Instrument |
| OAK PARK CA UNIF SCH DIST                                                                        | 2038-08-01      | 7.1000%  | 0.0000% | $50000.00          | $63126.00          | Other Instrument |
| City of Oakland                                                                                  | 2045-07-15      | 5.7920%  | 0.0000% | $6530000.00        | $6681322.00        | Other Instrument |
| Oakland University                                                                               | 2038-03-01      | 5.0000%  | 0.0000% | $75000.00          | $86216.00          | Other Instrument |
| OCOEE FL CAPITAL IMPT REVENUE                                                                    | 2034-10-01      | 5.0000%  | 0.0000% | $40000.00          | $42222.00          | Other Instrument |
| STATE OF OHIO                                                                                    | 2032-11-01      | 5.0000%  | 0.0000% | $50000.00          | $58527.00          | Other Instrument |
| STATE OF OHIO                                                                                    | 2032-04-01      | 5.0000%  | 0.0000% | $35000.00          | $39136.00          | Other Instrument |
| STATE OF OHIO                                                                                    | 2030-04-01      | 5.0000%  | 0.0000% | $165000.00         | $185329.00         | Other Instrument |
| OKEECHOBEE CNTY FL HALF-CENT SALES TAX REVENUE                                                   | 2054-09-01      | 4.2500%  | 0.0000% | $45000.00          | $43816.00          | Other Instrument |
| OKLAHOMA CITY OK WTR UTILITIES TRUST UTILITY SYS REVENUE                                         | 2055-07-01      | 5.0000%  | 0.0000% | $325000.00         | $342510.00         | Other Instrument |
| Oklahoma County, Oklahoma                                                                        | 2030-05-01      | 4.0000%  | 0.0000% | $15000.00          | $16123.00          | Other Instrument |
| Oklahoma Capitol Improvement Authority                                                           | 2029-07-01      | 5.0000%  | 0.0000% | $130000.00         | $141744.00         | Other Instrument |
| Oklahoma Water Resources Board                                                                   | 2038-04-01      | 5.0000%  | 0.0000% | $110000.00         | $126817.00         | Other Instrument |
| OLDHAM KY SCH DIST FIN CORP                                                                      | 2033-08-01      | 4.0000%  | 0.0000% | $35000.00          | $38111.00          | Other Instrument |
| OLIVENHAIN CA MUNI WTR DIST WTR REVENUE                                                          | 2028-06-01      | 4.0000%  | 0.0000% | $60000.00          | $60797.00          | Other Instrument |
| OMAHA NE                                                                                         | 2036-04-15      | 5.0000%  | 0.0000% | $35000.00          | $40046.00          | Other Instrument |
| OMAHA PUBLIC POWER DISTRICT                                                                      | 2043-02-01      | 5.0000%  | 0.0000% | $30000.00          | $33027.00          | Other Instrument |
| OMAHA PUBLIC POWER DISTRICT                                                                      | 2037-02-01      | 5.0000%  | 0.0000% | $100000.00         | $117113.00         | Other Instrument |
| OMAHA PUBLIC POWER DISTRICT                                                                      | 2044-02-01      | 5.0000%  | 0.0000% | $50000.00          | $54811.00          | Other Instrument |
| ONALASKA WI SCH DIST                                                                             | 2038-04-01      | 4.0000%  | 0.0000% | $45000.00          | $46989.00          | Other Instrument |
| ORANGETOWN NY                                                                                    | 2037-06-15      | 4.0000%  | 0.0000% | $60000.00          | $63417.00          | Other Instrument |
| ORCHARD CA SCH DIST                                                                              | 2036-08-01      | 5.0000%  | 0.0000% | $215000.00         | $248274.00         | Other Instrument |
| ORCUTT CA UNION SCH DIST                                                                         | 2039-08-01      | 2.1250%  | 0.0000% | $225000.00         | $182161.00         | Other Instrument |
| Oregon Health and Science University                                                             | 2046-07-01      | 4.0000%  | 0.0000% | $30000.00          | $28049.00          | Other Instrument |
| State of Oregon                                                                                  | 2033-05-01      | 5.0000%  | 0.0000% | $30000.00          | $33425.00          | Other Instrument |
| State of Oregon                                                                                  | 2034-05-01      | 5.0000%  | 0.0000% | $60000.00          | $71770.00          | Other Instrument |
| State of Oregon                                                                                  | 2037-06-01      | 5.0000%  | 0.0000% | $35000.00          | $41228.00          | Other Instrument |
| ORLAND PARK IL                                                                                   | 2037-12-01      | 5.0000%  | 0.0000% | $65000.00          | $74749.00          | Other Instrument |
| City of Orlando                                                                                  | 2034-11-01      | 5.0000%  | 0.0000% | $15000.00          | $17573.00          | Other Instrument |
| City of Orlando                                                                                  | 2050-11-01      | 5.5000%  | 0.0000% | $260000.00         | $282193.00         | Other Instrument |
| ORLANDO FL WTR RECLAMATION SYSTEM REVENUE                                                        | 2033-10-01      | 5.0000%  | 0.0000% | $45000.00          | $53401.00          | Other Instrument |
| OSCEOLA CNTY FL TRANSPRTN REVENUE                                                                | 2041-10-01      | 0.0000%  | 0.0000% | $30000.00          | $15145.00          | Other Instrument |
| OVERTON CNTY TN                                                                                  | 2036-04-01      | 5.0000%  | 0.0000% | $255000.00         | $289231.00         | Other Instrument |
| PADUCAH KY                                                                                       | 2039-12-01      | 4.0000%  | 0.0000% | $165000.00         | $170345.00         | Other Instrument |
| Pajaro Valley Unified School District                                                            | 2046-08-01      | 4.0000%  | 0.0000% | $75000.00          | $73969.00          | Other Instrument |
| Palmdale School District                                                                         | 2032-08-01      | 0.0000%  | 0.0000% | $50000.00          | $41322.00          | Other Instrument |
| Palmdale School District                                                                         | 2037-08-01      | 0.0000%  | 0.0000% | $30000.00          | $19989.00          | Other Instrument |
| PARADISE TX INDEP SCH DIST                                                                       | 2028-08-15      | 5.0000%  | 0.0000% | $45000.00          | $49062.00          | Other Instrument |
| PARIS TX                                                                                         | 2039-06-15      | 5.0000%  | 0.0000% | $30000.00          | $33524.00          | Other Instrument |
| PARIS TX                                                                                         | 2054-06-15      | 4.2500%  | 0.0000% | $190000.00         | $183715.00         | Other Instrument |
| PASADENA CA PUBLIC FING AUTH LEASE REVENUE                                                       | 2048-06-01      | 0.0000%  | 0.0000% | $390000.00         | $137186.00         | Other Instrument |
| PASADENA TX                                                                                      | 2036-02-15      | 3.1250%  | 0.0000% | $10000.00          | $10144.00          | Other Instrument |
| PEACE RIVER/MANASOTA FL REGL WTR SPLY AUTH                                                       | 2040-10-01      | 5.0000%  | 0.0000% | $35000.00          | $39776.00          | Other Instrument |
| County of Pender                                                                                 | 2034-04-01      | 5.0000%  | 0.0000% | $50000.00          | $59520.00          | Other Instrument |
| PENN IN HIGH SCH BLDG CORP                                                                       | 2032-07-15      | 4.0000%  | 0.0000% | $35000.00          | $36618.00          | Other Instrument |
| PENNSAUKEN TWP NJ                                                                                | 2041-03-01      | 4.0000%  | 0.0000% | $35000.00          | $36134.00          | Other Instrument |
| PENNSYLVANIA ST                                                                                  | 2039-05-01      | 2.0000%  | 0.0000% | $190000.00         | $152882.00         | Other Instrument |
| PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE                                                    | 2037-05-01      | 3.0000%  | 0.0000% | $125000.00         | $111216.00         | Other Instrument |
| PENNSYLVANIA TURNPIKE COMMISSION                                                                 | 2032-12-01      | 5.0000%  | 0.0000% | $50000.00          | $58246.00          | Other Instrument |
| PENNSYLVANIA TURNPIKE COMMISSION                                                                 | 2036-12-01      | 5.0000%  | 0.0000% | $30000.00          | $34621.00          | Other Instrument |
| PENSACOLA FL ARPT REVENUE                                                                        | 2050-10-01      | 5.5000%  | 0.0000% | $315000.00         | $336778.00         | Other Instrument |
| PERRYTON TX INDEP SCH DIST                                                                       | 2048-08-15      | 4.1250%  | 0.0000% | $75000.00          | $73057.00          | Other Instrument |
| PFLUGERVILLE TX                                                                                  | 2039-08-01      | 5.0000%  | 0.0000% | $30000.00          | $33632.00          | Other Instrument |
| PFLUGERVILLE TX                                                                                  | 2041-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11341.00          | Other Instrument |
| PHILADELPHIA GAS WORKS                                                                           | 2035-10-01      | 4.0000%  | 0.0000% | $30000.00          | $30527.00          | Other Instrument |
| PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE                                                       | 2034-07-01      | 5.0000%  | 0.0000% | $45000.00          | $50708.00          | Other Instrument |
| PHOENIX AZ CIVIC IMPT CORP EXCISE TAX REVENUE                                                    | 2038-07-01      | 5.0000%  | 0.0000% | $270000.00         | $310356.00         | Other Instrument |
| PHOENIX AZ CIVIC IMPT CORP EXCISE TAX REVENUE                                                    | 2039-07-01      | 5.0000%  | 0.0000% | $50000.00          | $57016.00          | Other Instrument |
| PHOENIX AZ CIVIC IMPT CORP EXCISE TAX REVENUE                                                    | 2042-07-01      | 5.0000%  | 0.0000% | $50000.00          | $55392.00          | Other Instrument |
| THE INDUSTRIAL DEVELOPMENT AUTHORITY OF THE CITY OF PHOENIX, ARIZONA                             | 2044-10-31      | 5.0000%  | 0.0000% | $95000.00          | $101424.00         | Other Instrument |
| PHOENIXVILLE PA AREA SCH DIST                                                                    | 2039-11-15      | 4.0000%  | 0.0000% | $30000.00          | $30862.00          | Other Instrument |
| Piedmont Municipal Power Agency                                                                  | 2029-01-01      | 5.0000%  | 0.0000% | $35000.00          | $37481.00          | Other Instrument |
| PIGEON FORGE TN                                                                                  | 2033-06-01      | 5.0000%  | 0.0000% | $75000.00          | $87505.00          | Other Instrument |
| PIMA CNTY AZ SWR REVENUE                                                                         | 2032-07-01      | 5.0000%  | 0.0000% | $50000.00          | $57664.00          | Other Instrument |
| PINE TREE TX INDEP SCH DIST                                                                      | 2037-02-15      | 5.0000%  | 0.0000% | $40000.00          | $45643.00          | Other Instrument |
| Sports & Exhibition Authority of Pittsburgh and Allegheny County                                 | 2029-02-01      | 5.0000%  | 0.0000% | $70000.00          | $76487.00          | Other Instrument |
| PLUMAS CA UNIF SCH DIST                                                                          | 2048-08-01      | 4.0000%  | 0.0000% | $155000.00         | $139690.00         | Other Instrument |
| PLYMOUTH MA                                                                                      | 2039-06-15      | 4.0000%  | 0.0000% | $30000.00          | $31509.00          | Other Instrument |
| POLK CNTY FL UTILITY SYS REVENUE                                                                 | 2037-10-01      | 5.0000%  | 0.0000% | $80000.00          | $88591.00          | Other Instrument |
| Port of Everett                                                                                  | 2046-12-01      | 2.7500%  | 0.0000% | $30000.00          | $21604.00          | Other Instrument |
| PORT OF OAKLAND CA                                                                               | 2031-05-01      | 2.1990%  | 0.0000% | $2325000.00        | $2076709.00        | Other Instrument |
| PORT OF PORT ARTHUR TX NAV DIST                                                                  | 2047-03-01      | 3.8750%  | 0.0000% | $35000.00          | $30809.00          | Other Instrument |
| Port of Seattle                                                                                  | 2031-06-01      | 5.0000%  | 0.0000% | $100000.00         | $113723.00         | Other Instrument |
| Port of Seattle                                                                                  | 2032-05-01      | 3.5710%  | 0.0000% | $1000000.00        | $968738.00         | Other Instrument |
| PUBLIC FINANCE AUTHORITY                                                                         | 2054-01-31      | 8.5000%  | 0.0000% | $3130000.00        | $3223453.00        | Other Instrument |
| PUBLIC FINANCE AUTHORITY                                                                         | 2038-10-01      | 4.2500%  | 0.0000% | $10000.00          | $3100.00           | Other Instrument |
| Commonwealth of Puerto Rico                                                                      | 2051-11-01      | 0.0000%  | 0.0000% | $13310.00          | $2985.00           | Other Instrument |
| Commonwealth of Puerto Rico                                                                      | 2051-11-01      | 0.0000%  | 0.0000% | $30085680.00       | $6747015.00        | Other Instrument |
| PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                                                | 2058-07-01      | 5.0000%  | 0.0000% | $3470000.00        | $3403056.00        | Other Instrument |
| QUINCY MA                                                                                        | 2037-01-15      | 3.0000%  | 0.0000% | $30000.00          | $28652.00          | Other Instrument |
| City of Raleigh, North Carolina                                                                  | 2037-06-01      | 2.1250%  | 0.0000% | $100000.00         | $86605.00          | Other Instrument |
| RED OAK TX INDEP SCH DIST                                                                        | 2053-02-15      | 4.0000%  | 0.0000% | $245000.00         | $228877.00         | Other Instrument |
| REEDSBURG WI SCH DIST                                                                            | 2037-04-01      | 5.0000%  | 0.0000% | $75000.00          | $87774.00          | Other Instrument |
| City of Reno                                                                                     | 2031-06-01      | 5.0000%  | 0.0000% | $85000.00          | $96665.00          | Other Instrument |
| Regional Transportation Authority, Cook, Dupage, Kane, Lake, McHenry And Will Counties, Illinois | 2028-06-01      | 5.0000%  | 0.0000% | $30000.00          | $30482.00          | Other Instrument |
| RICE TX CONSOL INDEP SCH DIST                                                                    | 2048-02-15      | 3.6250%  | 0.0000% | $100000.00         | $89497.00          | Other Instrument |
| RICHLAND WI SCH DIST                                                                             | 2035-03-01      | 5.0000%  | 0.0000% | $35000.00          | $40937.00          | Other Instrument |
| RICHMOND VA                                                                                      | 2031-07-15      | 5.0000%  | 0.0000% | $220000.00         | $245774.00         | Other Instrument |
| RIVER CITY INC KY PKG AUTH REVENUE                                                               | 2039-12-01      | 3.0000%  | 0.0000% | $270000.00         | $250870.00         | Other Instrument |
| RIVERSIDE CA WTR REVENUE                                                                         | 2036-10-01      | 5.0000%  | 0.0000% | $35000.00          | $41197.00          | Other Instrument |
| Economic Development Authority of the City of Roanoke, Virginia                                  | 2034-07-01      | 5.0000%  | 0.0000% | $40000.00          | $46649.00          | Other Instrument |
| ROCKWALL INDEPENDENT SCHOOL DISTRICT PUBLIC FACILI                                               | 2031-02-15      | 5.0000%  | 0.0000% | $35000.00          | $40245.00          | Other Instrument |
| ROME GA BLDG AUTH REVENUE                                                                        | 2036-03-01      | 5.0000%  | 0.0000% | $35000.00          | $40668.00          | Other Instrument |
| ROSEBUD-LOTT TX INDEP SCH DIST                                                                   | 2037-02-15      | 5.0000%  | 0.0000% | $35000.00          | $41107.00          | Other Instrument |
| SABINE PASS TX INDEP SCH DIST                                                                    | 2036-08-15      | 5.0000%  | 0.0000% | $55000.00          | $63693.00          | Other Instrument |
| SAGINAW VLY MI ST UNIV REVENUE                                                                   | 2036-07-01      | 3.3750%  | 0.0000% | $30000.00          | $30088.00          | Other Instrument |
| St. Louis County, Missouri                                                                       | 2035-12-01      | 5.0000%  | 0.0000% | $45000.00          | $49203.00          | Other Instrument |
| SAINT LOUIS MO ARPT REVENUE                                                                      | 2038-07-01      | 5.0000%  | 0.0000% | $45000.00          | $50054.00          | Other Instrument |
| SAINT LOUIS MO BRD OF EDU                                                                        | 2037-04-01      | 5.0000%  | 0.0000% | $30000.00          | $33805.00          | Other Instrument |
| SAINT PAUL MN INDEP SCH DIST #625 COPS                                                           | 2037-02-01      | 2.5000%  | 0.0000% | $50000.00          | $44934.00          | Other Instrument |
| SAINT PAUL MN PORT AUTH                                                                          | 2036-02-01      | 5.0000%  | 0.0000% | $45000.00          | $51557.00          | Other Instrument |
| SALEM OH CITY SCH DIST                                                                           | 2036-11-01      | 5.0000%  | 0.0000% | $30000.00          | $33627.00          | Other Instrument |
| SALES TAX SECURITIZATION CORP IL                                                                 | 2031-01-01      | 5.0000%  | 0.0000% | $30000.00          | $32609.00          | Other Instrument |
| Saline Area Schools                                                                              | 2039-05-01      | 5.0000%  | 0.0000% | $65000.00          | $73227.00          | Other Instrument |
| SALT LAKE CITY UT SALES & EXCISE TAX REVENUE                                                     | 2038-10-01      | 5.0000%  | 0.0000% | $85000.00          | $95947.00          | Other Instrument |
| Salt River Project Agricultural Improvement and Power District                                   | 2054-01-01      | 5.2500%  | 0.0000% | $6365000.00        | $6746831.00        | Other Instrument |
| Salt River Project Agricultural Improvement and Power District                                   | 2032-01-01      | 5.0000%  | 0.0000% | $385000.00         | $442691.00         | Other Instrument |
| City of San Antonio, acting by and through City Public Service Board                             | 2041-02-01      | 5.0000%  | 0.0000% | $150000.00         | $170832.00         | Other Instrument |
| SAN DIEGO CA UNIF SCH DIST                                                                       | 2036-07-01      | 5.0000%  | 0.0000% | $30000.00          | $35502.00          | Other Instrument |
| SAN DIEGO CNTY CA REGL ARPT AUTH AIRPORT REVENUE                                                 | 2046-07-01      | 4.0000%  | 0.0000% | $60000.00          | $55105.00          | Other Instrument |
| San Diego County Regional Transportation Commission                                              | 2038-04-01      | 5.0000%  | 0.0000% | $250000.00         | $292972.00         | Other Instrument |
| SAN FRANCISCO CITY & CNTY CA UNIF SCH DIST                                                       | 2032-06-15      | 5.0000%  | 0.0000% | $100000.00         | $112125.00         | Other Instrument |
| City of San Jose, California                                                                     | 2045-09-01      | 5.0000%  | 0.0000% | $45000.00          | $50680.00          | Other Instrument |
| SAN JOSE CA FING AUTH LEASE REVENUE                                                              | 2036-06-01      | 2.7620%  | 0.0000% | $3220000.00        | $2711551.00        | Other Instrument |
| SAN LEANDRO CA PUBLIC FING AUTH LEASE REVENUE                                                    | 2048-11-01      | 4.0000%  | 0.0000% | $45000.00          | $43668.00          | Other Instrument |
| SAN MARCOS TX CONSOL INDEP SCH DIST                                                              | 2028-08-01      | 5.0000%  | 0.0000% | $40000.00          | $43648.00          | Other Instrument |
| SAN RAFAEL CA ELEM SCH DIST                                                                      | 2044-08-01      | 5.0000%  | 0.0000% | $75000.00          | $83464.00          | Other Instrument |
| SAN RAMON VLY CA FIRE PROT DIST COPS                                                             | 2034-08-01      | 4.0000%  | 0.0000% | $35000.00          | $37840.00          | Other Instrument |
| SANGER TX                                                                                        | 2033-05-01      | 4.0000%  | 0.0000% | $45000.00          | $48337.00          | Other Instrument |
| SANTA CLARA VALLEY TRANSPORTATION AUTHORITY                                                      | 2033-04-01      | 5.0000%  | 0.0000% | $140000.00         | $170244.00         | Other Instrument |
| SANTA CLARITA CA PUBLIC FIN AUTH LEASE REVENUE                                                   | 2038-06-01      | 3.0000%  | 0.0000% | $75000.00          | $73457.00          | Other Instrument |
| SARASOTA CNTY FL CAPITAL IMPT REVENUE                                                            | 2037-10-01      | 5.0000%  | 0.0000% | $50000.00          | $57505.00          | Other Instrument |
| City of Schertz                                                                                  | 2037-02-01      | 5.0000%  | 0.0000% | $95000.00          | $111369.00         | Other Instrument |
| SCH FACS FING AUTH CA REVENUE                                                                    | 2042-08-01      | 0.0000%  | 0.0000% | $30000.00          | $15341.00          | Other Instrument |
| SCHOOLCRAFT CLG MI CLG FACS                                                                      | 2037-05-01      | 3.0000%  | 0.0000% | $220000.00         | $217656.00         | Other Instrument |
| SEDONA AZ EXCISE TAX REVENUE                                                                     | 2030-07-01      | 5.0000%  | 0.0000% | $80000.00          | $88851.00          | Other Instrument |
| Shelby County, Tennessee                                                                         | 2034-04-01      | 5.0000%  | 0.0000% | $60000.00          | $69254.00          | Other Instrument |
| Shelby County, Tennessee                                                                         | 2033-04-01      | 5.0000%  | 0.0000% | $75000.00          | $88490.00          | Other Instrument |
| SHERBURNE CNTY MN                                                                                | 2039-02-01      | 3.2500%  | 0.0000% | $75000.00          | $74641.00          | Other Instrument |
| SHERMAN TX                                                                                       | 2042-08-15      | 5.0000%  | 0.0000% | $75000.00          | $82859.00          | Other Instrument |
| SHREVEPORT LA WTR & SWR REVENUE                                                                  | 2041-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5014.00           | Other Instrument |
| SIERRA RIDGE MET DIST #2 CO                                                                      | 2042-12-01      | 4.0000%  | 0.0000% | $25000.00          | $25057.00          | Other Instrument |
| SKAGIT CNTY WA CONSOL SCH DIST #320 MOUNT VERNON                                                 | 2035-12-01      | 3.0000%  | 0.0000% | $30000.00          | $29511.00          | Other Instrument |
| SLIDELL TX INDEP SCH DIST                                                                        | 2043-08-15      | 5.0000%  | 0.0000% | $35000.00          | $38273.00          | Other Instrument |
| SNOHOMISH CNTY WA PUBLIC UTILITY DIST #1 ELEC REVENUE                                            | 2037-12-01      | 5.0000%  | 0.0000% | $30000.00          | $35310.00          | Other Instrument |
| Solano Community College District                                                                | 2045-08-01      | 5.0000%  | 0.0000% | $440000.00         | $484087.00         | Other Instrument |
| SOUTH BROWARD FL HOSP DIST                                                                       | 2040-05-01      | 4.0000%  | 0.0000% | $195000.00         | $196932.00         | Other Instrument |
| SOUTH DAKOTA HEALTH AND EDUCATIONAL FACILITIES AUTHORITY                                         | 2037-09-01      | 3.5000%  | 0.0000% | $135000.00         | $136341.00         | Other Instrument |
| SOUTH DAKOTA HEALTH AND EDUCATIONAL FACILITIES AUTHORITY                                         | 2031-07-01      | 5.0000%  | 0.0000% | $30000.00          | $33465.00          | Other Instrument |
| S JORDAN UT SPL ASSMNT                                                                           | 2036-11-01      | 3.1250%  | 0.0000% | $30000.00          | $18754.00          | Other Instrument |
| SOUTH PLAINFIELD NJ SCH DIST                                                                     | 2035-09-15      | 3.0000%  | 0.0000% | $25000.00          | $24780.00          | Other Instrument |
| SOUTH REDFORD MI SCH DIST                                                                        | 2037-05-01      | 5.0000%  | 0.0000% | $85000.00          | $98095.00          | Other Instrument |
| S REGL GA JT DEV AUTH REVENUE                                                                    | 2038-08-01      | 4.0000%  | 0.0000% | $30000.00          | $30932.00          | Other Instrument |
| SOUTH SAN ANTONIO TX INDEP SCH DIST                                                              | 2037-08-15      | 3.0000%  | 0.0000% | $30000.00          | $28960.00          | Other Instrument |
| SOUTHEASTERN PENNSYLVANIA TRANSPORTATION AUTHORITY                                               | 2038-06-01      | 5.0000%  | 0.0000% | $60000.00          | $66901.00          | Other Instrument |
| STHRN UT VLY PWR SYS TRANSMISSION SYS REVENUE                                                    | 2049-07-15      | 4.1250%  | 0.0000% | $40000.00          | $38078.00          | Other Instrument |
| SPANISH FORK CITY UT SWR REVENUE                                                                 | 2037-09-01      | 5.0000%  | 0.0000% | $50000.00          | $57194.00          | Other Instrument |
| SPARKS NV                                                                                        | 2041-05-01      | 4.2500%  | 0.0000% | $35000.00          | $36171.00          | Other Instrument |
| SPRING LAKE MI PUBLIC SCHS                                                                       | 2034-11-01      | 5.0000%  | 0.0000% | $45000.00          | $52555.00          | Other Instrument |
| SPRING W TX MUNI UTILITY DIST                                                                    | 2038-09-01      | 3.3750%  | 0.0000% | $70000.00          | $69537.00          | Other Instrument |
| SPRINGDALE AR WTR & SWR REVENUE                                                                  | 2032-09-01      | 5.0000%  | 0.0000% | $80000.00          | $90289.00          | Other Instrument |
| STOCKTON CA UNIF SCH DIST                                                                        | 2037-08-01      | 5.0000%  | 0.0000% | $75000.00          | $91876.00          | Other Instrument |
| STUTTGART AR SCH DIST #22                                                                        | 2050-02-01      | 4.1250%  | 0.0000% | $90000.00          | $87691.00          | Other Instrument |
| SUFFOLK CNTY NY                                                                                  | 2036-10-15      | 4.0000%  | 0.0000% | $40000.00          | $43212.00          | Other Instrument |
| SULLIVAN CNTY NY                                                                                 | 2044-11-15      | 3.2500%  | 0.0000% | $90000.00          | $80148.00          | Other Instrument |
| Sulphur Springs Independent School District                                                      | 2049-02-15      | 4.1250%  | 0.0000% | $100000.00         | $96951.00          | Other Instrument |
| SUMMIT CO OH                                                                                     | 2030-12-01      | 5.0000%  | 0.0000% | $50000.00          | $56480.00          | Other Instrument |
| SUN PRAIRIE WI WTR & LIGHT UTILITY REVENUE                                                       | 2030-04-01      | 5.0000%  | 0.0000% | $40000.00          | $44496.00          | Other Instrument |
| SUNNYVALE CA SCH DIST                                                                            | 2028-09-01      | 5.0000%  | 0.0000% | $20000.00          | $20782.00          | Other Instrument |
| SUNNYVALE TX SCH DIST                                                                            | 2028-02-15      | 5.0000%  | 0.0000% | $30000.00          | $32342.00          | Other Instrument |
| SWEETWATER TX INDEP SCH DIST                                                                     | 2032-02-15      | 5.0000%  | 0.0000% | $75000.00          | $87147.00          | Other Instrument |
| TACOMA WA ELEC SYS REVENUE                                                                       | 2039-01-01      | 5.0000%  | 0.0000% | $270000.00         | $305383.00         | Other Instrument |
| TALLAHASSEE FL ENERGY SYS REVENUE                                                                | 2037-10-01      | 5.0000%  | 0.0000% | $75000.00          | $88353.00          | Other Instrument |
| TAMPA BAY FL WTR REGL WTR SPLY AUTH UTILITY SYS REVENUE                                          | 2035-10-01      | 5.0000%  | 0.0000% | $30000.00          | $35655.00          | Other Instrument |
| TAMPA FL NON-AD VALOREM REVENUE                                                                  | 2037-10-01      | 3.0000%  | 0.0000% | $35000.00          | $34204.00          | Other Instrument |
| Tennessee Housing Development Agency                                                             | 2048-01-01      | 4.0000%  | 0.0000% | $40000.00          | $14466.00          | Other Instrument |
| TEXAS ST WOMANS UNIV FING SYSREVENUE                                                             | 2035-07-01      | 3.0000%  | 0.0000% | $60000.00          | $58988.00          | Other Instrument |
| THOMAS CNTY KS                                                                                   | 2034-12-01      | 2.5000%  | 0.0000% | $30000.00          | $27912.00          | Other Instrument |
| THURSTON CNTY WA                                                                                 | 2029-12-01      | 2.1250%  | 0.0000% | $10000.00          | $9793.00           | Other Instrument |
| TIMPANOGOS UT SPL SVC DIST SWR REVENUE                                                           | 2042-06-01      | 5.0000%  | 0.0000% | $50000.00          | $55131.00          | Other Instrument |
| TIMPANOGOS UT SPL SVC DIST SWR REVENUE                                                           | 2032-06-01      | 5.0000%  | 0.0000% | $50000.00          | $57743.00          | Other Instrument |
| Toho Water Authority                                                                             | 2036-10-01      | 3.1250%  | 0.0000% | $155000.00         | $155600.00         | Other Instrument |
| TOMORROW RIVER WI SCH DIST                                                                       | 2037-03-15      | 4.0000%  | 0.0000% | $35000.00          | $37051.00          | Other Instrument |
| TOOELE CNTY UT SCH DIST                                                                          | 2037-06-01      | 5.0000%  | 0.0000% | $50000.00          | $57814.00          | Other Instrument |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                                           | 2041-11-15      | 5.0000%  | 0.0000% | $20000.00          | $22195.00          | Other Instrument |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                                           | 2037-11-15      | 5.0000%  | 0.0000% | $60000.00          | $69996.00          | Other Instrument |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                                           | 2029-03-15      | 5.0000%  | 0.0000% | $205000.00         | $225130.00         | Other Instrument |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                                           | 2040-11-15      | 5.0000%  | 0.0000% | $85000.00          | $94207.00          | Other Instrument |
| TRIBOROUGH BRIDGE AND TUNNEL AUTHORITY                                                           | 2044-11-15      | 5.0000%  | 0.0000% | $40000.00          | $43423.00          | Other Instrument |
| TRINITY RIVER TX AUTH REVENUE                                                                    | 2034-02-01      | 5.0000%  | 0.0000% | $30000.00          | $35230.00          | Other Instrument |
| ULSTER CNTY NY                                                                                   | 2035-11-15      | 4.0000%  | 0.0000% | $30000.00          | $31977.00          | Other Instrument |
| County of Union, North Carolina                                                                  | 2029-09-01      | 5.0000%  | 0.0000% | $30000.00          | $33525.00          | Other Instrument |
| UNIVERSITY OF PITTSBURGH-OF THE COMMONWEALTH SYSTEM OF HIGHER EDUCATION                          | 2034-02-15      | 5.0000%  | 0.0000% | $210000.00         | $251808.00         | Other Instrument |
| The Board of Trustees of the University of Arkansas                                              | 2036-11-01      | 5.0000%  | 0.0000% | $30000.00          | $34511.00          | Other Instrument |
| University of Cincinnati                                                                         | 2038-06-01      | 4.0000%  | 0.0000% | $80000.00          | $81750.00          | Other Instrument |
| UNIV OF CALIFORNIA CA REVENUES                                                                   | 2043-05-15      | 5.0000%  | 0.0000% | $30000.00          | $33501.00          | Other Instrument |
| UNIV OF CALIFORNIA CA REVENUES                                                                   | 2036-05-15      | 5.0000%  | 0.0000% | $45000.00          | $54109.00          | Other Instrument |
| UNIVERSITY OF COLORADO HOSPITAL AUTHORITY                                                        | 2029-11-15      | 5.0000%  | 0.0000% | $150000.00         | $165622.00         | Other Instrument |
| UNIVERSITY OF DELAWARE                                                                           | 2055-11-01      | 4.3750%  | 0.0000% | $330000.00         | $325405.00         | Other Instrument |
| UNIV OF IDAHO ID REVENUES                                                                        | 2035-04-01      | 5.0000%  | 0.0000% | $30000.00          | $35682.00          | Other Instrument |
| The Board of Trustees of the University of Illinois                                              | 2034-04-01      | 3.2500%  | 0.0000% | $50000.00          | $50549.00          | Other Instrument |
| UNIV MISSISSIPPI MS EDUCTNL BLDG CORP REVENUE                                                    | 2029-10-01      | 5.0000%  | 0.0000% | $50000.00          | $55350.00          | Other Instrument |
| UNIV OF UTAH UT REVENUES                                                                         | 2037-08-01      | 5.0000%  | 0.0000% | $45000.00          | $51281.00          | Other Instrument |
| UNIV OF UTAH UT REVENUES                                                                         | 2037-08-01      | 5.0000%  | 0.0000% | $50000.00          | $56979.00          | Other Instrument |
| UNIV OF WYOMING WY UNIV REVENUES                                                                 | 2038-06-01      | 3.0000%  | 0.0000% | $180000.00         | $170418.00         | Other Instrument |
| UNIV OF WYOMING WY UNIV REVENUES                                                                 | 2036-06-01      | 4.0000%  | 0.0000% | $95000.00          | $99386.00          | Other Instrument |
| URBANA OH CITY SCH DIST                                                                          | 2042-12-01      | 3.7500%  | 0.0000% | $155000.00         | $151808.00         | Other Instrument |
| UTAH CNTY UT HOSP REVENUE                                                                        | 2047-05-15      | 4.0000%  | 0.0000% | $2500000.00        | $2288708.00        | Other Instrument |
| Utah Infrastructure Agency                                                                       | 2048-10-15      | 4.0000%  | 0.0000% | $75000.00          | $70405.00          | Other Instrument |
| UTAH ST UNIV REVENUE                                                                             | 2038-12-01      | 2.6000%  | 0.0000% | $40000.00          | $34596.00          | Other Instrument |
| VALDOSTA GA WTR & SWR REVENUE                                                                    | 2040-10-01      | 5.0000%  | 0.0000% | $95000.00          | $107786.00         | Other Instrument |
| VALPARAISO IN ECON DEV REVENUE                                                                   | 2039-08-01      | 2.7500%  | 0.0000% | $40000.00          | $35277.00          | Other Instrument |
| VAN ALSTYNE TX INDEP SCH DIST                                                                    | 2054-02-15      | 4.0000%  | 0.0000% | $70000.00          | $64870.00          | Other Instrument |
| VLG FL CDD #7 SPL ASSMNT REVENUE                                                                 | 2036-05-01      | 4.0000%  | 0.0000% | $75000.00          | $59432.00          | Other Instrument |
| VINCENNES IN WTRWKS REVENUE                                                                      | 2036-12-01      | 3.0000%  | 0.0000% | $35000.00          | $33766.00          | Other Instrument |
| VIRGINIA CLG BLDG AUTH EDUCTNL FACS REVENUE                                                      | 2040-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11401.00          | Other Instrument |
| VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE 21ST CENTURY                                      | 2034-02-01      | 5.0000%  | 0.0000% | $50000.00          | $59104.00          | Other Instrument |
| VIRGINIA ST CMWLTH TRANSPRTN BRD TRANSPRTN REVENUE                                               | 2040-05-15      | 3.0000%  | 0.0000% | $215000.00         | $195078.00         | Other Instrument |
| VIRIDIAN TX MUNI MGMT DIST                                                                       | 2029-12-01      | 1.0000%  | 0.0000% | $50000.00          | $46408.00          | Other Instrument |
| WACO TX                                                                                          | 2048-02-01      | 4.0000%  | 0.0000% | $50000.00          | $47131.00          | Other Instrument |
| WALKER CNTY AL BRD OF EDU SPL TAX SCH WARRANTS                                                   | 2038-03-01      | 5.0000%  | 0.0000% | $40000.00          | $46027.00          | Other Instrument |
| WALLED LAKE MI CONSOL SCH DIST                                                                   | 2044-05-01      | 5.0000%  | 0.0000% | $275000.00         | $298986.00         | Other Instrument |
| WALNUT CA ENERGY CENTER AUTH REVENUE                                                             | 2029-01-01      | 5.0000%  | 0.0000% | $275000.00         | $300079.00         | Other Instrument |
| WALNUT VLY CA UNIF SCH DIST                                                                      | 2029-08-01      | 4.0000%  | 0.0000% | $40000.00          | $41208.00          | Other Instrument |
| WASATCH INTEGRATED WST MGMT DIST UT SOL WST MGMT REVENUE                                         | 2027-03-01      | 5.0000%  | 0.0000% | $30000.00          | $31468.00          | Other Instrument |
| WASHINGTON CNTY TX JNR CLG DIST                                                                  | 2039-10-01      | 3.3750%  | 0.0000% | $70000.00          | $66386.00          | Other Instrument |
| WASHINGTON DC MET AREA TRANSIT AUTH DEDICATED REVENUE                                            | 2032-07-15      | 5.0000%  | 0.0000% | $320000.00         | $354052.00         | Other Instrument |
| State of Washington                                                                              | 2033-06-01      | 4.0000%  | 0.0000% | $55000.00          | $58799.00          | Other Instrument |
| State of Washington                                                                              | 2039-02-01      | 5.0000%  | 0.0000% | $100000.00         | $115775.00         | Other Instrument |
| State of Washington                                                                              | 2029-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32834.00          | Other Instrument |
| State of Washington                                                                              | 2040-08-01      | 5.0000%  | 0.0000% | $30000.00          | $34841.00          | Other Instrument |
| State of Washington                                                                              | 2037-06-01      | 5.0000%  | 0.0000% | $130000.00         | $153131.00         | Other Instrument |
| Washington Health Care Facilities Authority                                                      | 2036-07-01      | 4.0000%  | 0.0000% | $70000.00          | $70229.00          | Other Instrument |
| Washington Health Care Facilities Authority                                                      | 2042-07-01      | 4.0000%  | 0.0000% | $220000.00         | $210296.00         | Other Instrument |
| WATERTOWN MA                                                                                     | 2033-02-01      | 2.0000%  | 0.0000% | $75000.00          | $71039.00          | Other Instrument |
| WATERTOWN MA                                                                                     | 2040-06-15      | 4.0000%  | 0.0000% | $105000.00         | $108794.00         | Other Instrument |
| WAYNE CNTY PA HOSP & HLTH FACS AUTH CNTY GTD HOSP REVENUE                                        | 2046-07-01      | 4.0000%  | 0.0000% | $300000.00         | $276382.00         | Other Instrument |
| WEEHAWKEN TWP NJ BRD OF EDU                                                                      | 2036-07-15      | 3.0000%  | 0.0000% | $30000.00          | $29334.00          | Other Instrument |
| WEST BLOOMFIELD MI SCH DIST                                                                      | 2038-05-01      | 5.0000%  | 0.0000% | $405000.00         | $459671.00         | Other Instrument |
| W CONTRA COSTA CA UNIF SCH DIST                                                                  | 2036-08-01      | 5.0000%  | 0.0000% | $20000.00          | $23889.00          | Other Instrument |
| W CONTRA COSTA CA UNIF SCH DIST                                                                  | 2036-08-01      | 0.0000%  | 0.0000% | $55000.00          | $39038.00          | Other Instrument |
| City of West Fargo                                                                               | 2042-05-01      | 3.3750%  | 0.0000% | $15000.00          | $14092.00          | Other Instrument |
| WEST FELICIANA PARISH LA PARISHWIDE CONSOL SCH DIST #1                                           | 2029-03-01      | 5.0000%  | 0.0000% | $50000.00          | $54840.00          | Other Instrument |
| W HARRIS CNTY TX REGL WTR AUTH WTR SYS REVENUE                                                   | 2049-12-15      | 4.0000%  | 0.0000% | $55000.00          | $50319.00          | Other Instrument |
| WEST KNOX TN UTILITY DIST KNOX CNTY WTR & SWR REVENUE                                            | 2029-06-01      | 5.0000%  | 0.0000% | $150000.00         | $164377.00         | Other Instrument |
| WEST RANKIN MS UTIL AUTH REVENUE                                                                 | 2039-01-01      | 3.5000%  | 0.0000% | $50000.00          | $48550.00          | Other Instrument |
| WEST SACARAMENTO CA ENHANCED INFRASTRUCTURE FING DIST 1 TAX                                      | 2050-09-01      | 5.0000%  | 0.0000% | $85000.00          | $90792.00          | Other Instrument |
| WEST SENECA NY CENTRL SCH DIST                                                                   | 2037-06-15      | 4.0000%  | 0.0000% | $30000.00          | $32009.00          | Other Instrument |
| WEST VIRGINIA ST                                                                                 | 2034-06-01      | 5.0000%  | 0.0000% | $250000.00         | $271496.00         | Other Instrument |
| WEST VIRGINIA ST                                                                                 | 2036-06-01      | 5.0000%  | 0.0000% | $50000.00          | $55949.00          | Other Instrument |
| WSTRN CAROLINA NC UNIV                                                                           | 2037-04-01      | 5.0000%  | 0.0000% | $125000.00         | $147071.00         | Other Instrument |
| WSTRN MI SCH DIST                                                                                | 2046-05-01      | 5.0000%  | 0.0000% | $35000.00          | $36974.00          | Other Instrument |
| WESTFIELD WI SCH DIST                                                                            | 2041-03-01      | 5.0000%  | 0.0000% | $55000.00          | $60779.00          | Other Instrument |
| WHITTIER CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                               | 2038-11-01      | 4.0000%  | 0.0000% | $200000.00         | $202004.00         | Other Instrument |
| WILLIAM S HART CA JT SCH FING AUTH REVENUE                                                       | 2030-09-01      | 5.0000%  | 0.0000% | $30000.00          | $34634.00          | Other Instrument |
| WILLIAMSON CNTY TN                                                                               | 2033-04-01      | 5.0000%  | 0.0000% | $30000.00          | $34745.00          | Other Instrument |
| WILLIAMSON CNTY TN                                                                               | 2028-04-01      | 5.0000%  | 0.0000% | $45000.00          | $48385.00          | Other Instrument |
| WILLIAMSON CNTY TN                                                                               | 2034-04-01      | 5.0000%  | 0.0000% | $35000.00          | $41946.00          | Other Instrument |
| WILLIAMSON CNTY TN                                                                               | 2036-05-01      | 5.0000%  | 0.0000% | $70000.00          | $79554.00          | Other Instrument |
| Wilson County, Tennessee                                                                         | 2029-05-01      | 5.0000%  | 0.0000% | $60000.00          | $65894.00          | Other Instrument |
| Wilson County, Tennessee                                                                         | 2028-04-01      | 5.0000%  | 0.0000% | $140000.00         | $150409.00         | Other Instrument |
| WINDY GAP FIRMING PROJ WTR ACTIVITY ENTERPRISE CO                                                | 2033-07-15      | 5.0000%  | 0.0000% | $70000.00          | $79069.00          | Other Instrument |
| WINNECONNE WI CMNTY SCH DIST                                                                     | 2035-04-01      | 5.0000%  | 0.0000% | $50000.00          | $58853.00          | Other Instrument |
| WINTON WOODS CITY OH SCH DIST                                                                    | 2047-11-01      | 3.5000%  | 0.0000% | $135000.00         | $115204.00         | Other Instrument |
| WISCONSIN CENTER DIST WI TAX REVENUE                                                             | 2040-12-15      | 0.0000%  | 0.0000% | $125000.00         | $68090.00          | Other Instrument |
| State of Wisconsin                                                                               | 2039-05-01      | 5.0000%  | 0.0000% | $30000.00          | $34003.00          | Other Instrument |
| State of Wisconsin                                                                               | 2039-05-01      | 5.0000%  | 0.0000% | $80000.00          | $91849.00          | Other Instrument |
| WISCONSIN ST TRANSPRTN REVENUE                                                                   | 2038-07-01      | 5.0000%  | 0.0000% | $50000.00          | $56664.00          | Other Instrument |
| WISCONSIN ST TRANSPRTN REVENUE                                                                   | 2040-07-01      | 5.0000%  | 0.0000% | $70000.00          | $78176.00          | Other Instrument |
| WISCONSIN ST TRANSPRTN REVENUE                                                                   | 2029-07-01      | 5.0000%  | 0.0000% | $150000.00         | $164217.00         | Other Instrument |
| WISCONSIN HEALTH AND EDUCATIONAL FACILITIES AUTHORITY                                            | 2040-07-01      | 3.5000%  | 0.0000% | $990000.00         | $937747.00         | Other Instrument |
| WISE CNTY VA INDL DEV PUB FACS LEASE REVENUE                                                     | 2039-11-01      | 2.7500%  | 0.0000% | $105000.00         | $88894.00          | Other Instrument |
| WOODBRIDGE TWP NJ BRD OF EDU                                                                     | 2037-03-15      | 2.0000%  | 0.0000% | $50000.00          | $41497.00          | Other Instrument |
| WOOLWICH TWP NJ                                                                                  | 2037-05-01      | 4.0000%  | 0.0000% | $40000.00          | $44911.00          | Other Instrument |
| YONKERS NY                                                                                       | 2032-02-15      | 5.0000%  | 0.0000% | $75000.00          | $87310.00          | Other Instrument |
| YONKERS NY                                                                                       | 2037-03-15      | 5.0000%  | 0.0000% | $30000.00          | $34124.00          | Other Instrument |

### Security 316: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 3.930001%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR05BFA9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05BFA9779224BOF
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON.COM INC                                       | 2026-03-16      | 0.0000%  | 0.0000% | $1230000.00        | $1224271.00        | Money Market              |
| ANGLESEA FDG PLC / ANGLESEA FD                       | 2026-03-02      | 0.0000%  | 0.0000% | $7524000.00        | $7499043.00        | Money Market              |
| APOLLO DEBT SOLUTIONS BD                             | 2029-04-13      | 6.9000%  | 0.0000% | $7037000.00        | $7499882.00        | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BD                             | 2032-03-15      | 6.5500%  | 0.0000% | $5000000.00        | $5282863.00        | Corporate Debt Securities |
| ASTRAZENECA PLC                                      | 2026-06-11      | 0.0000%  | 0.0000% | $5135000.00        | $5061205.00        | Money Market              |
| ASTRAZENECA PLC                                      | 2026-06-22      | 0.0000%  | 0.0000% | $7618500.00        | $7499956.00        | Money Market              |
| AUSTRALIA & NEW ZEALAND BKG GR                       | 2026-07-10      | 0.0000%  | 0.0000% | $5000000.00        | $4917830.00        | Money Market              |
| AUSTRALIA & NEW ZEALAND BKG GR                       | 2026-07-23      | 0.0000%  | 0.0000% | $1400000.00        | $1375205.00        | Money Market              |
| AUTOBAHN FDG CO LLC                                  | 2026-02-17      | 0.0000%  | 0.0000% | $1000000.00        | $998039.00         | Money Market              |
| BANK CHINA LTD HONG KONG BRH D                       | 2026-03-31      | 0.0000%  | 0.0000% | $428000.00         | $425309.00         | Money Market              |
| BANK MONTREAL MEDIUM COML PAPER FLT26                | 2026-05-26      | 0.0000%  | 0.0000% | $250000.00         | $250154.00         | Money Market              |
| BRIGANTINE FDG CO LLC                                | 2026-03-05      | 0.0000%  | 0.0000% | $7527500.00        | $7499957.00        | Money Market              |
| CONCORD MINUTEMEN CAP CO LLC                         | 2026-02-06      | 0.0000%  | 0.0000% | $173000.00         | $172858.00         | Money Market              |
| CREDIT INDUSTRIAL ET COM                             | 2026-02-11      | 0.0000%  | 0.0000% | $1700000.00        | $1697746.00        | Money Market              |
| CREDIT INDUSTRIAL ET COM                             | 2026-05-12      | 0.0000%  | 0.0000% | $186000.00         | $184006.00         | Money Market              |
| DZ BK AG DEUTSCHE-ZENTRAL GENO                       | 2026-02-11      | 0.0000%  | 0.0000% | $450000.00         | $449404.00         | Money Market              |
| DANSKE BK AS                                         | 2026-02-05      | 0.0000%  | 0.0000% | $500000.00         | $499642.00         | Money Market              |
| DANSKE BK AS                                         | 2026-02-06      | 0.0000%  | 0.0000% | $549000.00         | $548550.00         | Money Market              |
| DCAT LLC                                             | 2026-03-02      | 0.0000%  | 0.0000% | $7524800.00        | $7499900.00        | Money Market              |
| DEERE JOHN CAP CORP                                  | 2026-03-17      | 0.0000%  | 0.0000% | $2600000.00        | $2587556.00        | Money Market              |
| DEERE JOHN CAP CORP                                  | 2026-03-26      | 0.0000%  | 0.0000% | $7543000.00        | $7499952.00        | Money Market              |
| DISNEY WALT CO NEW                                   | 2026-03-13      | 0.0000%  | 0.0000% | $1735460.00        | $1727867.00        | Money Market              |
| DISNEY WALT CO NEW                                   | 2026-05-27      | 0.0000%  | 0.0000% | $1000000.00        | $988195.00         | Money Market              |
| DISNEY WALT CO NEW                                   | 2026-06-24      | 0.0000%  | 0.0000% | $350000.00         | $344939.00         | Money Market              |
| EXXON CORP                                           | 2026-03-27      | 0.0000%  | 0.0000% | $1000000.00        | $994207.00         | Money Market              |
| FIRST ABU DHABI BK P J S C                           | 2026-07-13      | 0.0000%  | 0.0000% | $620000.00         | $609429.00         | Money Market              |
| GREAT WEST LIFE & ANNUITY IN                         | 2026-04-23      | 0.0000%  | 0.0000% | $7565200.00        | $7499958.00        | Money Market              |
| KEB HANA BK NEW YORK AGY CP                          | 2026-04-01      | 0.0000%  | 0.0000% | $6730000.00        | $6686423.00        | Money Market              |
| LEXINGTON PARKER CAP CO LLC                          | 2026-02-03      | 0.0000%  | 0.0000% | $1843999.00        | $1843042.00        | Money Market              |
| LLOYDS BK PLC                                        | 2026-05-11      | 0.0000%  | 0.0000% | $500000.00         | $494786.00         | Money Market              |
| LLOYDS BK PLC                                        | 2026-06-09      | 0.0000%  | 0.0000% | $3745000.00        | $3694529.00        | Money Market              |
| LLOYDS BK PLC                                        | 2026-06-22      | 0.0000%  | 0.0000% | $6131600.00        | $6040656.00        | Money Market              |
| LMA S A / LMA AMERS LLC DISC C                       | 2026-03-13      | 0.0000%  | 0.0000% | $2157000.00        | $2147317.00        | Money Market              |
| LMA S A / LMA AMERS LLC DISC C                       | 2026-03-18      | 0.0000%  | 0.0000% | $2099000.00        | $2088495.00        | Money Market              |
| LMA S A / LMA AMERS LLC DISC C                       | 2026-04-09      | 0.0000%  | 0.0000% | $750000.00         | $744560.00         | Money Market              |
| MACQUARIE BK LTD                                     | 2026-04-10      | 0.0000%  | 0.0000% | $1660000.00        | $1647860.00        | Money Market              |
| METLIFE SHORT TERM FDG LLC DIS                       | 2026-05-01      | 0.0000%  | 0.0000% | $500000.00         | $495324.00         | Money Market              |
| METLIFE SHORT TERM FDG LLC DIS                       | 2026-05-12      | 0.0000%  | 0.0000% | $513000.00         | $507628.00         | Money Market              |
| MUFG BK LTD N Y BRH DISC COML                        | 2026-03-09      | 0.0000%  | 0.0000% | $100000.00         | $99604.00          | Money Market              |
| OVERSEA-CHINESE BKG CO 0.00 24FEB26                  | 2026-02-24      | 0.0000%  | 0.0000% | $2100000.00        | $2094422.00        | Money Market              |
| OVERWATCH BRAVO FDG LLC                              | 2026-03-27      | 0.0000%  | 0.0000% | $2200000.00        | $2187000.00        | Money Market              |
| OVERWATCH BRAVO FDG LLC                              | 2026-04-23      | 0.0000%  | 0.0000% | $7565800.00        | $7499955.00        | Money Market              |
| PACCAR FIN CORP                                      | 2026-02-23      | 0.0000%  | 0.0000% | $2317000.00        | $2310929.00        | Money Market              |
| PEDERNALES ELEC COOP INC DISC COML PAPER 4/2 YRS 3&4 | 2026-03-23      | 0.0000%  | 0.0000% | $7542200.00        | $7499911.00        | Money Market              |
| PURE GROVE FDG SR1 DISC COML PAPER 144A YRS 3&4      | 2027-01-22      | 0.0000%  | 0.0000% | $7537680.00        | $7499992.00        | Money Market              |
| RELIANCE FDG CO LLC                                  | 2026-04-20      | 0.0000%  | 0.0000% | $7563900.00        | $7499909.00        | Money Market              |
| RESOLUTE FDG CO LLC                                  | 2026-02-04      | 0.0000%  | 0.0000% | $2000000.00        | $1998772.00        | Money Market              |
| ROYAL BK CDA N Y BRH                                 | 2026-06-26      | 0.0000%  | 0.0000% | $499994.00         | $492407.00         | Money Market              |
| SUMITOMO TR & BKG CO LTD NEW Y                       | 2026-04-10      | 0.0000%  | 0.0000% | $1000000.00        | $992654.00         | Money Market              |
| SUMITOMO MITSUI BKG CORP N Y COML PAPER FLT26        | 2026-12-04      | 0.0000%  | 0.0000% | $1000000.00        | $1003545.00        | Money Market              |
| SUMITOMO MITSUI TR BK SINGAPOR                       | 2026-03-10      | 0.0000%  | 0.0000% | $450000.00         | $448136.00         | Money Market              |
| SVENSKA HANDELSBANKEN 0.00 17FEB26                   | 2026-02-17      | 0.0000%  | 0.0000% | $500000.00         | $499021.00         | Money Market              |
| SVENSKA HANDELSBANKEN                                | 2026-03-03      | 0.0000%  | 0.0000% | $516000.00         | $514213.00         | Money Market              |
| WALMART INC                                          | 2026-02-23      | 0.0000%  | 0.0000% | $1500000.00        | $1496211.00        | Money Market              |

### Security 317: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 3.849998%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR10147E, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR10147E779224JP
- **C.18 - Value (incl. sponsor support):** $299999700.00
- **C.18.a - Value (excl. sponsor support):** $299999700.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| Alibaba Group Holding Limited     | 2031-06-01      | 0.5000%  | 0.0000% | $16697000.00       | $30098671.00       | Equities   |
| CNX RESOURCES CORPORATION         | 2026-05-01      | 2.2500%  | 0.0000% | $10279000.00       | $30061578.00       | Equities   |
| TOPGOLF CALLAWAY BRANDS CORP.     | 2026-05-01      | 2.7500%  | 0.0000% | $25828000.00       | $26403929.00       | Equities   |
| COPT DEFENSE PROPERTIES, L.P.     | 2028-09-15      | 5.2500%  | 0.0000% | $2516000.00        | $2961955.00        | Equities   |
| GRANITE CONSTRUCTION INCORPORATED | 2028-05-15      | 3.7500%  | 0.0000% | $1274000.00        | $3409622.00        | Equities   |
| IREN LIMITED                      | 2032-06-01      | 0.2500%  | 0.0000% | $16981000.00       | $22516995.00       | Equities   |
| Li Auto Inc.                      | 2028-05-01      | 0.2500%  | 0.0000% | $9317000.00        | $9332075.00        | Equities   |
| LeMaitre Vascular, Inc.           | 2030-02-01      | 2.5000%  | 0.0000% | $17250000.00       | $17642965.00       | Equities   |
| Lucid Group, Inc.                 | 2031-11-01      | 7.0000%  | 0.0000% | $37722000.00       | $30100060.00       | Equities   |
| MAKEMYTRIP LIMITED                | 2028-02-15      | 0.0000%  | 0.0000% | $16680000.00       | $27863940.00       | Equities   |
| Strategy Inc                      | 2029-12-01      | 0.0000%  | 0.0000% | $6038000.00        | $5066486.00        | Equities   |
| PROGRESS SOFTWARE CORPORATION     | 2026-04-15      | 1.0000%  | 0.0000% | $30275000.00       | $30099910.00       | Equities   |
| PENGUIN SOLUTIONS, INC.           | 2029-02-01      | 2.0000%  | 0.0000% | $6594000.00        | $7829613.00        | Equities   |
| TEMPUS AI, INC.                   | 2030-07-15      | 0.7500%  | 0.0000% | $27024000.00       | $30099669.00       | Equities   |
| UPWORK INC.                       | 2026-08-15      | 0.2500%  | 0.0000% | $629000.00         | $616197.00         | Equities   |
| VISHAY INTERTECHNOLOGY, INC.      | 2030-09-15      | 2.2500%  | 0.0000% | $14937000.00       | $15145184.00       | Equities   |
| Weibo Corporation                 | 2030-12-01      | 1.3750%  | 0.0000% | $9841000.00        | $11753024.00       | Equities   |
| Xometry, Inc.                     | 2030-06-15      | 0.7500%  | 0.0000% | $19579000.00       | $30099531.00       | Equities   |

### Security 318: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA; NA 3.670000%
- **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: TPR10381A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR10381A779224BAN
- **C.18 - Value (incl. sponsor support):** $109162500.00
- **C.18.a - Value (excl. sponsor support):** $109162500.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $49602019.80       | $11216842.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $91876249.16       | $11596071.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | 0.0000% | $78228143.92       | $11150474.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | 0.0000% | $73352335.72       | $11123469.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 3.0000%  | 0.0000% | $62242280.80       | $11276372.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $109757935.59      | $11226495.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $89006417.61       | $10888608.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $90901409.11       | $11154027.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $90793233.07       | $11488486.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $88530010.63       | $11316525.96       | Agency Mortgage-Backed Securities |

### Security 319: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **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: TPR10381A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR10381A779224WEL
- **C.18 - Value (incl. sponsor support):** $181937500.00
- **C.18.a - Value (excl. sponsor support):** $181937500.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2043-01-20      | 4.0000%  | 0.0000% | $983979.49         | $88034.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2028-04-20      | 2.0000%  | 0.0000% | $727750.00         | $20949.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-01-20      | 3.0000%  | 0.0000% | $141911.25         | $16269.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-06-20      | 4.5000%  | 0.0000% | $134269.88         | $8808.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 4.0000%  | 0.0000% | $336268.53         | $21553.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-10-20      | 6.5000%  | 0.0000% | $26701.51          | $1813.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-07-20      | 6.5000%  | 0.0000% | $727750.00         | $83150.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.0000%  | 0.0000% | $193760526.50      | $17071929.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-04-20      | 3.5000%  | 0.0000% | $997457.42         | $72146.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-05-20      | 4.0000%  | 0.0000% | $20068.07          | $1714.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.0000%  | 0.0000% | $59567688.93       | $5752675.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-06-20      | 3.5000%  | 0.0000% | $645878.12         | $54923.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 4.0000%  | 0.0000% | $18367812.52       | $1469012.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2044-09-20      | 2.0000%  | 0.0000% | $26467.18          | $9359.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-12-20      | 4.0000%  | 0.0000% | $29621722.87       | $2559433.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.0000%  | 0.0000% | $20525329.64       | $2293799.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-04-20      | 4.5000%  | 0.0000% | $719922.32         | $55460.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.0000%  | 0.0000% | $2158142.62        | $303511.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-06-20      | 3.5000%  | 0.0000% | $181937.50         | $19452.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-09-20      | 6.5000%  | 0.0000% | $25471.25          | $1522.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-08-20      | 3.5000%  | 0.0000% | $21832500.00       | $2501675.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-11-20      | 5.5000%  | 0.0000% | $44953.85          | $6148.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-01-20      | 3.0000%  | 0.0000% | $309735.86         | $42797.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-02-20      | 4.0000%  | 0.0000% | $19079785.62       | $1734581.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 5.5000%  | 0.0000% | $2489982.43        | $196058.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-07-20      | 3.5000%  | 0.0000% | $756860.00         | $90917.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-08-20      | 6.0000%  | 0.0000% | $36387.50          | $3634.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2032-09-20      | 3.0000%  | 0.0000% | $145550.00         | $13971.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 3.5000%  | 0.0000% | $1675938.75        | $198288.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-05-20      | 3.0000%  | 0.0000% | $7862422.88        | $1235874.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-09-20      | 4.0000%  | 0.0000% | $131540144.06      | $12158872.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-02-20      | 4.0000%  | 0.0000% | $96608.81          | $10474.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-03-20      | 4.0000%  | 0.0000% | $45813507.94       | $3696575.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2034-10-20      | 4.5000%  | 0.0000% | $18794.14          | $2787.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 4.5000%  | 0.0000% | $996103.81         | $94245.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-08-20      | 3.0000%  | 0.0000% | $5869827.00        | $785706.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-09-20      | 2.5000%  | 0.0000% | $18211943.75       | $3017942.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.0000%  | 0.0000% | $68311682.69       | $33332605.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-01-20      | 2.5000%  | 0.0000% | $17791020.43       | $7770056.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-12-20      | 3.0000%  | 0.0000% | $48953195.38       | $8307057.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2035-02-20      | 3.0000%  | 0.0000% | $1014547.54        | $139184.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 5.0000%  | 0.0000% | $8190201.11        | $1178339.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-05-20      | 4.5000%  | 0.0000% | $873300.00         | $166845.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2052-05-20      | 3.5000%  | 0.0000% | $1269071.92        | $874412.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-04-20      | 3.0000%  | 0.0000% | $5010519.09        | $2231045.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 3.0000%  | 0.0000% | $3068181.26        | $2047100.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-06-20      | 6.0000%  | 0.0000% | $1008748.47        | $581047.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-10-20      | 4.0000%  | 0.0000% | $1095649.46        | $662300.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-03-20      | 7.0000%  | 0.0000% | $82963.50          | $30277.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-04-20      | 6.5000%  | 0.0000% | $1064323.09        | $443459.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2038-08-20      | 3.5000%  | 0.0000% | $518908.31         | $353277.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 4.0000%  | 0.0000% | $3382612.57        | $3022339.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $865831.10         | $415974.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 4.0000%  | 0.0000% | $15944.64          | $3045.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-11-20      | 3.5000%  | 0.0000% | $553850.50         | $243987.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-02-20      | 3.5000%  | 0.0000% | $553477.53         | $192606.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-01-20      | 3.5000%  | 0.0000% | $184094.91         | $52698.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2048-04-20      | 4.0000%  | 0.0000% | $1574737.83        | $336820.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-05-20      | 4.5000%  | 0.0000% | $2460969.22        | $776383.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-01-20      | 4.0000%  | 0.0000% | $4803150.00        | $1285112.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-02-20      | 4.0000%  | 0.0000% | $145550.00         | $36662.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2050-12-20      | 2.0000%  | 0.0000% | $1082164.25        | $527408.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2051-03-20      | 2.5000%  | 0.0000% | $109162.50         | $73364.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 5.5000%  | 0.0000% | $7381153.80        | $5961780.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2049-02-20      | 4.5000%  | 0.0000% | $391502.57         | $105412.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-07-20      | 3.5000%  | 0.0000% | $440880.77         | $100140.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.0000%  | 0.0000% | $857194.53         | $172842.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2045-11-20      | 3.5000%  | 0.0000% | $940924.71         | $125165.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 6.0000%  | 0.0000% | $416757.68         | $139229.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $666874.80         | $195372.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-01-20      | 7.0000%  | 0.0000% | $487348.34         | $126638.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2053-12-20      | 7.5000%  | 0.0000% | $365683.82         | $75912.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-03-20      | 6.5000%  | 0.0000% | $648279.34         | $613915.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-05-20      | 7.0000%  | 0.0000% | $942688.42         | $848065.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-06-20      | 7.0000%  | 0.0000% | $1002473.44        | $941252.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-04-20      | 6.0000%  | 0.0000% | $943474.39         | $501193.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-09-20      | 7.0000%  | 0.0000% | $820413.68         | $788186.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-10-20      | 7.0000%  | 0.0000% | $445241.45         | $421845.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-03-20      | 7.0000%  | 0.0000% | $892672.70         | $651994.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 7.0000%  | 0.0000% | $663586.83         | $419737.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $1615942.68        | $1279287.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-02-20      | 6.5000%  | 0.0000% | $559313.72         | $592872.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 7.0000%  | 0.0000% | $452521.50         | $436495.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-07-20      | 7.0000%  | 0.0000% | $1546756.94        | $1679558.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-06-20      | 6.5000%  | 0.0000% | $426370.17         | $446356.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-08-20      | 6.0000%  | 0.0000% | $5400724.45        | $5552084.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-09-20      | 6.0000%  | 0.0000% | $819452.32         | $849524.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 5.0000%  | 0.0000% | $864175.47         | $867337.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 6.5000%  | 0.0000% | $544883.16         | $569542.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $1020488.53        | $1047614.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-10-20      | 6.5000%  | 0.0000% | $3494119.88        | $3729529.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $12927062.55       | $13270709.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $712783.46         | $717716.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $504546.89         | $529345.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.5000%  | 0.0000% | $519775.79         | $545322.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $448432.64         | $452637.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $429825.89         | $433328.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $2784052.38        | $2858056.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 6.0000%  | 0.0000% | $399140.67         | $419099.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.5000%  | 0.0000% | $454521.36         | $469222.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $5090817.57        | $5104943.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2054-11-20      | 3.5000%  | 0.0000% | $961977.79         | $857702.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-04-20      | 7.0000%  | 0.0000% | $11161446.44       | $6643378.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-11-20      | 3.0000%  | 0.0000% | $164019.93         | $148113.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2055-12-20      | 5.0000%  | 0.0000% | $900576.07         | $910635.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $368458.73         | $372026.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2056-01-20      | 5.0000%  | 0.0000% | $2211898.97        | $2227200.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-01-20      | 3.5000%  | 0.0000% | $423863.07         | $158212.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-04-20      | 3.5000%  | 0.0000% | $1320104.66        | $256186.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2046-07-20      | 4.5000%  | 0.0000% | $200131.25         | $19588.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2047-05-20      | 3.5000%  | 0.0000% | $4630087.41        | $971360.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2029-09-20      | 7.0000%  | 0.0000% | $13769795.59       | $10324.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-05-20      | 4.0000%  | 0.0000% | $34568.12          | $1275.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2037-06-20      | 5.5000%  | 0.0000% | $18193.75          | $211.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2039-01-20      | 6.0000%  | 0.0000% | $54577.25          | $654.61            | Agency Mortgage-Backed Securities |

### Security 320: FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC 3.670000%
- **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: TPR103829, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR103829779224MOR
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 16.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-10-01      | 7.5000%  | 0.0000% | $9270.00           | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-09-01      | 7.5000%  | 0.0000% | $70505.00          | $1.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-07-01      | 7.5000%  | 0.0000% | $100000.00         | $13.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 5.5000%  | 0.0000% | $818814.00         | $80216.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 4.5000%  | 0.0000% | $10000.00          | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-05-01      | 3.5000%  | 0.0000% | $10000.00          | $1825.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 4.0000%  | 0.0000% | $741000.00         | $139152.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 3.0000%  | 0.0000% | $589000.00         | $108799.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 3.0000%  | 0.0000% | $1197000.00        | $253916.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 4.5000%  | 0.0000% | $22000.00          | $628.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 3.5000%  | 0.0000% | $21000.00          | $3001.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 6.5000%  | 0.0000% | $721991.00         | $1886.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 5.5000%  | 0.0000% | $524000.00         | $1352.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 5.5000%  | 0.0000% | $325000.00         | $2891.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-10-01      | 7.5000%  | 0.0000% | $648012.00         | $271.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-10-01      | 7.5000%  | 0.0000% | $271475.00         | $159.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 7.5000%  | 0.0000% | $7068.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-04-01      | 7.5000%  | 0.0000% | $205141.00         | $51.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 7.5000%  | 0.0000% | $67531.00          | $599.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 5.5000%  | 0.0000% | $1000.00           | $4.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 5.0000%  | 0.0000% | $84285.00          | $288.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 2.5000%  | 0.0000% | $1900.00           | $176.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 3.0000%  | 0.0000% | $799000.00         | $171214.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.0000%  | 0.0000% | $36262679.00       | $6187466.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 4.0000%  | 0.0000% | $400000.00         | $70326.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-11-01      | 3.5000%  | 0.0000% | $1225000.00        | $151685.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 4.0000%  | 0.0000% | $3805936.00        | $741430.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $1300000.00        | $240851.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $6840.00           | $889.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | 0.0000% | $400000.00         | $76580.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.5000%  | 0.0000% | $300000.00         | $111955.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 6.5000%  | 0.0000% | $43782912.00       | $352472.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 3.5000%  | 0.0000% | $667463.00         | $122001.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 3.0000%  | 0.0000% | $1200000.00        | $162564.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 4.0000%  | 0.0000% | $1040000.00        | $145471.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.0000%  | 0.0000% | $699000.00         | $69454.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 6.0000%  | 0.0000% | $21701376.00       | $927727.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.0000%  | 0.0000% | $625000.00         | $94377.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-05-01      | 3.5000%  | 0.0000% | $2329000.00        | $239862.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | 0.0000% | $2726010.00        | $281522.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $1250008.00        | $152440.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 3.0000%  | 0.0000% | $869508.00         | $79456.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 2.5000%  | 0.0000% | $4997000.00        | $702682.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.5000%  | 0.0000% | $700989.00         | $83628.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 3.5000%  | 0.0000% | $22010.00          | $3952.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | 0.0000% | $1697004.00        | $356138.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 3.5000%  | 0.0000% | $1482776.00        | $258189.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 4.0000%  | 0.0000% | $975000.00         | $128534.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $5098000.00        | $880873.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 5.0000%  | 0.0000% | $776490.00         | $72288.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 2.5000%  | 0.0000% | $1599000.00        | $358734.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 2.5000%  | 0.0000% | $333194.00         | $123106.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 2.5000%  | 0.0000% | $745000.00         | $267534.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 4.0000%  | 0.0000% | $1938318.00        | $330229.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $4692200.00        | $4289490.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4646.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 3.5000%  | 0.0000% | $8416766.00        | $7466789.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 2.0000%  | 0.0000% | $2030.00           | $980.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-01-01      | 5.5000%  | 0.0000% | $511559.00         | $251335.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-06-01      | 5.5000%  | 0.0000% | $2010.00           | $1214.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3665.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4767.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 5.0000%  | 0.0000% | $138000.00         | $93977.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 5.5000%  | 0.0000% | $8000.00           | $4757.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-02-01      | 2.0000%  | 0.0000% | $252630.00         | $130914.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 2.0000%  | 0.0000% | $199000.00         | $115752.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.5000%  | 0.0000% | $738675.00         | $714809.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 4.0000%  | 0.0000% | $257000.00         | $145353.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.0000%  | 0.0000% | $1219914.00        | $244542.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 4.0000%  | 0.0000% | $173347.00         | $71410.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $601000.00         | $278045.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.5000%  | 0.0000% | $264000.00         | $145992.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.0000%  | 0.0000% | $5111000.00        | $2712456.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 4.5000%  | 0.0000% | $1899881.00        | $629014.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.0000%  | 0.0000% | $1324000.00        | $855921.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $815000.00         | $663485.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $1971706.00        | $1249595.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $4048000.00        | $2732858.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.5000%  | 0.0000% | $137000.00         | $83346.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $969000.00         | $727344.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | 0.0000% | $590917.00         | $399481.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | 0.0000% | $1940.00           | $1394.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $331000.00         | $223269.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $575000.00         | $397240.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | 0.0000% | $1245000.00        | $964174.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $229000.00         | $154508.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $6589128.00        | $4752178.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $196000.00         | $157251.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $748000.00         | $592193.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $92000.00          | $72199.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $1151926.00        | $709415.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $344883.00         | $279233.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1138582.00        | $958893.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $79961.00          | $70899.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $100553.00         | $71436.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 7.0000%  | 0.0000% | $3521448.00        | $2525499.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $246507.00         | $199830.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.0000%  | 0.0000% | $7507440.00        | $6934766.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.0000%  | 0.0000% | $2333240.00        | $1962201.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $6277952.00        | $5896842.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $6698719.00        | $5338063.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $5952.00           | $531.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $2571000.00        | $367949.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 2.5000%  | 0.0000% | $1082466.00        | $328079.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $2937040.00        | $2632440.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $1310.00           | $256.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | 0.0000% | $3536610.00        | $2166789.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $722434.00         | $479158.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $7348920.00        | $5592183.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $4107793.00        | $3248421.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $1318000.00        | $1120377.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $600000.00         | $257553.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $6612200.00        | $3792520.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $1392604.00        | $918400.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $3093930.00        | $2140787.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $13380768.00       | $10371858.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.0000%  | 0.0000% | $1005568.00        | $678007.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $886024.00         | $684540.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 2.5000%  | 0.0000% | $5621616.00        | $4039772.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | 0.0000% | $337000.00         | $267652.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $4010.00           | $3163.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $42000.00          | $31328.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $108000.00         | $82360.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | 0.0000% | $6049884.00        | $4869313.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $545000.00         | $445646.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $2835067.00        | $2236563.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $3415956.00        | $2719493.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | 0.0000% | $4945015.00        | $4261215.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | 0.0000% | $9163364.00        | $7362084.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $4981647.00        | $3955811.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.5000%  | 0.0000% | $1020.00           | $458.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $2257479.00        | $1324368.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $398000.00         | $289282.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1010.00           | $881.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.0000%  | 0.0000% | $4112224.00        | $3837532.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1014026.00        | $918133.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.0000%  | 0.0000% | $1916309.00        | $1654862.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1871694.00        | $1386041.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $871000.00         | $637701.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $1141399.00        | $959040.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-04-01      | 3.5000%  | 0.0000% | $999000.00         | $85005.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 4.0000%  | 0.0000% | $1757468.00        | $259781.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.0000%  | 0.0000% | $8587760.00        | $1485828.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $951.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $520000.00         | $74085.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 4.5000%  | 0.0000% | $1097000.00        | $171157.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 5.0000%  | 0.0000% | $14000.00          | $2793.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | 0.0000% | $12000.00          | $3358.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $698.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-12-20      | 5.8750%  | 0.0000% | $3073961.00        | $305049.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $300000.00         | $101627.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $273682.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $739000.00         | $409198.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.5000%  | 0.0000% | $897988.00         | $464638.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $4998000.00        | $2989589.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 4.0000%  | 0.0000% | $1069798.00        | $266665.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $636475.00         | $381605.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $148000.00         | $92661.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $381000.00         | $243250.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $919000.00         | $648306.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $15499321.00       | $10477524.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $1699000.00        | $1013506.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $232999.00         | $169523.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.0000%  | 0.0000% | $186538.00         | $137297.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $368729.00         | $309129.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $4345553.00        | $3400807.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $11346320.00       | $8399827.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1259000.00        | $924856.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $10757945.00       | $8369600.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $11348100.00       | $6977970.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $209000.00         | $126587.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $2652480.00        | $1970072.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $242852.00         | $176922.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $2082077.00        | $2071476.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $120000.00         | $96092.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $98000.00          | $75286.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $598658.00         | $308101.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | 0.0000% | $357825.00         | $335106.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $12758122.00       | $11854842.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $236942.00         | $218256.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $1925924.00        | $1572364.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $3665713.00        | $3493931.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $1950.00           | $1937.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 5.0000%  | 0.0000% | $2081703.00        | $2122516.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.0000%  | 0.0000% | $799000.00         | $271172.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.5000%  | 0.0000% | $544000.00         | $126415.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.5000%  | 0.0000% | $7097000.00        | $3375543.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | 0.0000% | $224000.00         | $126306.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | 0.0000% | $775000.00         | $419736.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 3.5000%  | 0.0000% | $659776.00         | $310831.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $580.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $8651984.00        | $5114527.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $162000.00         | $114452.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $1119038.00        | $759151.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $120000.00         | $88896.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $2013000.00        | $1596602.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.5000%  | 0.0000% | $321776.00         | $240090.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $10966688.00       | $8746422.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1581550.00        | $1318009.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-04-01      | 5.5000%  | 0.0000% | $1344378.00        | $748513.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 1.5000%  | 0.0000% | $199000.00         | $117164.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 2.5000%  | 0.0000% | $297000.00         | $177399.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-05-01      | 4.0000%  | 0.0000% | $2980.00           | $2332.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-10-01      | 2.0000%  | 0.0000% | $995000.00         | $387836.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 2.0000%  | 0.0000% | $653288.00         | $279421.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 1.5000%  | 0.0000% | $897960.00         | $321517.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 4.5000%  | 0.0000% | $718049.00         | $655446.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | 0.0000% | $1319050.00        | $668824.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $248000.00         | $160067.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-05-01      | 3.0000%  | 0.0000% | $1541886.00        | $253355.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $100000.00         | $68730.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.0000%  | 0.0000% | $199000.00         | $147153.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $7589920.00        | $7467452.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $262807.00         | $201475.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1190.00           | $1047.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.5000%  | 0.0000% | $2440.00           | $1691.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 5.5000%  | 0.0000% | $1255616.00        | $1191780.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 5.0000%  | 0.0000% | $308233.00         | $316073.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $1196000.00        | $386871.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-04-01      | 5.5000%  | 0.0000% | $218000.00         | $242.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 5.5000%  | 0.0000% | $56000.00          | $243.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-09-01      | 4.5000%  | 0.0000% | $1495000.00        | $98786.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 4.5000%  | 0.0000% | $1417226.00        | $161660.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 3.5000%  | 0.0000% | $8621648.00        | $504294.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 6.5000%  | 0.0000% | $2800.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-09-01      | 3.5000%  | 0.0000% | $21000.00          | $29.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.5000%  | 0.0000% | $6000.00           | $280.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 4.0000%  | 0.0000% | $5996000.00        | $923320.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-01-01      | 3.0000%  | 0.0000% | $1596000.00        | $116862.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $2747000.00        | $423293.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 3.5000%  | 0.0000% | $20790.00          | $3518.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-05-01      | 4.0000%  | 0.0000% | $2000.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 5.0000%  | 0.0000% | $1468.00           | $200.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.5000%  | 0.0000% | $1992997.00        | $205183.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $302064.00         | $83797.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 2.5000%  | 0.0000% | $2994000.00        | $441646.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 2.0000%  | 0.0000% | $860000.00         | $81440.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $9990.00           | $1827.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $697992.00         | $76939.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1018897.00        | $896190.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.0000%  | 0.0000% | $1972486.00        | $344511.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $757020.00         | $160996.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $3881000.00        | $628668.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-12-01      | 3.5000%  | 0.0000% | $2420953.00        | $68504.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 2.5000%  | 0.0000% | $2987000.00        | $280334.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $1384795.00        | $307477.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $7800.00           | $1343.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $536000.00         | $103474.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $3128981.00        | $961301.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 3.0000%  | 0.0000% | $183284.00         | $46093.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1845304.00        | $406546.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $34930304.00       | $4653332.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 2.5000%  | 0.0000% | $1995000.00        | $74298.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 3.5000%  | 0.0000% | $29372160.00       | $3052171.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1088008.00        | $196924.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-01-01      | 3.5000%  | 0.0000% | $4000.00           | $12.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 4.0000%  | 0.0000% | $3858279.00        | $457528.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $3498000.00        | $452568.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 4.5000%  | 0.0000% | $52000.00          | $377.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-11-01      | 5.5000%  | 0.0000% | $4632056.00        | $374840.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $10000.00          | $7.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 6.0000%  | 0.0000% | $16490533.00       | $111175.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 5.5000%  | 0.0000% | $5650000.00        | $89109.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1544602.00        | $1288093.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $17086599.00       | $10738562.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1788056.00        | $1622216.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 7.5000%  | 0.0000% | $1513522.00        | $849188.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $2523890.00        | $1674966.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $2319068.00        | $1924625.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.5000%  | 0.0000% | $2541568.00        | $2287023.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.0000%  | 0.0000% | $508745.00         | $541079.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $157155.00         | $138351.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1500100.00        | $1382826.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1617983.00        | $1438074.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $6162120.00        | $5665107.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1497496.00        | $1556045.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.0000%  | 0.0000% | $2505850.00        | $2186973.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1001840.00        | $1021177.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $4438193.00        | $4138382.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1713182.00        | $1400283.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2391964.00        | $2132628.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | 0.0000% | $1839272.00        | $1506375.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $2058176.00        | $1712592.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1301682.00        | $1255427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $5717391.00        | $5484746.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $6669800.00        | $6402967.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $6579610.00        | $6325276.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $9458224.00        | $8805578.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $223880.00         | $202832.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $8263803.00        | $7930804.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.0000%  | 0.0000% | $101522.00         | $86086.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $2807200.00        | $1939989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $10039360.00       | $8157794.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1979.00           | $1464.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3816202.00        | $2971107.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $259648.00         | $247196.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 4.5000%  | 0.0000% | $2160.00           | $2115.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1929164.00        | $1780745.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $6469312.00        | $5427948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | 0.0000% | $1591676.00        | $1676734.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1088606.00        | $1131759.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1535512.00        | $1509143.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.0000%  | 0.0000% | $4188592.00        | $3680696.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1982860.00        | $2012060.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1117624.00        | $1184094.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1122425.00        | $762266.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $1999000.00        | $1752397.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1420726.00        | $1412866.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $2075412.00        | $1626498.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1467885.00        | $1531515.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $3975.00           | $4069.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1085434.00        | $1009004.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $6819711.00        | $6890318.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1259860.00        | $1282620.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $10036511.00       | $10296747.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1020464.00        | $1015037.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $10161397.00       | $10159454.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.0000%  | 0.0000% | $1201000.00        | $1271199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | 0.0000% | $10227300.00       | $10243875.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $2396764.00        | $2503359.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $946172.00         | $958565.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $255937.00         | $262415.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1279648.00        | $1341288.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $8573728.00        | $8362488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1420.00           | $1454.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1045572.00        | $1101897.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $4647589.00        | $4797110.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1502035.00        | $1564729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $692968.00         | $690282.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1812900.00        | $1848030.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1184000.00        | $1232690.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1093361.00        | $1160485.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1007128.00        | $993118.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $1960.00           | $2035.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $6484856.00        | $6770522.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1073630.00        | $1128724.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $2702044.00        | $2774947.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $3601907.00        | $3628694.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1235242.00        | $1283252.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $230360.00         | $231885.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $3738668.00        | $3759233.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 4.0000%  | 0.0000% | $1066280.00        | $1020895.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $9173960.00        | $9287308.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $6997676.00        | $7037516.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $1345610.00        | $1329622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1297033.00        | $1282551.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1969.00           | $1990.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $3507500.00        | $3524339.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $450000.00         | $178234.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $699931.00         | $77099.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $5210.00           | $2017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | 0.0000% | $1227904.00        | $432317.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 4.0000%  | 0.0000% | $1049798.00        | $205588.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $1449780.00        | $571504.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.5000%  | 0.0000% | $1517000.00        | $142955.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $4804398.00        | $1285376.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $196.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $622.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 4.0000%  | 0.0000% | $738329.00         | $127599.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-05-01      | 3.0000%  | 0.0000% | $749000.00         | $95910.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $293013.00         | $173296.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $31707392.00       | $8785130.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 2.5000%  | 0.0000% | $478000.00         | $112091.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $1358000.00        | $647501.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 1.5000%  | 0.0000% | $473000.00         | $205112.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $994000.00         | $502360.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $2750000.00        | $1601459.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $12047432.00       | $7833943.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 1.5000%  | 0.0000% | $15713460.00       | $6705228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $259944.00         | $176933.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $3072.00           | $1666.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $7000.00           | $4630.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $12329744.00       | $11736818.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 5.0000%  | 0.0000% | $6623336.00        | $5523425.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $598575.00         | $338569.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $659120.00         | $370626.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $455000.00         | $297987.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2558345.00        | $2499077.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1322412.00        | $1332871.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $425000.00         | $298602.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | 0.0000% | $2510644.00        | $2371083.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | 0.0000% | $2585784.00        | $2472515.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 4.0000%  | 0.0000% | $2645488.00        | $2523901.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $5474360.00        | $5504618.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1763000.00        | $1281365.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $300000.00         | $215179.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $298385.00         | $278373.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $504000.00         | $376460.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | 0.0000% | $390508.00         | $299546.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $986181.00         | $817039.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $1629606.00        | $992069.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $98000.00          | $78133.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $146000.00         | $105069.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $5153632.00        | $4521625.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $9446720.00        | $7805086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $7938336.00        | $6521403.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $8229450.00        | $7578654.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1697000.00        | $1304681.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $175857.00         | $133671.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $2504597.00        | $1454276.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1668764.00        | $1399697.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $1300908.00        | $1164215.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $99000.00          | $69844.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | 0.0000% | $1670600.00        | $1735929.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $86683.00          | $73110.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $571148.00         | $586692.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $272993.00         | $236146.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $3191756.00        | $2234962.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $10474900.00       | $9778000.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $290346.00         | $236878.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1680854.00        | $1665650.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1177988.00        | $1163363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | 0.0000% | $2646423.00        | $222363.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $496000.00         | $184221.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1162000.00        | $177160.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $797000.00         | $118827.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $10413584.00       | $2712705.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $92709.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.0000%  | 0.0000% | $1000084.00        | $103763.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.5000%  | 0.0000% | $797000.00         | $255500.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $2314000.00        | $788497.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $3398000.00        | $1714340.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $1968320.00        | $959224.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $13457600.00       | $5017488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $4692000.00        | $1569906.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $21597000.00       | $9486915.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $13350000.00       | $6557724.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $208000.00         | $106212.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $754000.00         | $350060.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 2.5000%  | 0.0000% | $498000.00         | $235074.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $12182560.00       | $6846255.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $4195000.00        | $2345975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $473000.00         | $304443.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | 0.0000% | $18220864.00       | $7845017.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1438401.00        | $925328.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $600000.00         | $365226.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $384000.00         | $241837.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $685000.00         | $494020.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $4000.00           | $3068.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $163000.00         | $131385.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $281200.00         | $220678.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | 0.0000% | $147050.00         | $104754.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $290580.00         | $218982.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $1254342.00        | $992359.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $14008000.00       | $10974202.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $6285474.00        | $5592314.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $11591600.00       | $9579865.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $316896.00         | $276931.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $14059400.00       | $11252713.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $282000.00         | $263269.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $2040.00           | $1779.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $139310.00         | $127123.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $2083500.00        | $2163922.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $4936536.00        | $4794561.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | 0.0000% | $4264488.00        | $3964597.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.0000%  | 0.0000% | $3031020.00        | $2716627.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.0000%  | 0.0000% | $520000.00         | $435792.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $3641224.00        | $3515957.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | 0.0000% | $6882082.00        | $6157936.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1459174.00        | $1499063.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.0000%  | 0.0000% | $2779704.00        | $2801070.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.5000%  | 0.0000% | $1303419.00        | $1254113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $10247876.00       | $9699474.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 5.0000%  | 0.0000% | $1770.00           | $386.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $7000.00           | $2205.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 2.5000%  | 0.0000% | $600000.00         | $98585.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $859000.00         | $255751.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.5000%  | 0.0000% | $1156000.00        | $354989.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $185212.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.0000%  | 0.0000% | $209000.00         | $86297.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 3.5000%  | 0.0000% | $7997000.00        | $1777607.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | 0.0000% | $5230.00           | $2107.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 3.0000%  | 0.0000% | $5986440.00        | $2698177.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | 0.0000% | $398000.00         | $173080.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 5.0000%  | 0.0000% | $421969.00         | $183226.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 4.0000%  | 0.0000% | $2266000.00        | $737927.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 3.0000%  | 0.0000% | $16996000.00       | $6493081.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $12772064.00       | $6184626.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $6498938.00        | $4197567.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $11024128.00       | $7971583.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $904195.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1428.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $765647.00         | $534625.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $2492000.00        | $1712524.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $1788132.00        | $1277834.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $3899000.00        | $2884001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $3176400.00        | $2349363.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $2010.00           | $1426.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $99000.00          | $73873.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $187000.00         | $135764.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $12995484.00       | $10893126.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1201.00           | $983.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.0000%  | 0.0000% | $138753.00         | $101470.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $2639088.00        | $2313545.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $179000.00         | $144788.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $1100000.00        | $893305.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 5.0000%  | 0.0000% | $2699000.00        | $2327301.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $2609400.00        | $2372178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $7897000.00        | $6129372.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $8716000.00        | $6867630.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1140194.00        | $880616.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $11226432.00       | $8965753.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $4549000.00        | $4176824.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $3059776.00        | $2957003.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 5.0000%  | 0.0000% | $4305612.00        | $3559277.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | 0.0000% | $11868509.00       | $9634318.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $6704248.00        | $6502335.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $959690.00         | $970164.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $1105702.00        | $1114427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $4966840.00        | $5142497.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | 0.0000% | $5604558.00        | $5801993.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | 0.0000% | $381844.00         | $400608.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | 0.0000% | $4865520.00        | $4803113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $1020.00           | $1013.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $302820.00         | $299501.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $6726352.00        | $6870016.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $536410.00         | $562580.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $1302872.00        | $1134382.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $1021141.00        | $889849.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 5.5000%  | 0.0000% | $16149056.00       | $195610.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 4.5000%  | 0.0000% | $4392000.00        | $398406.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | 0.0000% | $10161102.00       | $473076.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 3.5000%  | 0.0000% | $1096000.00        | $221006.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $46561200.00       | $6133728.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 4.5000%  | 0.0000% | $1042000.00        | $159248.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | 0.0000% | $1566.00           | $8.00              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 6.0000%  | 0.0000% | $67174455.00       | $1418043.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 4.5000%  | 0.0000% | $2588368.00        | $118264.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-04-01      | 6.0000%  | 0.0000% | $13600521.00       | $165798.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-09-01      | 6.0000%  | 0.0000% | $15392000.00       | $225199.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 4.5000%  | 0.0000% | $2700.00           | $31.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 4.5000%  | 0.0000% | $3994000.00        | $138034.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 4.5000%  | 0.0000% | $6499000.00        | $462131.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 4.5000%  | 0.0000% | $2146000.00        | $69859.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 3.5000%  | 0.0000% | $4000000.00        | $505446.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $1141414.00        | $133199.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 3.0000%  | 0.0000% | $1767000.00        | $114147.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $12614032.00       | $2291371.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 2.5000%  | 0.0000% | $811366.00         | $152279.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $849000.00         | $124982.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $4993352.00        | $549886.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | 0.0000% | $732193.00         | $149782.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $33210496.00       | $6326928.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $397875.00         | $83284.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-12-01      | 4.0000%  | 0.0000% | $1377000.00        | $147164.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 4.5000%  | 0.0000% | $5346965.00        | $153172.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-01-01      | 5.0000%  | 0.0000% | $8594978.00        | $142410.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.5000%  | 0.0000% | $5612564.00        | $73198.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 4.0000%  | 0.0000% | $8769000.00        | $196211.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-01      | 3.5000%  | 0.0000% | $5962000.00        | $282594.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $999632.00         | $122153.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $16643840.00       | $2683601.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-04-01      | 2.5000%  | 0.0000% | $1997000.00        | $210205.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 2.5000%  | 0.0000% | $1998000.00        | $233098.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 2.5000%  | 0.0000% | $591999.00         | $72945.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | 0.0000% | $9998000.00        | $742969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $2249000.00        | $254554.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.0000%  | 0.0000% | $7739000.00        | $970640.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 2.5000%  | 0.0000% | $6921136.00        | $682541.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 3.0000%  | 0.0000% | $996000.00         | $138969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $1831654.00        | $141823.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-12-01      | 4.5000%  | 0.0000% | $1024000.00        | $95364.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.0000%  | 0.0000% | $13873146.00       | $516274.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $2636796.00        | $401215.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.5000%  | 0.0000% | $600000.00         | $82212.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 3.0000%  | 0.0000% | $2093000.00        | $336604.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 4.0000%  | 0.0000% | $1708000.00        | $250040.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-01      | 2.5000%  | 0.0000% | $660000.00         | $100126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.5000%  | 0.0000% | $530000.00         | $74622.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $759500.00         | $74009.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $2429755.00        | $274419.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 3.0000%  | 0.0000% | $38000.00          | $4920.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 2.5000%  | 0.0000% | $5999000.00        | $784691.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 3.0000%  | 0.0000% | $2998000.00        | $418363.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-12-01      | 3.0000%  | 0.0000% | $2273000.00        | $100747.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 4.5000%  | 0.0000% | $683925.00         | $83824.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $32716024.00       | $4142671.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | 0.0000% | $1175000.00        | $128648.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 3.5000%  | 0.0000% | $1147000.00        | $117978.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | 0.0000% | $56653280.00       | $8293177.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 3.5000%  | 0.0000% | $1195000.00        | $428142.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $56596772.00       | $4724924.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 3.5000%  | 0.0000% | $755000.00         | $81526.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $3616188.00        | $295253.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $51113340.00       | $3943305.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $402000.00         | $244918.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 1.5000%  | 0.0000% | $555291.00         | $309538.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $174000.00         | $108515.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $14837296.00       | $9257446.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1046124.00        | $604548.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.5000%  | 0.0000% | $456884.00         | $232364.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $265500.00         | $169122.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $13763764.00       | $8725417.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $10909759.00       | $1180641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 4.5000%  | 0.0000% | $2550000.00        | $251439.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 2.5000%  | 0.0000% | $2841000.00        | $344050.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 2.5000%  | 0.0000% | $4460343.00        | $619298.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 2.5000%  | 0.0000% | $2773796.00        | $555857.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $2044000.00        | $312340.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | 0.0000% | $627000.00         | $86131.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.5000%  | 0.0000% | $997000.00         | $114444.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-01-01      | 3.5000%  | 0.0000% | $544646.00         | $84483.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 2.5000%  | 0.0000% | $5012000.00        | $845710.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 3.0000%  | 0.0000% | $1200000.00        | $204184.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 2.5000%  | 0.0000% | $3080000.00        | $670834.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.0000%  | 0.0000% | $6497000.00        | $2772237.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.0000%  | 0.0000% | $1391996.00        | $272344.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.5000%  | 0.0000% | $897000.00         | $160855.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | 0.0000% | $12428490.00       | $3260329.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 2.5000%  | 0.0000% | $1655000.00        | $453318.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.0000%  | 0.0000% | $1219000.00        | $389450.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $5086000.00        | $2448634.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $7651617.00        | $3075248.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 3.0000%  | 0.0000% | $2030000.00        | $619225.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 1.5000%  | 0.0000% | $2553624.00        | $1077483.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $424000.00         | $183539.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.0000%  | 0.0000% | $996000.00         | $249152.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 2.5000%  | 0.0000% | $198000.00         | $85569.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 1.5000%  | 0.0000% | $546639.00         | $301941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $922500.00         | $415402.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.0000%  | 0.0000% | $1041905.00        | $389901.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | 0.0000% | $1580116.00        | $687731.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $301000.00         | $166106.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | 0.0000% | $16351776.00       | $7657170.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 1.5000%  | 0.0000% | $1564970.00        | $767243.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $1497000.00        | $750733.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 1.5000%  | 0.0000% | $497998.00         | $181888.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.5000%  | 0.0000% | $1980.00           | $938.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $3355290.00        | $2014863.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $2090707.00        | $1206018.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $330003.00         | $215755.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $11649952.00       | $5718672.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $4235597.00        | $3371414.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 5.0000%  | 0.0000% | $459797.00         | $298560.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 5.5000%  | 0.0000% | $157000.00         | $92394.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $10246520.00       | $8321769.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1674290.00        | $1176795.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | 0.0000% | $291249.00         | $262220.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $5960.00           | $4230.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 5.0000%  | 0.0000% | $7000.00           | $4620.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 5.5000%  | 0.0000% | $391000.00         | $226802.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $5578880.00        | $3587317.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1933.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $2132568.00        | $1374006.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $532000.00         | $351173.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $719089.00         | $420846.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.5000%  | 0.0000% | $434000.00         | $253496.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $686000.00         | $457686.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $2446832.00        | $1652974.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $7855096.00        | $5394496.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $2119176.00        | $1439969.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.0000%  | 0.0000% | $9459330.00        | $6476986.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | 0.0000% | $2120912.00        | $1482545.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $8776384.00        | $6354245.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | 0.0000% | $410000.00         | $251000.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 2.5000%  | 0.0000% | $500000.00         | $336527.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-05-01      | 2.0000%  | 0.0000% | $1016928.00        | $478849.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $239000.00         | $156447.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $6749870.00        | $4943622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $8226960.00        | $6201911.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $2231939.00        | $1684146.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 2.5000%  | 0.0000% | $1760576.00        | $1086309.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1465000.00        | $981337.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.0000%  | 0.0000% | $1571328.00        | $1099299.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $800000.00         | $553252.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 2.5000%  | 0.0000% | $9944115.00        | $6458409.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 4.0000%  | 0.0000% | $2689324.00        | $1459274.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.0000%  | 0.0000% | $276000.00         | $203636.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $3084272.00        | $2206227.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 3.5000%  | 0.0000% | $1510960.00        | $1162964.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $14651408.00       | $11282774.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 2.5000%  | 0.0000% | $483000.00         | $338716.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | 0.0000% | $200000.00         | $117427.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 4.5000%  | 0.0000% | $223499.00         | $120364.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 3.5000%  | 0.0000% | $131000.00         | $103009.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $4625640.00        | $3641876.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $2253088.00        | $1676944.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $4160000.00        | $3344335.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $377000.00         | $294686.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.0000%  | 0.0000% | $1135928.00        | $886572.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 4.5000%  | 0.0000% | $2947507.00        | $2415446.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $2142927.00        | $1689957.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 5.0000%  | 0.0000% | $309000.00         | $175531.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $109000.00         | $80181.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 3.0000%  | 0.0000% | $144000.00         | $113464.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $533971.00         | $436129.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1036001.00        | $771674.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 5.0000%  | 0.0000% | $5000.00           | $3453.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $7284980.00        | $5491209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $553793.00         | $325390.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 4.5000%  | 0.0000% | $503000.00         | $321363.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 5.0000%  | 0.0000% | $1945000.00        | $1022856.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $586000.00         | $488715.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | 0.0000% | $2491000.00        | $2109128.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.5000%  | 0.0000% | $1999296.00        | $1531375.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $7417696.00        | $3637160.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $225967.00         | $195290.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $11056176.00       | $8572288.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | 0.0000% | $1835734.00        | $1391787.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.0000%  | 0.0000% | $130668.00         | $108536.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $3212160.00        | $1715248.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.0000%  | 0.0000% | $245000.00         | $149935.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.5000%  | 0.0000% | $2469990.00        | $1401043.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.5000%  | 0.0000% | $1397180.00        | $1214892.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | 0.0000% | $1594790.00        | $761193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 4.5000%  | 0.0000% | $725160.00         | $632021.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $8152704.00        | $4364833.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.0000%  | 0.0000% | $448028.00         | $399606.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1331.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.0000%  | 0.0000% | $193000.00         | $178126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $176000.00         | $111050.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 5.5000%  | 0.0000% | $400895.00         | $252208.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 5.0000%  | 0.0000% | $866838.00         | $658145.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-12-01      | 5.0000%  | 0.0000% | $6000.00           | $4655.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 5.0000%  | 0.0000% | $298000.00         | $222317.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $2305035.00        | $2152351.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $104000.00         | $91588.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $801006.00         | $635467.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $304625.00         | $209578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $77000.00          | $71977.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 3.5000%  | 0.0000% | $272000.00         | $241777.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 4.0000%  | 0.0000% | $400523.00         | $369008.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 5.0000%  | 0.0000% | $3112184.00        | $2753996.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 5.0000%  | 0.0000% | $1444562.00        | $1276686.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $699000.00         | $626321.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $336000.00         | $317682.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.5000%  | 0.0000% | $203776.00         | $143622.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | 0.0000% | $250000.00         | $243700.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 5.0000%  | 0.0000% | $361700.00         | $341596.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $2088634.00        | $2026360.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | 0.0000% | $70998.00          | $69508.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $4714455.00        | $4785103.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 4.5000%  | 0.0000% | $5400322.00        | $5314666.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | 0.0000% | $2797000.00        | $2851482.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 6.0000%  | 0.0000% | $1899000.00        | $1953337.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $1997000.00        | $2028221.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.5000%  | 0.0000% | $9924655.00        | $9861896.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 5.5000%  | 0.0000% | $416000.00         | $425259.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 5.5000%  | 0.0000% | $47400000.00       | $793919.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 4.5000%  | 0.0000% | $1549162.00        | $136329.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | 0.0000% | $90044000.00       | $8826085.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 3.5000%  | 0.0000% | $1488752.00        | $120470.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | 0.0000% | $7809968.00        | $287168.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $6860961.00        | $6379630.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $2496000.00        | $2320656.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.5000%  | 0.0000% | $1474900.00        | $817264.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1352875.00        | $921437.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1002700.00        | $894864.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $5511996.00        | $5298829.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $2010321.00        | $2083399.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $3895904.00        | $3850776.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $10386500.00       | $10048406.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $6284408.00        | $6002185.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 7.0000%  | 0.0000% | $1045662.00        | $1093414.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $3112718.00        | $2463665.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $8896880.00        | $7758451.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $3426055.00        | $3257715.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1155902.00        | $1171465.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $15006570.00       | $8268700.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 7.0000%  | 0.0000% | $2563408.00        | $2500353.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $3538617.00        | $3700627.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | 0.0000% | $1288368.00        | $1343103.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $6497864.00        | $6667061.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $10353910.00       | $10349024.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $11568770.00       | $10600900.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $4317344.00        | $4199973.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.5000%  | 0.0000% | $432022.00         | $423747.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1405260.00        | $1424222.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1045777.00        | $967228.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1072310.00        | $1094054.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1169792.00        | $1199951.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1002600.00        | $1032365.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $2144343.00        | $2251320.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2755125.00        | $2834379.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1155564.00        | $1169046.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $10258648.00       | $9962095.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1309504.00        | $1341847.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $6391992.00        | $5692549.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $811446.00         | $849027.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $2227107.00        | $2248222.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 7.0000%  | 0.0000% | $673436.00         | $708844.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $4010240.00        | $4102758.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $8730600.00        | $8748956.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $2607781.00        | $2584321.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $7363805.00        | $7524763.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $2198764.00        | $2261327.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1969790.00        | $2017182.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1950.00           | $1913.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $11114300.00       | $11384780.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 5.5000%  | 0.0000% | $2460476.00        | $2498278.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $3373580.00        | $3451865.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $10101665.00       | $10551602.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1699980.00        | $1736948.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $447746.00         | $432173.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $1992.00           | $2012.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $1050864.00        | $1096045.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 4.0000%  | 0.0000% | $1877011.00        | $1794454.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $319399.00         | $319526.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $5928162.00        | $5999535.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $65252.00          | $69451.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $2620712.00        | $2695960.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1202862.00        | $984891.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1007.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $3137950.00        | $3221792.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1425132.00        | $1449500.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $141518.00         | $145300.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $1060029.00        | $1101827.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $2023800.00        | $2059140.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $4097224.00        | $4141676.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $6352448.00        | $6565169.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $6333944.00        | $6557253.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $972781.00         | $997194.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1730798.00        | $1746398.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $2997.00           | $3024.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $8624120.00        | $7365984.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $726532.00         | $688466.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $3054964.00        | $2866437.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $412000.00         | $329444.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 3.0000%  | 0.0000% | $12513008.00       | $10309740.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $1121680.00        | $1007837.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $688384.00         | $621867.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1314256.00        | $1270193.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $3353996.00        | $2915989.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $3665748.00        | $3284050.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $808000.00         | $792846.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $826000.00         | $766572.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $4338000.00        | $3935548.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $401330.00         | $352361.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $258000.00         | $238425.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $4943215.00        | $4335608.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $297761.00         | $231389.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $2186000.00        | $2079073.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $1974000.00        | $1648076.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $675000.00         | $647985.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $2731674.00        | $2752941.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $4417650.00        | $4590702.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.0000%  | 0.0000% | $2759399.00        | $2650693.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $54684353.00       | $55846584.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 3.0000%  | 0.0000% | $296342.00         | $264369.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $1968232.00        | $1773516.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 4.5000%  | 0.0000% | $2378000.00        | $2322238.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $9598103.00        | $9859172.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $8782870.00        | $7225423.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $1592402.00        | $1312763.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $5174512.00        | $4236327.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.0000%  | 0.0000% | $11238530.00       | $9166381.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 4.0000%  | 0.0000% | $1402511.00        | $1360412.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $6833048.00        | $7020199.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.5000%  | 0.0000% | $2176988.00        | $2047101.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | 0.0000% | $4731428.00        | $4683920.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $3071.00           | $3214.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2048.00           | $2074.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $11063650.00       | $11453550.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 3.5000%  | 0.0000% | $3274205.00        | $3103833.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $1507000.00        | $1210633.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $14939895.00       | $11872479.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.5000%  | 0.0000% | $997022.00         | $854437.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.0000%  | 0.0000% | $12064775.00       | $9331864.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $4837792.00        | $4483319.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $14369830.00       | $6856840.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $1659000.00        | $1599359.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1173143.00        | $947212.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $9526410.00        | $8181387.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $13831321.00       | $11687077.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $5483000.00        | $5248531.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $8549618.00        | $8504412.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $6199000.00        | $5766837.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $9559070.00        | $7649625.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $691650.00         | $662605.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $9655160.00        | $9443751.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1412192.00        | $1427348.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | 0.0000% | $3042528.00        | $3030526.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $3749960.00        | $3978618.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $11108796.00       | $10785126.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | 0.0000% | $187000.00         | $183402.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 4.5000%  | 0.0000% | $162055.00         | $142954.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 5.0000%  | 0.0000% | $908495.00         | $784323.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-08-01      | 5.5000%  | 0.0000% | $83392.00          | $74519.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 4.0000%  | 0.0000% | $83000.00          | $80928.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 3.5000%  | 0.0000% | $99000.00          | $95384.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.5000%  | 0.0000% | $108597.00         | $107881.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 5.5000%  | 0.0000% | $9285350.00        | $9487142.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $5512715.00        | $5587771.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1001.00           | $1016.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1020.00           | $989.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $5055696.00        | $5095788.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $9949511.00        | $10248766.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $4253832.00        | $4305030.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $1003.00           | $793.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $3125509.00        | $3155212.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $4260364.00        | $4286293.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1616.00           | $1630.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $3607583.00        | $3608387.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $4947448.00        | $5004803.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 4.5000%  | 0.0000% | $1801782.00        | $1778303.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1502274.00        | $1517381.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $5306464.00        | $5065886.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $1406678.00        | $1389790.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1550500.00        | $1603172.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $2333021.00        | $2404589.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $1439828.00        | $1488494.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1658521.00        | $1679101.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1033222.00        | $1040045.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1707683.00        | $1728901.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $5393190.00        | $5437032.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $4712286.00        | $4754296.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $5760279.00        | $5802350.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $3254600.00        | $3399528.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1447.00           | $1462.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | 0.0000% | $1102466.00        | $1171969.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $3000.00           | $3034.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $2018.00           | $2036.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1671162.00        | $1716891.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $3997.00           | $4027.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1329550.00        | $1348780.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $4001.00           | $4117.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $2012.00           | $1907.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1023.00           | $1066.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1998444.00        | $2027028.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $1193484.00        | $1245996.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 4.5000%  | 0.0000% | $1552365.00        | $1529095.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $3752680.00        | $3877146.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $3071604.00        | $3172044.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $5573528.00        | $5602559.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $4727032.00        | $4823254.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6299890.00        | $6444280.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $8100885.00        | $8280724.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $5640872.00        | $5772017.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1857336.00        | $1939988.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $5512660.00        | $5753715.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $4392698.00        | $4537797.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $10683180.00       | $11054059.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1550338.00        | $1611157.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $2490837.00        | $2511796.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $864375.00         | $901538.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $2633676.00        | $2707209.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $7411675.00        | $7456916.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $5073689.00        | $5174025.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2967.00           | $2985.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $6268116.00        | $6325913.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $4851120.00        | $4902493.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2718800.00        | $2738310.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1860586.00        | $1946929.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1007.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3348833.00        | $3385646.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1134110.00        | $1149680.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1303284.00        | $1322395.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | 0.0000% | $3319808.00        | $3282182.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $5964632.00        | $6052299.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3383608.00        | $3493574.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6351480.00        | $6475198.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $11471134.00       | $11597406.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3082605.00        | $3098683.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $7246640.00        | $7443789.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1888152.00        | $1953662.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $4591510.00        | $4625798.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2783192.00        | $2858910.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3068476.00        | $3169182.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $3044092.00        | $3084724.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $3456712.00        | $3500722.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $3607308.00        | $3650126.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1016551.00        | $1061943.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $2747032.00        | $2829846.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $1468156.00        | $1512690.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $1032240.00        | $1077302.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.0000%  | 0.0000% | $2252416.00        | $2338889.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1305730.00        | $1343385.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $2355556.00        | $2395989.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1092964.00        | $1133017.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $4945500.00        | $5136394.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $10380096.00       | $10760491.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 6.5000%  | 0.0000% | $832339.00         | $881652.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.5000%  | 0.0000% | $1996.00           | $2079.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $190027.00         | $195197.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1712670.00        | $1742068.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $10364624.00       | $10744452.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $1132246.00        | $1146157.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2995.00           | $3041.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $1085379.00        | $1091814.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $1026493.00        | $1053402.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $2876661.00        | $2898986.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $2938183.00        | $2970526.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $2483160.00        | $2509826.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $948447.00         | $975133.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $473400.00         | $489319.00         | Agency Mortgage-Backed Securities |

### Security 321: FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR10382D, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR10382D779224NT
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / NORTHERN TRUST COMPANY (THE)

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $8106800.00        | $10680706.99       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $50000000.00       | $65874987.57       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47542230.03       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47542230.02       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271969.07       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271969.07       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271969.09       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271969.07       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47271969.07       | U.S. Treasuries (including strips) |

### Security 322: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR103839, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR1038397792241SO
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC.                                                                 | 2037-03-01      | 5.2500%  | 0.0000% | $2846000.00        | $2930609.00        | Corporate Debt Securities                         |
| ACCESS BANK PLC                                                           | 2026-09-21      | 6.1250%  | 0.0000% | $592000.00         | $602525.00         | Corporate Debt Securities                         |
| ALBERTSONS COS/SAFEWAY                                                    | 2030-02-15      | 4.8750%  | 0.0000% | $3000.00           | $3029.00           | Corporate Debt Securities                         |
| ALBERTSONS COS/SAFEWAY                                                    | 2030-02-15      | 4.8750%  | 0.0000% | $68000.00          | $68664.00          | Corporate Debt Securities                         |
| NEW ALBERTSONS LP                                                         | 2030-05-01      | 8.7000%  | 0.0000% | $4668000.00        | $5294718.00        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PART/FI                                                  | 2033-10-15      | 5.7500%  | 0.0000% | $184000.00         | $189683.00         | Corporate Debt Securities                         |
| APPLOVIN CORPORATION                                                      | 2031-12-01      | 5.3750%  | 0.0000% | $2000.00           | $2083.00           | Corporate Debt Securities                         |
| ARAB REPUBLIC OF EGYPT                                                    | 2032-01-15      | 7.0529%  | 0.0000% | $795000.00         | $805342.00         | Other Instrument                                  |
| ARBOR REALTY SR, INC.                                                     | 2028-12-15      | 8.5000%  | 0.0000% | $2000.00           | $1964.00           | Corporate Debt Securities                         |
| ASURION LLC/ASURION CO                                                    | 2032-12-31      | 8.0000%  | 0.0000% | $1000.00           | $1053.00           | Corporate Debt Securities                         |
| ARMOR HOLDCO INC.                                                         | 2029-11-15      | 8.5000%  | 0.0000% | $689000.00         | $703936.00         | Corporate Debt Securities                         |
| AXON ENTERPRISE, INC.                                                     | 2030-03-15      | 6.1250%  | 0.0000% | $112000.00         | $118104.00         | Corporate Debt Securities                         |
| BX Trust                                                                  | 2037-06-15      | 7.1192%  | 0.0000% | $7218991.00        | $6254752.00        | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COMPANIES INC.                                              | 2028-09-30      | 11.0000% | 0.0000% | $1898000.00        | $2038768.00        | Corporate Debt Securities                         |
| Federative Republic of Brazil                                             | 2026-04-07      | 6.0000%  | 0.0000% | $6524000.00        | $6645564.00        | Other Instrument                                  |
| Federative Republic of Brazil                                             | 2035-03-15      | 6.6250%  | 0.0000% | $96566000.00       | $101176423.00      | Other Instrument                                  |
| Federative Republic of Brazil                                             | 2033-02-04      | 5.5000%  | 0.0000% | $6000.00           | $5971.00           | Other Instrument                                  |
| BROOKFIELD RESID PROPERT                                                  | 2029-06-15      | 5.0000%  | 0.0000% | $8000.00           | $7801.00           | Corporate Debt Securities                         |
| BURLINGTN NORTH SANTA FE                                                  | 2037-07-15      | 6.5300%  | 0.0000% | $155000.00         | $175527.00         | Corporate Debt Securities                         |
| CSC HOLDINGS, LLC                                                         | 2030-12-01      | 4.1250%  | 0.0000% | $6410000.00        | $3940422.00        | Corporate Debt Securities                         |
| CVR Energy Inc.                                                           | 2028-02-15      | 5.7500%  | 0.0000% | $3300000.00        | $3382448.00        | Corporate Debt Securities                         |
| Countrywide Asset-Backed Certificates                                     | 2046-10-25      | 4.1771%  | 0.0000% | $20832.00          | $14157.00          | Asset-Backed Securities                           |
| Countrywide Asset-Backed Certificates                                     | 2035-08-25      | 5.1360%  | 0.0000% | $185000.00         | $170704.00         | Asset-Backed Securities                           |
| Countrywide Alternative Loan Trust                                        | 2035-12-25      | 5.6682%  | 0.0000% | $131714000.00      | $4512815.00        | Private Label Collateralized Mortgage Obligations |
| CNTRL PARENT/CDK GLB INC                                                  | 2029-06-15      | 7.2500%  | 0.0000% | $2000.00           | $1630.00           | Corporate Debt Securities                         |
| Cerdia Finanz GmbH                                                        | 2031-10-03      | 9.3750%  | 0.0000% | $11000.00          | $11608.00          | Corporate Debt Securities                         |
| CHARTER COMM OPT LLC/CAP                                                  | 2048-04-01      | 5.7500%  | 0.0000% | $2000.00           | $1715.00           | Corporate Debt Securities                         |
| CHURCHILL DOWNS INCORPORATED                                              | 2027-04-01      | 5.5000%  | 0.0000% | $3261000.00        | $3320222.00        | Corporate Debt Securities                         |
| CITIGROUP INC.                                                            | 2032-11-03      | 2.5200%  | 0.0000% | $2000.00           | $1803.00           | Corporate Debt Securities                         |
| CITGO PETROLEUM CORPORATION                                               | 2029-01-15      | 8.3750%  | 0.0000% | $6024000.00        | $6274596.00        | Corporate Debt Securities                         |
| COGENT COMMS GRP / FIN                                                    | 2032-07-01      | 6.5000%  | 0.0000% | $416000.00         | $385019.00         | Corporate Debt Securities                         |
| Coinbase Global, Inc.                                                     | 2031-10-01      | 3.6250%  | 0.0000% | $2000.00           | $1796.00           | Corporate Debt Securities                         |
| Republic of Colombia                                                      | 2032-04-22      | 3.2500%  | 0.0000% | $2928000.00        | $2498308.00        | Other Instrument                                  |
| CONAGRA BRANDS, INC.                                                      | 2038-11-01      | 5.3000%  | 0.0000% | $5000.00           | $4801.00           | Corporate Debt Securities                         |
| DCLI BIDCO LLC                                                            | 2029-11-15      | 7.7500%  | 0.0000% | $3066000.00        | $3162382.00        | Corporate Debt Securities                         |
| DANAOS CORPORATION                                                        | 2032-10-15      | 6.8750%  | 0.0000% | $7192000.00        | $7562756.00        | Corporate Debt Securities                         |
| FORESEA HOLDING S.A.                                                      | 2030-06-15      | 7.5000%  | 0.0000% | $1242050.00        | $1236653.00        | Corporate Debt Securities                         |
| Ecopetrol S.A.                                                            | 2031-11-02      | 4.6250%  | 0.0000% | $6085000.00        | $5530021.00        | Corporate Debt Securities                         |
| Ecopetrol S.A.                                                            | 2033-01-13      | 8.8750%  | 0.0000% | $1499000.00        | $1616493.00        | Corporate Debt Securities                         |
| Ecopetrol S.A.                                                            | 2032-02-01      | 7.7500%  | 0.0000% | $543000.00         | $578308.00         | Corporate Debt Securities                         |
| EQUIPMENTSHARE.COM INC                                                    | 2032-05-15      | 8.6250%  | 0.0000% | $1000.00           | $1087.00           | Corporate Debt Securities                         |
| FAIR ISAAC CORPORATION                                                    | 2028-06-15      | 4.0000%  | 0.0000% | $2000.00           | $1976.00           | Corporate Debt Securities                         |
| EF HOLD/EF KY/ELL KY/TRS                                                  | 2030-09-30      | 7.3750%  | 0.0000% | $1269000.00        | $1316796.00        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD.                                               | 2034-02-15      | 7.2500%  | 0.0000% | $1617000.00        | $1752395.00        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION                                              | 2030-10-01      | 12.2500% | 0.0000% | $1864000.00        | $2134789.00        | Corporate Debt Securities                         |
| GENMAB A/S/GENMAB FIN                                                     | 2033-12-15      | 7.2500%  | 0.0000% | $3405000.00        | $3633983.00        | Corporate Debt Securities                         |
| THE GOLDMAN SACHS GROUP, INC.                                             | 2030-10-23      | 4.6920%  | 0.0000% | $4036000.00        | $4136909.00        | Corporate Debt Securities                         |
| THE GOLDMAN SACHS GROUP, INC.                                             | 2099-12-31      | 6.8500%  | 0.0000% | $1000.00           | $1071.00           | Corporate Debt Securities                         |
| THE GOLDMAN SACHS GROUP, INC.                                             | 2031-01-28      | 5.2070%  | 0.0000% | $1000.00           | $1032.00           | Corporate Debt Securities                         |
| THE GOLDMAN SACHS GROUP, INC.                                             | 2028-04-23      | 4.9561%  | 0.0000% | $1000.00           | $1010.00           | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB                                                      | 2029-11-15      | 8.2500%  | 0.0000% | $1664000.00        | $1742520.00        | Corporate Debt Securities                         |
| HP INC.                                                                   | 2030-04-25      | 5.4000%  | 0.0000% | $3996000.00        | $4187169.00        | Corporate Debt Securities                         |
| TALCOTT RESOLUTION LIFE, INC.                                             | 2027-06-15      | 7.6500%  | 0.0000% | $3000.00           | $3084.00           | Corporate Debt Securities                         |
| HILCORP ENERGY I/HILCORP                                                  | 2031-02-01      | 6.0000%  | 0.0000% | $5000.00           | $4982.00           | Corporate Debt Securities                         |
| HILTON DOMESTIC OPERATING COMPANY INC.                                    | 2033-03-15      | 5.8750%  | 0.0000% | $22000.00          | $23003.00          | Corporate Debt Securities                         |
| HOLOGIC, INC.                                                             | 2029-02-15      | 3.2500%  | 0.0000% | $2000.00           | $2022.00           | Corporate Debt Securities                         |
| Hospitality Properties Trust                                              | 2027-02-15      | 4.9500%  | 0.0000% | $2000.00           | $2036.00           | Corporate Debt Securities                         |
| IHS HOLDING LIMITED                                                       | 2031-11-29      | 8.2500%  | 0.0000% | $207000.00         | $219372.00         | Corporate Debt Securities                         |
| ILFC E-CAPITAL TRUST II                                                   | 2065-12-21      | 6.6000%  | 0.0000% | $3731000.00        | $3290194.00        | Corporate Debt Securities                         |
| ITT HOLDINGS LLC                                                          | 2029-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2994.00           | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                               | 2027-05-15      | 1.7000%  | 0.0000% | $100000.00         | $97667.00          | Corporate Debt Securities                         |
| JETBLUE AIRWAYS/LOYALTY                                                   | 2031-09-20      | 9.8750%  | 0.0000% | $4201000.00        | $4287634.00        | Corporate Debt Securities                         |
| REPUBLIC OF KENYA                                                         | 2036-03-05      | 9.5000%  | 0.0000% | $513000.00         | $567642.00         | Other Instrument                                  |
| KRONOS ACQUISITION HOLDI                                                  | 2031-06-30      | 8.2500%  | 0.0000% | $2214000.00        | $1570556.00        | Corporate Debt Securities                         |
| LCPR SENIOR SECURED FINANCING DESIGNATED ACTIVITY COMPANY                 | 2027-10-15      | 6.7500%  | 0.0000% | $4247000.00        | $3035278.00        | Corporate Debt Securities                         |
| LAMAR MEDIA CORP                                                          | 2029-01-15      | 4.8750%  | 0.0000% | $2000.00           | $2037.00           | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT, INC.                                           | 2027-10-15      | 4.7500%  | 0.0000% | $5981000.00        | $6057761.00        | Corporate Debt Securities                         |
| M.D.C. HOLDINGS, INC.                                                     | 2030-01-15      | 3.8500%  | 0.0000% | $413000.00         | $399464.00         | Corporate Debt Securities                         |
| MACY'S RETAIL HLDGS LLC                                                   | 2034-12-15      | 4.5000%  | 0.0000% | $2000.00           | $1807.00           | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL, INC.                                              | 2035-03-15      | 5.3500%  | 0.0000% | $8000.00           | $8379.00           | Corporate Debt Securities                         |
| MCDONALD'S CORPORATION                                                    | 2035-12-09      | 4.7000%  | 0.0000% | $249000.00         | $249373.00         | Corporate Debt Securities                         |
| MCDONALD'S CORPORATION                                                    | 2045-12-09      | 4.8750%  | 0.0000% | $1000.00           | $920.00            | Corporate Debt Securities                         |
| MORGAN STANLEY                                                            | 2029-01-24      | 3.7720%  | 0.0000% | $1000.00           | $995.00            | Corporate Debt Securities                         |
| Morgan Stanley Home Equity Loan Trust 2007-2                              | 2037-04-25      | 4.0171%  | 0.0000% | $26560137.00       | $6204822.00        | Asset-Backed Securities                           |
| NATIONAL MENTOR HOLDINGS, INC.                                            | 2030-12-15      | 10.5000% | 0.0000% | $1531000.00        | $1599482.00        | Corporate Debt Securities                         |
| New Gold Inc.                                                             | 2032-04-01      | 6.8750%  | 0.0000% | $52000.00          | $56508.00          | Corporate Debt Securities                         |
| NOBLE FINANCE II LLC                                                      | 2030-04-15      | 8.0000%  | 0.0000% | $100000.00         | $106549.00         | Corporate Debt Securities                         |
| Nova Chemicals Corporation                                                | 2027-06-01      | 5.2500%  | 0.0000% | $306000.00         | $309756.00         | Corporate Debt Securities                         |
| 1011778 BC / NEW RED FIN                                                  | 2028-01-15      | 3.8750%  | 0.0000% | $4016000.00        | $4016246.00        | Corporate Debt Securities                         |
| ONEMAIN FINANCE CORPORATION                                               | 2027-01-15      | 3.5000%  | 0.0000% | $10000.00          | $9884.00           | Corporate Debt Securities                         |
| Paychex, Inc.                                                             | 2032-04-15      | 5.3500%  | 0.0000% | $2000.00           | $2099.00           | Corporate Debt Securities                         |
| PENNYMAC FINANCIAL SERVICES, INC.                                         | 2031-09-15      | 5.7500%  | 0.0000% | $2000.00           | $2051.00           | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS EPE                                                   | 2032-02-16      | 6.7000%  | 0.0000% | $819000.00         | $841221.00         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS EPE                                                   | 2028-02-12      | 5.3500%  | 0.0000% | $482000.00         | $496434.00         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS EPE                                                   | 2060-01-28      | 6.9500%  | 0.0000% | $595000.00         | $483756.00         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS EPE                                                   | 2099-12-31      | 6.6250%  | 0.0000% | $523000.00         | $390754.00         | Corporate Debt Securities                         |
| PETSMART LLC/PETSMART FI                                                  | 2033-09-15      | 10.0000% | 0.0000% | $10000.00          | $10838.00          | Corporate Debt Securities                         |
| Prospect Capital Corporation                                              | 2031-07-15      | 3.4000%  | 0.0000% | $2000.00           | $1557.00           | Corporate Debt Securities                         |
| Prospect Capital Corporation                                              | 2033-06-15      | 4.0000%  | 0.0000% | $4000.00           | $3149.00           | Corporate Debt Securities                         |
| Prospect Capital Corporation                                              | 2032-02-15      | 4.5000%  | 0.0000% | $5000.00           | $4259.00           | Corporate Debt Securities                         |
| Prospect Capital Corporation                                              | 2033-03-15      | 5.9500%  | 0.0000% | $2000.00           | $1786.00           | Corporate Debt Securities                         |
| Prospect Capital Corporation                                              | 2034-07-15      | 7.5000%  | 0.0000% | $3000.00           | $2883.00           | Corporate Debt Securities                         |
| Prospect Capital Corporation                                              | 2029-10-15      | 4.2500%  | 0.0000% | $4000.00           | $3741.00           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/RHP FINAN                                                  | 2027-10-15      | 4.7500%  | 0.0000% | $4000.00           | $4051.00           | Corporate Debt Securities                         |
| Republica Oriental del Uruguay                                            | 2034-10-28      | 5.7500%  | 0.0000% | $660.00            | $709.00            | Other Instrument                                  |
| ROCKET COS INC                                                            | 2029-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1066.00           | Corporate Debt Securities                         |
| NAVIENT CORPORATION                                                       | 2029-03-15      | 5.7500%  | 0.0000% | $3000.00           | $2944.00           | Corporate Debt Securities                         |
| NAVIENT CORPORATION                                                       | 2029-09-15      | 6.2500%  | 0.0000% | $3000.00           | $2953.00           | Corporate Debt Securities                         |
| NAVIENT CORPORATION                                                       | 2029-12-15      | 5.7500%  | 0.0000% | $2000.00           | $1905.00           | Corporate Debt Securities                         |
| NAVIENT CORPORATION                                                       | 2037-03-15      | 6.0000%  | 0.0000% | $4000.00           | $3438.00           | Corporate Debt Securities                         |
| THE CHARLES SCHWAB CORPORATION                                            | 2079-12-31      | 4.0000%  | 0.0000% | $971000.00         | $973287.00         | Corporate Debt Securities                         |
| SEALED AIR CORPORATION                                                    | 2027-12-01      | 4.0000%  | 0.0000% | $6079000.00        | $6093319.00        | Corporate Debt Securities                         |
| THE SOUTHERN COMPANY                                                      | 2035-03-15      | 4.8500%  | 0.0000% | $3000.00           | $3019.00           | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                                    | 2099-12-31      | 7.0000%  | 0.0000% | $1000.00           | $1046.00           | Corporate Debt Securities                         |
| Staples, Inc.                                                             | 2029-09-01      | 10.7500% | 0.0000% | $7000.00           | $7197.00           | Corporate Debt Securities                         |
| SUNOCO LP                                                                 | 2030-05-01      | 4.6250%  | 0.0000% | $1000.00           | $987.00            | Corporate Debt Securities                         |
| TRI POINTE HOMES INC                                                      | 2028-06-15      | 5.7000%  | 0.0000% | $4000.00           | $4078.00           | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY, LLC                                                  | 2034-02-01      | 6.2500%  | 0.0000% | $6108000.00        | $6299399.00        | Corporate Debt Securities                         |
| TITAN INTERNATIONAL, INC.                                                 | 2028-04-30      | 7.0000%  | 0.0000% | $3000.00           | $3066.00           | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC                                                     | 2039-09-30      | 5.7500%  | 0.0000% | $6561000.00        | $6710438.00        | Corporate Debt Securities                         |
| TransAlta Corporation                                                     | 2034-02-01      | 5.8750%  | 0.0000% | $4000.00           | $4016.00           | Corporate Debt Securities                         |
| Transocean International Limited                                          | 2032-10-15      | 7.8750%  | 0.0000% | $2474000.00        | $2669097.00        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY                                                        | 2036-03-17      | 6.8750%  | 0.0000% | $2344000.00        | $2434500.00        | Other Instrument                                  |
| REPUBLIC OF TURKEY                                                        | 2038-03-05      | 7.2500%  | 0.0000% | $7661000.00        | $8250754.00        | Other Instrument                                  |
| REPUBLIC OF TURKEY                                                        | 2041-01-14      | 6.0000%  | 0.0000% | $1907000.00        | $1696003.00        | Other Instrument                                  |
| REPUBLIC OF TURKEY                                                        | 2028-01-15      | 9.8750%  | 0.0000% | $18490000.00       | $20277883.00       | Other Instrument                                  |
| REPUBLIC OF TURKEY                                                        | 2034-05-15      | 7.6250%  | 0.0000% | $5007000.00        | $5420655.00        | Other Instrument                                  |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2048-11-15      | 0.0000%  | 0.0000% | $10000.00          | $3211.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2026-11-15      | 6.5000%  | 0.0000% | $4000.00           | $4142.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2041-02-15      | 4.7500%  | 0.0000% | $2000.00           | $2076.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2050-02-15      | 2.0000%  | 0.0000% | $5000.00           | $2985.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $100.00            | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2053-02-15      | 3.6250%  | 0.0000% | $3000.00           | $2481.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2044-05-15      | 4.6250%  | 0.0000% | $300.00            | $297.00            | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2027-04-30      | 0.5000%  | 0.0000% | $1000.00           | $964.00            | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2031-05-15      | 1.6250%  | 0.0000% | $4000.00           | $3591.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2026-06-30      | 0.8750%  | 0.0000% | $2000.00           | $1978.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2026-09-30      | 0.8750%  | 0.0000% | $5000.00           | $4924.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2028-02-29      | 4.0000%  | 0.0000% | $600.00            | $615.00            | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2028-12-15      | 3.5000%  | 0.0000% | $400.00            | $401.00            | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2034-11-15      | 0.0000%  | 0.0000% | $4700.00           | $3227.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2031-02-15      | 0.0000%  | 0.0000% | $5000.00           | $4106.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2041-11-15      | 0.0000%  | 0.0000% | $10000.00          | $4621.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2044-02-15      | 0.0000%  | 0.0000% | $8000.00           | $3229.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2045-02-15      | 0.0000%  | 0.0000% | $5000.00           | $1911.00           | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2047-02-15      | 0.0000%  | 0.0000% | $2000.00           | $688.00            | U.S. Treasuries (including strips)                |
| UNITED STATES DEPARTMENT OF THE TREASURY                                  | 2050-02-15      | 0.0000%  | 0.0000% | $10000.00          | $2952.00           | U.S. Treasuries (including strips)                |
| UNITED WHOLESALE MORTGAGE, LLC                                            | 2027-06-15      | 5.7500%  | 0.0000% | $126000.00         | $127160.00         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG, INC.                                                  | 2029-02-01      | 9.5000%  | 0.0000% | $42000.00          | $46695.00          | Corporate Debt Securities                         |
| VMED O2 UK FINANCING I PLC                                                | 2032-04-15      | 7.7500%  | 0.0000% | $3530000.00        | $3726283.00        | Corporate Debt Securities                         |
| WAMU Mortgage Pass-Through Certificates                                   | 2045-10-25      | 4.6871%  | 0.0000% | $4453000.00        | $2176788.00        | Private Label Collateralized Mortgage Obligations |
| WAMU Mortgage Pass-Through Certificates                                   | 2045-11-25      | 4.6071%  | 0.0000% | $35100000.00       | $4381359.00        | Private Label Collateralized Mortgage Obligations |
| WAMU Mortgage Pass-Through Certificates                                   | 2045-11-25      | 4.4671%  | 0.0000% | $3025849.00        | $125761.00         | Private Label Collateralized Mortgage Obligations |
| Washington Mutual Mortgage Pass-Through CTFS                              | 2047-01-25      | 4.2671%  | 0.0000% | $50400000.00       | $4439309.00        | Private Label Collateralized Mortgage Obligations |
| Wells Fargo Commercial Mortgage Trust 2016-C35                            | 2048-07-15      | 3.1420%  | 0.0000% | $3726330.00        | $3549274.00        | Private Label Collateralized Mortgage Obligations |
| WINNEBAGO INDUSTRIES, INC.                                                | 2028-07-15      | 6.2500%  | 0.0000% | $6907000.00        | $6919392.00        | Corporate Debt Securities                         |
| WULF COMPUTE LLC                                                          | 2030-10-15      | 7.7500%  | 0.0000% | $668000.00         | $709624.00         | Corporate Debt Securities                         |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                                      | 2034-01-17      | 9.2500%  | 0.0000% | $380000.00         | $404632.00         | Corporate Debt Securities                         |
| BNP PARIBAS                                                               | 2099-12-31      | 4.6250%  | 0.0000% | $1185000.00        | $1132200.00        | Corporate Debt Securities                         |
| Grupo Aval Limited                                                        | 2030-02-04      | 4.3750%  | 0.0000% | $3500000.00        | $3288985.00        | Corporate Debt Securities                         |
| Transocean International Limited                                          | 2030-02-15      | 8.7500%  | 0.0000% | $2000.00           | $1625.00           | Corporate Debt Securities                         |
| Rakuten Group, Inc.                                                       | 2090-10-22      | 5.1250%  | 0.0000% | $2000000.00        | $2021163.00        | Corporate Debt Securities                         |
| AEROPUERTOS DOMINICANOS SIGLO XXI S.A                                     | 2034-06-30      | 7.0000%  | 0.0000% | $1433000.00        | $1511132.00        | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO | 2033-01-18      | 5.1250%  | 0.0000% | $1300000.00        | $1288860.00        | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO | 2038-06-29      | 8.4500%  | 0.0000% | $516000.00         | $579136.00         | Corporate Debt Securities                         |
| MINISTERIO DE HACIENDA Y ECONOMIA DE LA REPUBLICA DOMINICANA              | 2060-01-30      | 5.8750%  | 0.0000% | $181000.00         | $160457.00         | Other Instrument                                  |
| INSTITUTO COSTARRICENSE DE ELECTRICIDAD                                   | 2031-10-07      | 6.7500%  | 0.0000% | $548000.00         | $586649.00         | Corporate Debt Securities                         |
| PERU LNG S.R.L.                                                           | 2030-03-22      | 5.3750%  | 0.0000% | $4115000.00        | $3074071.00        | Corporate Debt Securities                         |
| Empresas Publicas de Medellin E.S.P.                                      | 2031-02-15      | 4.3750%  | 0.0000% | $1000000.00        | $930502.00         | Corporate Debt Securities                         |
| ALTA EQUIPMENT GROUP INC.                                                 | 2029-06-01      | 9.0000%  | 0.0000% | $3000.00           | $2918.00           | Corporate Debt Securities                         |
| Builders FirstSource, Inc.                                                | 2032-02-01      | 4.2500%  | 0.0000% | $2000.00           | $1948.00           | Corporate Debt Securities                         |
| CENTURY COMMUNITIES, INC.                                                 | 2029-08-15      | 3.8750%  | 0.0000% | $2000.00           | $1939.00           | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPERATING LLC                                             | 2031-02-15      | 3.7500%  | 0.0000% | $2000.00           | $1907.00           | Corporate Debt Securities                         |
| IRON MOUNTAIN INCORPORATED                                                | 2028-03-15      | 5.2500%  | 0.0000% | $2000.00           | $2036.00           | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT, INC.                                           | 2027-10-15      | 4.7500%  | 0.0000% | $2000.00           | $2026.00           | Corporate Debt Securities                         |
| MADISON IAQ LLC                                                           | 2028-06-30      | 4.1250%  | 0.0000% | $2000.00           | $1979.00           | Corporate Debt Securities                         |
| Sirius XM Radio LLC                                                       | 2028-07-15      | 4.0000%  | 0.0000% | $4000.00           | $3913.00           | Corporate Debt Securities                         |
| GMR HYDERABAD INTERNATIONAL AIRPORT LIMITED                               | 2027-10-27      | 4.2500%  | 0.0000% | $6220000.00        | $6206684.00        | Corporate Debt Securities                         |

### Security 323: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR10383A, C.3 - LEI: N.A., C.5 - Other ID: TPR10383A779224BAN
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AERCAP IRELAND CAP/GLOBA                    | 2028-06-06      | 5.7500%  | 0.0000% | $10000000.00       | $10437750.00       | Corporate Debt Securities |
| Aegon Ltd.                                  | 2048-04-11      | 5.5000%  | 0.0000% | $13000000.00       | $13385226.00       | Corporate Debt Securities |
| Antares Holdings LP                         | 2029-10-23      | 6.3500%  | 0.0000% | $400000.00         | $416300.00         | Corporate Debt Securities |
| ANTERO RESOURCES CORPORATION                | 2036-02-01      | 5.4000%  | 0.0000% | $22676000.00       | $22506837.00       | Corporate Debt Securities |
| ATHENE GLOBAL FUNDING                       | 2028-05-09      | 4.8300%  | 0.0000% | $9000000.00        | $9193748.00        | Corporate Debt Securities |
| BAE SYSTEMS PLC                             | 2030-04-15      | 3.4000%  | 0.0000% | $20789000.00       | $20314110.00       | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LIMITED          | 2030-02-21      | 5.0000%  | 0.0000% | $7500000.00        | $7890625.00        | Corporate Debt Securities |
| BMW US CAPITAL, LLC                         | 2026-08-13      | 4.6500%  | 0.0000% | $4621000.00        | $4738192.00        | Corporate Debt Securities |
| BPCE                                        | 2035-01-18      | 6.5080%  | 0.0000% | $4150000.00        | $4407007.00        | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                        | 2049-05-30      | 6.5810%  | 0.0000% | $12866000.00       | $13542162.00       | Corporate Debt Securities |
| BROADCOM INC.                               | 2034-04-15      | 3.4690%  | 0.0000% | $1886000.00        | $1736945.00        | Corporate Debt Securities |
| BROOKFIELD FINANCE INC.                     | 2047-09-20      | 4.7000%  | 0.0000% | $10000000.00       | $8891922.00        | Corporate Debt Securities |
| CVS HEALTH CORPORATION                      | 2028-03-25      | 4.3000%  | 0.0000% | $1416000.00        | $1440682.00        | Corporate Debt Securities |
| CALPINE CORPORATION                         | 2028-02-15      | 4.5000%  | 0.0000% | $10069000.00       | $10271337.00       | Corporate Debt Securities |
| CHAMP ACQUISITION CORP                      | 2031-12-01      | 8.3750%  | 0.0000% | $431000.00         | $465732.00         | Corporate Debt Securities |
| EXPAND ENERGY CORPORATION                   | 2035-01-15      | 5.7000%  | 0.0000% | $2000000.00        | $2076130.00        | Corporate Debt Securities |
| CIPHER COMPUTE LLC                          | 2030-11-15      | 7.1250%  | 0.0000% | $14995000.00       | $15657473.00       | Corporate Debt Securities |
| DIAMONDBACK ENERGY, INC.                    | 2054-04-18      | 5.7500%  | 0.0000% | $10000000.00       | $9763917.00        | Corporate Debt Securities |
| DRAWBRIDGE SPEC OPPOR FU                    | 2030-09-17      | 5.9500%  | 0.0000% | $10000000.00       | $9773819.00        | Corporate Debt Securities |
| Enova International, Inc.                   | 2028-12-15      | 11.2500% | 0.0000% | $1000000.00        | $1074513.00        | Corporate Debt Securities |
| European Investment Bank                    | 2031-03-13      | 3.7500%  | 0.0000% | $10000000.00       | $9964808.00        | Corporate Debt Securities |
| Constellation Energy Generation, LLC        | 2042-06-15      | 5.6000%  | 0.0000% | $3800000.00        | $3844080.00        | Corporate Debt Securities |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC | 2028-03-14      | 5.7000%  | 0.0000% | $10000000.00       | $10549533.00       | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC.                      | 2028-09-01      | 3.5000%  | 0.0000% | $8832000.00        | $8781005.00        | Corporate Debt Securities |
| HCA INC.                                    | 2054-04-01      | 6.0000%  | 0.0000% | $20856000.00       | $21215001.00       | Corporate Debt Securities |
| THE HOME DEPOT, INC.                        | 2041-04-01      | 5.9500%  | 0.0000% | $16506000.00       | $18065125.00       | Corporate Debt Securities |
| HOST HOTELS & RESORTS, L.P.                 | 2029-12-15      | 3.3750%  | 0.0000% | $3333000.00        | $3219840.00        | Corporate Debt Securities |
| Johnson & Johnson                           | 2027-03-03      | 2.9500%  | 0.0000% | $4502000.00        | $4524761.00        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS, L.P.         | 2039-09-01      | 6.5000%  | 0.0000% | $10000000.00       | $11288628.00       | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III, LLC          | 2035-05-15      | 6.1500%  | 0.0000% | $700000.00         | $727358.00         | Corporate Debt Securities |
| MERCK & CO., INC.                           | 2026-02-24      | 0.7500%  | 0.0000% | $7200000.00        | $7207848.00        | Corporate Debt Securities |
| MORGAN STANLEY                              | 2032-04-28      | 1.9280%  | 0.0000% | $10000000.00       | $8836071.00        | Corporate Debt Securities |
| NGPL PIPECO LLC                             | 2027-08-15      | 4.8750%  | 0.0000% | $996000.00         | $1023453.00        | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO., INC.       | 2028-07-15      | 5.2500%  | 0.0000% | $1799000.00        | $1804159.00        | Corporate Debt Securities |
| RITHM CAPITAL CORP.                         | 2029-04-01      | 8.0000%  | 0.0000% | $525000.00         | $553778.00         | Corporate Debt Securities |
| ORACLE CORPORATION                          | 2040-04-01      | 3.6000%  | 0.0000% | $20699000.00       | $15512452.00       | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE B.V.               | 2028-01-27      | 5.9990%  | 0.0000% | $16874000.00       | $17212829.00       | Corporate Debt Securities |
| PETSMART LLC/PETSMART FI                    | 2033-09-15      | 10.0000% | 0.0000% | $910000.00         | $986267.00         | Corporate Debt Securities |
| PITNEY BOWES INC.                           | 2027-03-15      | 6.8750%  | 0.0000% | $5808000.00        | $5956169.00        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY     | 2026-09-15      | 2.2500%  | 0.0000% | $3500000.00        | $3495301.00        | Corporate Debt Securities |
| Radian Group Inc.                           | 2029-05-15      | 6.2000%  | 0.0000% | $1849000.00        | $1964039.00        | Corporate Debt Securities |
| RENAISSANCERE HOLDINGS LTD.                 | 2033-06-05      | 5.7500%  | 0.0000% | $5000.00           | $5272.00           | Corporate Debt Securities |
| RRD INTERMEDIATE HLDS                       | 2030-12-01      | 11.0000% | 0.0000% | $7615000.00        | $7980732.00        | Corporate Debt Securities |
| STANDARD CHARTERED PLC                      | 2029-01-21      | 5.5450%  | 0.0000% | $9000000.00        | $9244406.00        | Corporate Debt Securities |
| THE TORONTO-DOMINION BANK                   | 2029-04-05      | 4.9940%  | 0.0000% | $10000000.00       | $10419131.00       | Corporate Debt Securities |
| Truist Financial Corporation                | 2034-01-26      | 5.1220%  | 0.0000% | $19000000.00       | $19323933.00       | Corporate Debt Securities |
| UBS Group AG                                | 2099-12-31      | 9.2500%  | 0.0000% | $18906000.00       | $22505981.00       | Corporate Debt Securities |
| UNDER ARMOUR, INC.                          | 2030-07-15      | 7.2500%  | 0.0000% | $5111000.00        | $5241641.00        | Corporate Debt Securities |
| VAR ENERGI ASA                              | 2028-01-15      | 7.5000%  | 0.0000% | $9098000.00        | $9634737.00        | Corporate Debt Securities |
| VENTAS REALTY, LIMITED PARTNERSHIP          | 2034-07-01      | 5.6250%  | 0.0000% | $20000000.00       | $20972025.00       | Corporate Debt Securities |
| VICI PROPERTIES L.P.                        | 2054-04-01      | 6.1250%  | 0.0000% | $12000000.00       | $12320718.00       | Corporate Debt Securities |
| Virginia Electric and Power Company         | 2036-01-15      | 6.0000%  | 0.0000% | $16242000.00       | $17504328.00       | Corporate Debt Securities |
| VISA INC.                                   | 2027-04-15      | 1.9000%  | 0.0000% | $2100000.00        | $2070604.00        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                       | 2047-01-23      | 5.4330%  | 0.0000% | $2000000.00        | $1973733.00        | Corporate Debt Securities |
| WISCONSIN PUBLIC SERVICE CORPORATION        | 2049-09-01      | 3.3000%  | 0.0000% | $11144000.00       | $7966270.00        | Corporate Debt Securities |
| Yinson Boronia Production B.V.              | 2042-07-31      | 8.9470%  | 0.0000% | $400000.00         | $453010.00         | Corporate Debt Securities |
| Eletrobras                                  | 2030-02-04      | 4.6250%  | 0.0000% | $200000.00         | $198082.00         | Corporate Debt Securities |
| Empresa Nacional del Petroleo               | 2033-05-10      | 6.1500%  | 0.0000% | $2542000.00        | $2733989.00        | Corporate Debt Securities |

### Security 324: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR10383B, C.3 - LEI: N.A., C.5 - Other ID: TPR10383B7792242BN
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D Mortgage Trust 2024-NQM2                    | 2069-04-25      | 6.8020%  | 0.0000% | $4047000.00        | $2682810.00        | Private Label Collateralized Mortgage Obligations |
| ABPCI Direct Lending Fund CLO Ltd               | 2037-07-20      | 5.5176%  | 0.0000% | $2573601.00        | $2545967.00        | Asset-Backed Securities                           |
| A&D Mortgage Trust                              | 2068-07-25      | 7.3410%  | 0.0000% | $3361475.00        | $1897161.00        | Private Label Collateralized Mortgage Obligations |
| A&D Mortgage Trust 2023-NQM5                    | 2068-11-25      | 7.7560%  | 0.0000% | $1997000.00        | $1401743.00        | Private Label Collateralized Mortgage Obligations |
| A&D Mortgage Trust 2023-NQM5                    | 2068-11-25      | 8.0845%  | 0.0000% | $2122800.00        | $2173124.00        | Private Label Collateralized Mortgage Obligations |
| Altria Group, Inc.                              | 2046-09-16      | 3.8750%  | 0.0000% | $1729000.00        | $1329417.00        | Corporate Debt Securities                         |
| Altria Group, Inc.                              | 2035-02-06      | 5.6250%  | 0.0000% | $230000.00         | $244917.00         | Corporate Debt Securities                         |
| Barclays Commercial Mortgage Securities LLC     | 2037-03-15      | 5.3265%  | 0.0000% | $3617000.00        | $3227157.00        | Private Label Collateralized Mortgage Obligations |
| BSREP Commercial Mortgage Trust 2021-DC         | 2038-08-15      | 5.6955%  | 0.0000% | $4000000.00        | $2922339.00        | Private Label Collateralized Mortgage Obligations |
| Battalion CLO XXX Ltd.                          | 2039-01-20      | 4.9291%  | 0.0000% | $1474919.00        | $1486430.00        | Asset-Backed Securities                           |
| Bear Stearns Alt-A Trust                        | 2046-06-25      | 4.1071%  | 0.0000% | $63477014.00       | $2544560.00        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A TRUST II                     | 2047-09-25      | 4.1853%  | 0.0000% | $41174900.00       | $3159567.00        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK Mortgage Trust                        | 2051-07-15      | 4.4189%  | 0.0000% | $2325000.00        | $2297892.00        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.          | 2051-08-05      | 2.8500%  | 0.0000% | $17000.00          | $10907.00          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES, LP                         | 2026-06-01      | 5.9500%  | 0.0000% | $440000.00         | $445395.00         | Corporate Debt Securities                         |
| BOFA FINANCE LLC                                | 2027-05-25      | 0.6000%  | 0.0000% | $6682000.00        | $7380826.00        | Corporate Debt Securities                         |
| BRAVO Residential Funding Trust                 | 2063-09-25      | 7.8947%  | 0.0000% | $1851872.00        | $1870401.00        | Private Label Collateralized Mortgage Obligations |
| BRAVO Residential Funding Trust                 | 2064-02-25      | 6.5890%  | 0.0000% | $4000000.00        | $2136771.00        | Private Label Collateralized Mortgage Obligations |
| BRAVO Residential Funding Trust                 | 2063-06-25      | 7.0120%  | 0.0000% | $2390000.00        | $1361302.00        | Private Label Collateralized Mortgage Obligations |
| CIM Trust                                       | 2069-10-25      | 6.0600%  | 0.0000% | $2200000.00        | $1630688.00        | Private Label Collateralized Mortgage Obligations |
| COMM Mortgage Trust                             | 2050-09-10      | 3.0000%  | 0.0000% | $3021999.00        | $2753735.00        | Private Label Collateralized Mortgage Obligations |
| COLT Funding LLC                                | 2066-12-25      | 4.1361%  | 0.0000% | $3250000.00        | $2846912.00        | Private Label Collateralized Mortgage Obligations |
| Credit Suisse Mortgage Trust                    | 2060-01-25      | 2.0000%  | 0.0000% | $4800000.00        | $1977340.00        | Private Label Collateralized Mortgage Obligations |
| Credit Suisse Mortgage Trust                    | 2066-10-25      | 1.7560%  | 0.0000% | $3200000.00        | $1338702.00        | Private Label Collateralized Mortgage Obligations |
| Credit Suisse Mortgage Trust                    | 2067-05-25      | 5.1690%  | 0.0000% | $3921441.00        | $3744431.00        | Private Label Collateralized Mortgage Obligations |
| COLT 2025-4 MORTGAGE LOAN TRUST                 | 2070-04-25      | 7.5269%  | 0.0000% | $874812.00         | $901374.00         | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINANCIAL CORPORATION               | 2026-07-28      | 3.7500%  | 0.0000% | $55000.00          | $54910.00          | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION                      | 2030-02-15      | 2.7220%  | 0.0000% | $14000.00          | $13372.00          | Corporate Debt Securities                         |
| Chase Mortgage Finance Corporation              | 2062-06-25      | 3.5000%  | 0.0000% | $2000000.00        | $1453591.00        | Private Label Collateralized Mortgage Obligations |
| Chase Mortgage Finance Corporation              | 2064-09-25      | 3.2500%  | 0.0000% | $1800000.00        | $1426508.00        | Private Label Collateralized Mortgage Obligations |
| CHENIERE ENERGY PARTNERS, L.P.                  | 2035-10-30      | 5.5500%  | 0.0000% | $241000.00         | $254017.00         | Corporate Debt Securities                         |
| Citigroup Commercial Mortgage Trust             | 2047-07-10      | 4.5994%  | 0.0000% | $6490000.00        | $2689082.00        | Private Label Collateralized Mortgage Obligations |
| Citigroup Commercial Mortgage Trust             | 2049-02-10      | 4.6614%  | 0.0000% | $191510.00         | $169248.00         | Private Label Collateralized Mortgage Obligations |
| Citigroup Commercial Mortgage Trust             | 2049-02-10      | 2.8500%  | 0.0000% | $2767457.00        | $1819038.00        | Private Label Collateralized Mortgage Obligations |
| Citigroup Commercial Mortgage Trust             | 2051-11-10      | 5.0661%  | 0.0000% | $2865720.00        | $2252250.00        | Private Label Collateralized Mortgage Obligations |
| Citigroup Mortgage Loan Trust Inc               | 2066-01-25      | 4.0000%  | 0.0000% | $4063875.00        | $1631268.00        | Private Label Collateralized Mortgage Obligations |
| CROSS Mortgage Trust                            | 2068-03-25      | 7.4890%  | 0.0000% | $1893000.00        | $1917925.00        | Private Label Collateralized Mortgage Obligations |
| DBGS Mortgage Trust                             | 2051-10-15      | 2.8856%  | 0.0000% | $5500000.00        | $4051649.00        | Private Label Collateralized Mortgage Obligations |
| Deutsche Bank Commercial Mortgage Trust         | 2036-08-10      | 2.8330%  | 0.0000% | $20143731.00       | $3399902.00        | Private Label Collateralized Mortgage Obligations |
| THE DOW CHEMICAL COMPANY                        | 2033-03-15      | 6.3000%  | 0.0000% | $284000.00         | $308394.00         | Corporate Debt Securities                         |
| EFMT 2024-INV2                                  | 2069-10-25      | 7.6319%  | 0.0000% | $2265317.00        | $2279171.00        | Private Label Collateralized Mortgage Obligations |
| EXELON CORPORATION                              | 2053-03-15      | 5.6000%  | 0.0000% | $111000.00         | $110297.00         | Corporate Debt Securities                         |
| FLEX LTD.                                       | 2029-06-15      | 4.8750%  | 0.0000% | $2000.00           | $2042.00           | Corporate Debt Securities                         |
| Freddie Mac STACR REMIC Trust 2022-DNA3         | 2042-04-25      | 9.3473%  | 0.0000% | $889711.00         | $939211.00         | Other Instrument                                  |
| GCAT                                            | 2067-08-25      | 5.7100%  | 0.0000% | $3514500.00        | $2563604.00        | Private Label Collateralized Mortgage Obligations |
| GS Mortgage Securities Trust                    | 2050-11-10      | 2.7000%  | 0.0000% | $92772.00          | $74717.00          | Private Label Collateralized Mortgage Obligations |
| Golub Capital Partners CLO Ltd                  | 2037-08-05      | 5.5206%  | 0.0000% | $3268553.00        | $3312639.00        | Asset-Backed Securities                           |
| Hilton USA Trust                                | 2037-05-15      | 6.8691%  | 0.0000% | $2000000.00        | $2016974.00        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                                        | 2026-06-15      | 5.2500%  | 0.0000% | $48000.00          | $48365.00          | Corporate Debt Securities                         |
| HCA INC.                                        | 2032-11-15      | 4.6000%  | 0.0000% | $360000.00         | $360706.00         | Corporate Debt Securities                         |
| HarborView Mortgage Loan Trust                  | 2036-03-19      | 4.2698%  | 0.0000% | $61772589.00       | $3998087.00        | Private Label Collateralized Mortgage Obligations |
| Home Equity Asset Trust                         | 2035-08-25      | 4.8521%  | 0.0000% | $3059745.00        | $2255866.00        | Private Label Collateralized Mortgage Obligations |
| JP Morgan Mortgage Trust                        | 2053-06-25      | 5.3721%  | 0.0000% | $2586187.00        | $2305216.00        | Private Label Collateralized Mortgage Obligations |
| JPMDB Commercial Mortgage Securities Trust      | 2049-12-15      | 3.0208%  | 0.0000% | $94704.00          | $65734.00          | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO.                            | 2032-01-22      | 4.5060%  | 0.0000% | $782000.00         | $783859.00         | Corporate Debt Securities                         |
| JP Morgan Chase Commercial Mortgage Sec Trust   | 2039-01-05      | 3.3765%  | 0.0000% | $2263000.00        | $1952335.00        | Private Label Collateralized Mortgage Obligations |
| JP Morgan Chase Commercial Mortgage Sec Trust   | 2039-01-05      | 3.4496%  | 0.0000% | $1676000.00        | $1404117.00        | Private Label Collateralized Mortgage Obligations |
| Kreditanstalt fur Wiederaufbau                  | 2031-03-14      | 3.7500%  | 0.0000% | $2283000.00        | $2276022.00        | Other Instrument                                  |
| Lehman XS Trust                                 | 2047-07-25      | 4.2080%  | 0.0000% | $9636000.00        | $3041900.00        | Private Label Collateralized Mortgage Obligations |
| MFT Trust                                       | 2042-02-10      | 3.4767%  | 0.0000% | $4732251.00        | $3089075.00        | Private Label Collateralized Mortgage Obligations |
| Morgan Stanley Capital I Trust                  | 2034-11-15      | 6.1780%  | 0.0000% | $2206000.00        | $2145578.00        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                                  | 2051-03-24      | 5.5970%  | 0.0000% | $1000.00           | $1022.00           | Corporate Debt Securities                         |
| MORGAN STANLEY                                  | 2028-01-21      | 2.4750%  | 0.0000% | $1000.00           | $986.00            | Corporate Debt Securities                         |
| Morgan Stanley BAML Trust                       | 2049-09-15      | 3.3070%  | 0.0000% | $1990000.00        | $1912074.00        | Private Label Collateralized Mortgage Obligations |
| THE MOSAIC COMPANY                              | 2033-11-15      | 5.4500%  | 0.0000% | $962000.00         | $1000888.00        | Corporate Debt Securities                         |
| NY Commercial Mortgage Trust                    | 2047-02-10      | 5.6637%  | 0.0000% | $1587000.00        | $1682386.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM7 TRUST                             | 2063-04-25      | 7.2990%  | 0.0000% | $2415510.00        | $1269535.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM3 TRUST                             | 2063-12-25      | 6.4330%  | 0.0000% | $3929000.00        | $2217566.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST                             | 2064-01-25      | 6.2840%  | 0.0000% | $1956000.00        | $1255900.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST                             | 2064-01-25      | 6.4350%  | 0.0000% | $2688000.00        | $1726874.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM4 Trust                             | 2055-02-25      | 5.6030%  | 0.0000% | $2097000.00        | $1600800.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM4 Trust                             | 2055-02-25      | 5.7550%  | 0.0000% | $2598000.00        | $1984236.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM4 Trust                             | 2055-02-25      | 6.1680%  | 0.0000% | $1268000.00        | $1289980.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM15 TRUST                            | 2065-07-27      | 4.8473%  | 0.0000% | $2632000.00        | $2364722.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM15 TRUST                            | 2065-07-27      | 5.3960%  | 0.0000% | $1395000.00        | $1263968.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM15 TRUST                            | 2065-07-27      | 5.9420%  | 0.0000% | $1291000.00        | $1310366.00        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORPORATION                              | 2030-05-15      | 3.2500%  | 0.0000% | $561000.00         | $526791.00         | Corporate Debt Securities                         |
| PMT Loan Trust                                  | 2056-12-01      | 6.3476%  | 0.0000% | $3610319.00        | $3828303.00        | Private Label Collateralized Mortgage Obligations |
| PMT Loan Trust                                  | 2056-12-01      | 6.3476%  | 0.0000% | $2218000.00        | $1946194.00        | Private Label Collateralized Mortgage Obligations |
| PAYPAL HOLDINGS, INC.                           | 2052-06-01      | 5.0500%  | 0.0000% | $1216000.00        | $1114520.00        | Corporate Debt Securities                         |
| PFIZER INC.                                     | 2046-12-15      | 4.1250%  | 0.0000% | $538000.00         | $447130.00         | Corporate Debt Securities                         |
| THE PROCTER & GAMBLE COMPANY                    | 2027-02-01      | 1.9000%  | 0.0000% | $2000.00           | $1986.00           | Corporate Debt Securities                         |
| Rate Mortgage Trust                             | 2054-07-25      | 6.0000%  | 0.0000% | $3750000.00        | $1805637.00        | Private Label Collateralized Mortgage Obligations |
| RIO TINTO FINANCE (USA) PLC                     | 2065-03-14      | 5.8750%  | 0.0000% | $238000.00         | $249951.00         | Corporate Debt Securities                         |
| Santander Bank Mortgage Credit-Linked Notes     | 2052-02-26      | 8.5973%  | 0.0000% | $1860000.00        | $1526463.00        | Private Label Collateralized Mortgage Obligations |
| Sequoia Mortgage Trust                          | 2048-06-25      | 4.0000%  | 0.0000% | $11173945.00       | $1910366.00        | Private Label Collateralized Mortgage Obligations |
| South Bow USA Infrastructure Holdings LLC       | 2054-10-01      | 6.1760%  | 0.0000% | $224000.00         | $221105.00         | Corporate Debt Securities                         |
| SOCIETE GENERALE                                | 2053-01-10      | 7.3670%  | 0.0000% | $200000.00         | $219983.00         | Corporate Debt Securities                         |
| Starwood Mortgage Residential Trust             | 2066-11-25      | 3.9350%  | 0.0000% | $1722000.00        | $1298579.00        | Private Label Collateralized Mortgage Obligations |
| STATE STREET CORPORATION                        | 2029-02-20      | 4.5300%  | 0.0000% | $2000.00           | $2063.00           | Corporate Debt Securities                         |
| Target Corporation                              | 2053-01-15      | 4.8000%  | 0.0000% | $64000.00          | $57398.00          | Corporate Debt Securities                         |
| THE TORONTO-DOMINION BANK                       | 2026-12-17      | 4.5680%  | 0.0000% | $26000.00          | $26319.00          | Corporate Debt Securities                         |
| Towd Point Mortgage Trust                       | 2056-07-25      | 3.9491%  | 0.0000% | $2092839.00        | $2007150.00        | Private Label Collateralized Mortgage Obligations |
| Towd Point Mortgage Trust                       | 2058-01-25      | 3.7500%  | 0.0000% | $2955000.00        | $2823676.00        | Private Label Collateralized Mortgage Obligations |
| TRANSCANADA PIPELINES LIMITED                   | 2036-03-15      | 5.8500%  | 0.0000% | $840000.00         | $899462.00         | Corporate Debt Securities                         |
| Trinitas CLO XXVII, Ltd.                        | 2037-04-18      | 9.5000%  | 0.0000% | $251496.00         | $252873.00         | Asset-Backed Securities                           |
| 280 Park Avenue Mortgage Trust                  | 2034-09-15      | 6.8000%  | 0.0000% | $982386.00         | $968548.00         | Private Label Collateralized Mortgage Obligations |
| Venture 50 CLO, Limited                         | 2037-10-20      | 5.1176%  | 0.0000% | $1222209.00        | $1227002.00        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TRUST 2023-5               | 2068-06-25      | 7.9683%  | 0.0000% | $3883840.00        | $3917711.00        | Private Label Collateralized Mortgage Obligations |
| Verus Securitization Trust                      | 2067-12-25      | 6.9000%  | 0.0000% | $1947000.00        | $1186308.00        | Private Label Collateralized Mortgage Obligations |
| Verus Securitization Trust                      | 2068-03-25      | 7.3915%  | 0.0000% | $2108013.00        | $2118564.00        | Private Label Collateralized Mortgage Obligations |
| Verus Securitization Trust                      | 2068-03-25      | 6.4380%  | 0.0000% | $3500000.00        | $1756978.00        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST 2024-1               | 2069-01-25      | 6.1180%  | 0.0000% | $2650000.00        | $1356279.00        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST 2024-3               | 2069-04-25      | 6.8450%  | 0.0000% | $3330000.00        | $1769396.00        | Private Label Collateralized Mortgage Obligations |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | 2050-04-15      | 4.0560%  | 0.0000% | $19999.00          | $4623.00           | Private Label Collateralized Mortgage Obligations |
| WESTERN ALLIANCE BANCORPORATION                 | 2031-06-15      | 3.0000%  | 0.0000% | $113000.00         | $110471.00         | Corporate Debt Securities                         |
| WESTPAC BANKING CORPORATION                     | 2035-11-15      | 2.6680%  | 0.0000% | $1710000.00        | $1562168.00        | Corporate Debt Securities                         |
| XYLEM INC.                                      | 2031-01-30      | 2.2500%  | 0.0000% | $1463000.00        | $1325010.00        | Corporate Debt Securities                         |
| ASCOT GROUP LIMITED                             | 2035-06-15      | 6.3490%  | 0.0000% | $1340000.00        | $1393474.00        | Corporate Debt Securities                         |

### Security 325: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: TPR10383C, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR10383C779224MIZ
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| ANCHORAGE CREDIT FUNDING 10, LTD.             | 2038-04-25      | 7.0800%  | 0.0000% | $2913000.00        | $2869752.00        | Asset-Backed Securities |
| Apidos CLO                                    | 2038-10-21      | 5.0697%  | 0.0000% | $3220000.00        | $3223212.00        | Asset-Backed Securities |
| Apidos CLO                                    | 2038-10-21      | 5.4197%  | 0.0000% | $2000000.00        | $2004290.00        | Asset-Backed Securities |
| APIDOS CLO XXXVI                              | 2039-01-20      | 5.2223%  | 0.0000% | $625000.00         | $630521.00         | Asset-Backed Securities |
| APIDOS CLO XLI LTD                            | 2037-10-20      | 5.3676%  | 0.0000% | $1340153.00        | $1345381.00        | Asset-Backed Securities |
| Atlas Senior Loan Fund XXII, Ltd.             | 2036-01-20      | 5.6476%  | 0.0000% | $4981127.00        | $4999999.00        | Asset-Backed Securities |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC    | 2027-02-20      | 4.6200%  | 0.0000% | $2204000.00        | $367912.00         | Asset-Backed Securities |
| Bankers Healthcare Group Securitization Trust | 2035-06-18      | 6.6900%  | 0.0000% | $3000000.00        | $3049557.00        | Asset-Backed Securities |
| Benefit Street Partners CLO Ltd               | 2038-07-25      | 5.3180%  | 0.0000% | $1350000.00        | $1354362.00        | Asset-Backed Securities |
| Countrywide Home Equity Loan Trust            | 2037-01-15      | 3.9347%  | 0.0000% | $169552000.00      | $2984162.00        | Asset-Backed Securities |
| EFMT 2025-CES4                                | 2060-06-25      | 5.4310%  | 0.0000% | $5673147.00        | $5000000.00        | Asset-Backed Securities |
| Elmwood CLO 37 Ltd                            | 2038-01-17      | 5.1676%  | 0.0000% | $4983477.00        | $4999999.00        | Asset-Backed Securities |
| GBX Leasing 2022-1 LLC.                       | 2052-02-20      | 3.4500%  | 0.0000% | $4000000.00        | $3819017.00        | Asset-Backed Securities |
| GoldenTree Loan Management US CLO 26, Ltd.    | 2038-07-20      | 5.3176%  | 0.0000% | $4976574.00        | $4999999.00        | Asset-Backed Securities |
| Home Re Ltd                                   | 2034-10-25      | 9.1973%  | 0.0000% | $2500000.00        | $1830533.00        | Asset-Backed Securities |
| Home Re Ltd                                   | 2034-10-25      | 10.4473% | 0.0000% | $4680255.00        | $5000000.00        | Asset-Backed Securities |
| HOTWIRE FUNDING LLC                           | 2051-11-20      | 2.6580%  | 0.0000% | $5086333.00        | $4999999.00        | Asset-Backed Securities |
| Jack in the Box Funding, LLC                  | 2049-08-25      | 4.4760%  | 0.0000% | $8744000.00        | $4999856.00        | Asset-Backed Securities |
| Neuberger Berman Loan Advisers CLO 36R, Ltd.  | 2039-07-20      | 5.3176%  | 0.0000% | $3250000.00        | $3267508.00        | Asset-Backed Securities |
| Nissan Auto Lease Trust                       | 2029-02-15      | 4.8000%  | 0.0000% | $2150000.00        | $2184125.00        | Asset-Backed Securities |
| Oak Hill Credit Partners                      | 2038-07-18      | 5.4676%  | 0.0000% | $2250000.00        | $2253552.00        | Asset-Backed Securities |
| Octane Receivables Trust                      | 2046-01-22      | 6.3000%  | 0.0000% | $4881000.00        | $4999818.00        | Asset-Backed Securities |
| Palmer Square CLO Ltd                         | 2038-10-15      | 5.3222%  | 0.0000% | $4972316.00        | $5000000.00        | Asset-Backed Securities |
| Palmer Square CLO Ltd                         | 2038-01-15      | 7.5722%  | 0.0000% | $1500000.00        | $1511409.00        | Asset-Backed Securities |
| Palmer Square CLO Ltd                         | 2038-07-20      | 5.4676%  | 0.0000% | $4980829.00        | $4999999.00        | Asset-Backed Securities |
| Radnor Re 2021-2 Ltd.                         | 2031-11-25      | 7.3973%  | 0.0000% | $2000000.00        | $489393.00         | Asset-Backed Securities |
| RETAINED VANTAGE DATA CENTERS ISSUER, LLC     | 2050-08-15      | 5.7270%  | 0.0000% | $1675000.00        | $1636594.00        | Asset-Backed Securities |
| Servpro Master Issuer, LLC                    | 2051-04-25      | 2.3940%  | 0.0000% | $4950000.00        | $4485390.00        | Asset-Backed Securities |
| Shackleton 2013-IV-R CLO, Ltd.                | 2031-04-13      | 2.7810%  | 0.0000% | $4750000.00        | $4683943.00        | Asset-Backed Securities |
| Silver Point SCF CLO V, Ltd.                  | 2038-04-20      | 5.1676%  | 0.0000% | $4993531.00        | $5000000.00        | Asset-Backed Securities |
| Silver Point CLO, Ltd                         | 2038-07-15      | 5.7222%  | 0.0000% | $3000000.00        | $3021913.00        | Asset-Backed Securities |
| Sixth Street CLO XVI, LTD.                    | 2039-01-17      | 5.4676%  | 0.0000% | $3000000.00        | $2988110.00        | Asset-Backed Securities |
| Sixth Street CLO XVI, LTD.                    | 2038-10-17      | 5.4676%  | 0.0000% | $4988681.00        | $4999999.00        | Asset-Backed Securities |
| VERIZON MASTER TRUST                          | 2029-11-20      | 5.6700%  | 0.0000% | $4921000.00        | $4999697.00        | Asset-Backed Securities |

## N-MFP: Signatures

**Registrant:** Goldman Sachs Trust

**Date:** 2026-02-06

**By:** Allison Fracchiolla

**Name of Signing Officer:** Allison Fracchiolla

**Title of Signing Officer:** Assistant Treasurer