# EDGAR Filing Document

**Accession Number:** 0001099692
**File Stem:** 0001145549-25-050743
**Filing Date:** 2025-8
**Character Count:** 369384
**Document Hash:** a884632c60be43394c45f4537c41f79d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050743.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050743

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09999
- **FILM NUMBER:** 251192278

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0001099692

**LEI of Registrant:** 54930073VH97GP26HU49

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

**LEI of Series:** 549300UFBY0ODDBBOT83

**EDGAR Series Identifier:** S000055237

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | PGIM INVESTMENTS LLC                                      | 801-31104         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: NEW YORK<br>State: NY |  |
| Administrator                 | PGIM INVESTMENTS LLC                                      |  |
| Transfer Agent                | PRUDENTIAL MUTUAL FUND SERVICES LLC<br>CIK: 0001028988    | 084-05681         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 16 days

- **WAL:** 67 days

- **Total Value of Portfolio Securities:** $10581178039.77

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

- **Cash:** $357.35

- **Total Other Assets:** $9728817.32

- **Total Liabilities:** $107441489.96

- **Net Assets of Series:** $10483465724.48

- **Number of Shares Outstanding (Series):** 10490555187.4830

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $4190064622.45            | $5095851857.05             | 43.8000%                  | 53.2700%                   |
| 2025-07-02 | $4232814550.18            | $5300618584.68             | 42.7400%                  | 53.5200%                   |
| 2025-07-03 | $3932521265.19            | $5043307980.99             | 40.9400%                  | 52.5100%                   |
| 2025-07-07 | $4283673579.95            | $5046531082.45             | 44.6600%                  | 52.6100%                   |
| 2025-07-08 | $4080875102.27            | $4854792274.47             | 42.9800%                  | 51.1300%                   |
| 2025-07-09 | $4084408317.50            | $5046302629.90             | 41.9000%                  | 51.7700%                   |
| 2025-07-10 | $4225589766.26            | $5308409809.96             | 42.5800%                  | 53.4900%                   |
| 2025-07-11 | $3895229077.48            | $4956119895.97             | 40.6700%                  | 51.7500%                   |
| 2025-07-14 | $4478455220.65            | $5310371376.73             | 45.0900%                  | 53.4600%                   |
| 2025-07-15 | $4482368349.96            | $5454340963.91             | 44.4800%                  | 54.1300%                   |
| 2025-07-16 | $4556674630.88            | $5495872951.02             | 44.5600%                  | 53.7400%                   |
| 2025-07-17 | $4589983101.79            | $5565795192.94             | 44.6900%                  | 54.1900%                   |
| 2025-07-18 | $4667393839.02            | $5849789061.84             | 43.9200%                  | 55.0500%                   |
| 2025-07-21 | $4372231538.33            | $5644825623.89             | 42.0000%                  | 54.2300%                   |
| 2025-07-22 | $3999776704.89            | $5362195890.51             | 38.8300%                  | 52.0600%                   |
| 2025-07-23 | $3668455287.27            | $5204221415.57             | 36.7000%                  | 52.0600%                   |
| 2025-07-24 | $3538561720.57            | $5350949639.87             | 35.1000%                  | 53.0800%                   |
| 2025-07-25 | $4190880527.39            | $5614145315.33             | 40.2300%                  | 53.9000%                   |
| 2025-07-28 | $4413041699.51            | $5606100928.26             | 41.9500%                  | 53.2900%                   |
| 2025-07-29 | $4103757851.57            | $5620842486.74             | 39.0800%                  | 53.5200%                   |
| 2025-07-30 | $3626688366.81            | $5266246852.10             | 35.4800%                  | 51.5200%                   |
| 2025-07-31 | $3556293120.43            | $5611740680.68             | 33.5800%                  | 52.9900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.5100%             |
| 2025-07-02 | 4.5200%             |
| 2025-07-03 | 4.5100%             |
| 2025-07-07 | 4.5100%             |
| 2025-07-08 | 4.5000%             |
| 2025-07-09 | 4.5000%             |
| 2025-07-10 | 4.5000%             |
| 2025-07-11 | 4.4900%             |
| 2025-07-14 | 4.4900%             |
| 2025-07-15 | 4.4900%             |
| 2025-07-16 | 4.4900%             |
| 2025-07-17 | 4.4900%             |
| 2025-07-18 | 4.4900%             |
| 2025-07-21 | 4.4900%             |
| 2025-07-22 | 4.4800%             |
| 2025-07-23 | 4.4800%             |
| 2025-07-24 | 4.4800%             |
| 2025-07-25 | 4.4800%             |
| 2025-07-28 | 4.4900%             |
| 2025-07-29 | 4.4900%             |
| 2025-07-30 | 4.5000%             |
| 2025-07-31 | 4.5000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.9993                      |
|  |  |
| 2025-07-02 | 0.9993                      |
|  |  |
| 2025-07-03 | 0.9992                      |
|  |  |
| 2025-07-07 | 0.9993                      |
|  |  |
| 2025-07-08 | 0.9993                      |
|  |  |
| 2025-07-09 | 0.9993                      |
|  |  |
| 2025-07-10 | 0.9993                      |
|  |  |
| 2025-07-11 | 0.9993                      |
|  |  |
| 2025-07-14 | 0.9993                      |
|  |  |
| 2025-07-15 | 0.9993                      |
|  |  |
| 2025-07-16 | 0.9993                      |
|  |  |
| 2025-07-17 | 0.9993                      |
|  |  |
| 2025-07-18 | 0.9993                      |
|  |  |
| 2025-07-21 | 0.9993                      |
|  |  |
| 2025-07-22 | 0.9993                      |
|  |  |
| 2025-07-23 | 0.9993                      |
|  |  |
| 2025-07-24 | 0.9993                      |
|  |  |
| 2025-07-25 | 0.9993                      |
|  |  |
| 2025-07-28 | 0.9993                      |
|  |  |
| 2025-07-29 | 0.9993                      |
|  |  |
| 2025-07-30 | 0.9993                      |
|  |  |
| 2025-07-31 | 0.9993                      |
|  |  |

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

### Class: Class D

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $10483465724.48

- **Number of Shares Outstanding:** 10490555187.4830

- **Expense Reimbursement/Waiver:** 715284.84

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9993          |
|  |  |
| 2025-07-02 | 0.9993          |
|  |  |
| 2025-07-03 | 0.9992          |
|  |  |
| 2025-07-07 | 0.9993          |
|  |  |
| 2025-07-08 | 0.9993          |
|  |  |
| 2025-07-09 | 0.9993          |
|  |  |
| 2025-07-10 | 0.9993          |
|  |  |
| 2025-07-11 | 0.9993          |
|  |  |
| 2025-07-14 | 0.9993          |
|  |  |
| 2025-07-15 | 0.9993          |
|  |  |
| 2025-07-16 | 0.9993          |
|  |  |
| 2025-07-17 | 0.9993          |
|  |  |
| 2025-07-18 | 0.9993          |
|  |  |
| 2025-07-21 | 0.9993          |
|  |  |
| 2025-07-22 | 0.9993          |
|  |  |
| 2025-07-23 | 0.9993          |
|  |  |
| 2025-07-24 | 0.9993          |
|  |  |
| 2025-07-25 | 0.9993          |
|  |  |
| 2025-07-28 | 0.9993          |
|  |  |
| 2025-07-29 | 0.9993          |
|  |  |
| 2025-07-30 | 0.9993          |
|  |  |
| 2025-07-31 | 0.9993          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $440766264.62             | $545155456.04           |
| 2025-07-02 | $641384192.90             | $417782705.88           |
| 2025-07-03 | $206433497.63             | $494624559.24           |
| 2025-07-07 | $433282473.02             | $349132685.16           |
| 2025-07-08 | $175411256.38             | $273166613.75           |
| 2025-07-09 | $662788284.03             | $422741014.01           |
| 2025-07-10 | $392829625.18             | $207458673.55           |
| 2025-07-11 | $278895033.91             | $628933998.05           |
| 2025-07-14 | $776138640.90             | $421540072.07           |
| 2025-07-15 | $577962267.28             | $434981644.40           |
| 2025-07-16 | $280292732.05             | $279504225.67           |
| 2025-07-17 | $506286897.84             | $316469369.81           |
| 2025-07-18 | $690114358.56             | $336810119.35           |
| 2025-07-21 | $277216073.75             | $593065391.77           |
| 2025-07-22 | $220036414.82             | $310362697.05           |
| 2025-07-23 | $259645269.25             | $489080355.76           |
| 2025-07-24 | $274968544.66             | $336607488.60           |
| 2025-07-25 | $631425391.30             | $213952438.00           |
| 2025-07-28 | $545455435.00             | $383474806.77           |
| 2025-07-29 | $349345340.57             | $377856916.08           |
| 2025-07-30 | $369102206.06             | $641340326.30           |
| 2025-07-31 | $788932373.90             | $489629710.10           |

**Total Gross Subscriptions (Month):** $9778712573.61

**Total Gross Redemptions (Month):** $8963671267.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.4400%           |
| 2025-07-02 | 4.4500%           |
| 2025-07-03 | 4.4400%           |
| 2025-07-07 | 4.4400%           |
| 2025-07-08 | 4.4300%           |
| 2025-07-09 | 4.4300%           |
| 2025-07-10 | 4.4300%           |
| 2025-07-11 | 4.4200%           |
| 2025-07-14 | 4.4200%           |
| 2025-07-15 | 4.4200%           |
| 2025-07-16 | 4.4200%           |
| 2025-07-17 | 4.4200%           |
| 2025-07-18 | 4.4200%           |
| 2025-07-21 | 4.4200%           |
| 2025-07-22 | 4.4100%           |
| 2025-07-23 | 4.4100%           |
| 2025-07-24 | 4.4100%           |
| 2025-07-25 | 4.4100%           |
| 2025-07-28 | 4.4200%           |
| 2025-07-29 | 4.4200%           |
| 2025-07-30 | 4.4300%           |
| 2025-07-31 | 4.4300%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 13.8200%         | 0.0000%              |
| Insurance company             |  | 6.9100%          | 0.0000%              |
| Insurance company             |  | 5.6400%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ALBERTA (PROVINCE OF), 144A

- **C.1 - Title:** ALBERTA (PROVINCE OF), 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306MWV8, C.4 - ISIN: US01306MWV89, C.3 - LEI: LQPXMHHNJKIPJYE53543
- **C.18 - Value (incl. sponsor support):** $9927833.00
- **C.18.a - Value (excl. sponsor support):** $9927833.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: AMERICAN UNIVERSITY

- **C.1 - Title:** AMERICAN UNIVERSITY , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03035PVM6, C.4 - ISIN: US03035PVM66, C.3 - LEI: 549300ZMGVN6I2E7LS27
- **C.18 - Value (incl. sponsor support):** $12966879.90
- **C.18.a - Value (excl. sponsor support):** $12966879.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD, 144A

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD, 144A 4.910000%
- **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):** $40063533.20
- **C.18.a - Value (excl. sponsor support):** $40063533.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DES8, C.4 - ISIN: US05593DES80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33312291.03
- **C.18.a - Value (excl. sponsor support):** $33312291.03
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.710000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050FMT6, C.4 - ISIN: US06050FMT65, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $140068376.00
- **C.18.a - Value (excl. sponsor support):** $140068376.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.959000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FNM0, C.4 - ISIN: US406050FNM7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $13406039.38
- **C.18.a - Value (excl. sponsor support):** $13406039.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.702000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RAE3, C.4 - ISIN: US06053RAE36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $29000124.70
- **C.18.a - Value (excl. sponsor support):** $29000124.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.724000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RAK9, C.4 - ISIN: US06053RAK95, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $32000640.00
- **C.18.a - Value (excl. sponsor support):** $32000640.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: BOFA SECURITIES INC, 144A

- **C.1 - Title:** BOFA SECURITIES INC, 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CLE3, C.4 - ISIN: US06054CLE39, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $6000973.80
- **C.18.a - Value (excl. sponsor support):** $6000973.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.700000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.4 - ISIN: US06054RAE27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $50025221.00
- **C.18.a - Value (excl. sponsor support):** $50025221.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANK OF MONTREAL, 144A

- **C.1 - Title:** BANK OF MONTREAL, 144A 4.731000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2X4, C.4 - ISIN: US06367L2X46, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $75036336.00
- **C.18.a - Value (excl. sponsor support):** $75036336.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3U6, C.4 - ISIN: US06370B3U68, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $32002796.16
- **C.18.a - Value (excl. sponsor support):** $32002796.16
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 5.161000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3X0, C.4 - ISIN: US06370B3X08, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $46995657.20
- **C.18.a - Value (excl. sponsor support):** $46995657.20
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANK OF NOVA SCOTIA, 144A

- **C.1 - Title:** BANK OF NOVA SCOTIA, 144A 4.677000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LA31, C.4 - ISIN: US06417LA312, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $50020640.00
- **C.18.a - Value (excl. sponsor support):** $50020640.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.023000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NCX8, C.4 - ISIN: US064189NCX0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $80035776.00
- **C.18.a - Value (excl. sponsor support):** $80035776.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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 16: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGX4, C.4 - ISIN: US06418NGX49, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $85500376.20
- **C.18.a - Value (excl. sponsor support):** $85500376.20
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAF9, C.4 - ISIN: US06428DAF96, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $100008300.00
- **C.18.a - Value (excl. sponsor support):** $100008300.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 4.603000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $94993483.00
- **C.18.a - Value (excl. sponsor support):** $94993483.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **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 19: MICHIGAN STATE UNIVERSITY

- **C.1 - Title:** MICHIGAN STATE UNIVERSITY 4.420000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09658B2R1, C.4 - ISIN: US09658B2R10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9998887.00
- **C.18.a - Value (excl. sponsor support):** $9998887.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CDP FINANCIAL INC, 144A 4.634000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509QCT8, C.4 - ISIN: US12509QCT85, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $32014115.20
- **C.18.a - Value (excl. sponsor support):** $32014115.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RV57, C.4 - ISIN: US12509RV576, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $79951808.00
- **C.18.a - Value (excl. sponsor support):** $79951808.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 22: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RX97, C.4 - ISIN: US12509RX978, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $40651081.80
- **C.18.a - Value (excl. sponsor support):** $40651081.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RZ20, C.4 - ISIN: US12509RZ205, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $38414485.20
- **C.18.a - Value (excl. sponsor support):** $38414485.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RZ87, C.4 - ISIN: US12509RZ874, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $39370704.00
- **C.18.a - Value (excl. sponsor support):** $39370704.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RZC8, C.4 - ISIN: US12509RZC86, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $8116255.13
- **C.18.a - Value (excl. sponsor support):** $8116255.13
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: CDP FINANCIAL INC, 144A

- **C.1 - Title:** CDP FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TAU1, C.4 - ISIN: US12509TAU16, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $24454557.50
- **C.18.a - Value (excl. sponsor support):** $24454557.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: CAISSE DES DEPOTS ET CONSIGNATIONS, 144A

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800AX17, C.4 - ISIN: US12800AX175, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $74436922.50
- **C.18.a - Value (excl. sponsor support):** $74436922.50
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.015000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DBK7, C.4 - ISIN: US13606DBK72, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $97062584.40
- **C.18.a - Value (excl. sponsor support):** $97062584.40
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DHZ8, C.4 - ISIN: US13606DHZ87, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $37543882.50
- **C.18.a - Value (excl. sponsor support):** $37543882.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.142000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLT7, C.4 - ISIN: US13606DLT71, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $30016404.00
- **C.18.a - Value (excl. sponsor support):** $30016404.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: CARGILL INC, 144A

- **C.1 - Title:** CARGILL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14178LV64, C.4 - ISIN: US14178LV647, C.3 - LEI: QXZYQNMR4JZ5RIRN4T31
- **C.18 - Value (incl. sponsor support):** $99927690.00
- **C.18.a - Value (excl. sponsor support):** $99927690.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: CHEVRON CORP, 144A

- **C.1 - Title:** CHEVRON CORP, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JXF8, C.4 - ISIN: US16677JXF82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $123860000.00
- **C.18.a - Value (excl. sponsor support):** $123860000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: CHEVRON CORP, 144A

- **C.1 - Title:** CHEVRON CORP, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16677JZ58, C.4 - ISIN: US16677JZ583, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39396044.00
- **C.18.a - Value (excl. sponsor support):** $39396044.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: CITIGROUP GLOBAL MARKETS INC, 144A

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC, 144A 4.652000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBX4, C.4 - ISIN: US1730QPBX48, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $33755251.50
- **C.18.a - Value (excl. sponsor support):** $33755251.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: CITIGROUP GLOBAL MARKETS INC, 144A

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AYA9, C.4 - ISIN: US17327AYA95, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $83943705.00
- **C.18.a - Value (excl. sponsor support):** $83943705.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHD2, C.4 - ISIN: US17330QHD25, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $91014696.50
- **C.18.a - Value (excl. sponsor support):** $91014696.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHU4, C.4 - ISIN: US017330QHU6, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $15015891.00
- **C.18.a - Value (excl. sponsor support):** $15015891.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: COMMONWEALTH BANK OF AUSTRALIA, 144A

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA, 144A 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBJ3, C.4 - ISIN: US20272FBJ30, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $35003831.10
- **C.18.a - Value (excl. sponsor support):** $35003831.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: COMMONWEALTH BANK OF AUSTRALIA, 144A

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA, 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FCS2, C.4 - ISIN: US20272FCS20, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $23001074.10
- **C.18.a - Value (excl. sponsor support):** $23001074.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 40: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XA99, C.4 - ISIN: US22532XA990, C.3 - LEI: 549300WO2DKF0Q3YMV43
- **C.18 - Value (incl. sponsor support):** $50029110.00
- **C.18.a - Value (excl. sponsor support):** $50029110.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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 41: JOHN DEERE FINANCIAL INC, 144A

- **C.1 - Title:** JOHN DEERE FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422CVL4, C.4 - ISIN: US24422CVL44, C.3 - LEI: CWQ698NK2DINVLMZRZ97
- **C.18 - Value (incl. sponsor support):** $34915891.50
- **C.18.a - Value (excl. sponsor support):** $34915891.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: JOHN DEERE FINANCIAL INC, 144A

- **C.1 - Title:** JOHN DEERE FINANCIAL INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24422CWR0, C.4 - ISIN: US24422CWR05, C.3 - LEI: CWQ698NK2DINVLMZRZ97
- **C.18 - Value (incl. sponsor support):** $9932510.00
- **C.18.a - Value (excl. sponsor support):** $9932510.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: JOHN DEERE CAPITAL CORP

- **C.1 - Title:** JOHN DEERE CAPITAL CORP 4.792000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 24422EXJ3, C.4 - ISIN: US24422EXJ36, C.3 - LEI: E0KSF7PFQ210NWI8Z391
- **C.18 - Value (incl. sponsor support):** $39028065.18
- **C.18.a - Value (excl. sponsor support):** $39028065.18
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728XW29, C.4 - ISIN: US29728XW298, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $43826120.80
- **C.18.a - Value (excl. sponsor support):** $43826120.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728XX93, C.4 - ISIN: US29728XX932, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $54535860.50
- **C.18.a - Value (excl. sponsor support):** $54535860.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728XXG7, C.4 - ISIN: US29728XXG77, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $77275941.60
- **C.18.a - Value (excl. sponsor support):** $77275941.60
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: ESSILORLUXOTTICA SA, 144A

- **C.1 - Title:** ESSILORLUXOTTICA SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29728XY35, C.4 - ISIN: US29728XY351, C.3 - LEI: 549300M3VH1A3ER1TB49
- **C.18 - Value (incl. sponsor support):** $69199536.00
- **C.18.a - Value (excl. sponsor support):** $69199536.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FVJ1, C.4 - ISIN: US31428FVJ10, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $99782020.00
- **C.18.a - Value (excl. sponsor support):** $99782020.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FVN2, C.4 - ISIN: US31428FVN22, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $26928009.90
- **C.18.a - Value (excl. sponsor support):** $26928009.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 50: FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FWA9, C.4 - ISIN: US31428FWA91, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $22885241.50
- **C.18.a - Value (excl. sponsor support):** $22885241.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC, 144A 4.753000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428HCH2, C.4 - ISIN: US31428HCH21, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $85049699.50
- **C.18.a - Value (excl. sponsor support):** $85049699.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: ING US FUNDING LLC, 144A

- **C.1 - Title:** ING US FUNDING LLC, 144A 4.710000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFL7, C.4 - ISIN: US44988GFL77, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $84046754.40
- **C.18.a - Value (excl. sponsor support):** $84046754.40
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **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 53: ING US FUNDING LLC, 144A

- **C.1 - Title:** ING US FUNDING LLC, 144A 4.678000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGJ1, C.4 - ISIN: US44988GGJ13, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $75699053.75
- **C.18.a - Value (excl. sponsor support):** $75699053.75
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: ING US FUNDING LLC, 144A

- **C.1 - Title:** ING US FUNDING LLC, 144A 4.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGK8, C.4 - ISIN: US44988GGK85, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $73490606.70
- **C.18.a - Value (excl. sponsor support):** $73490606.70
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **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 55: IDAHO HOUSING & FINANCE ASSN-FED HWY TRUST FUND

- **C.1 - Title:** IDAHO HOUSING & FINANCE ASSN-FED HWY TRUST FUND 4.430000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45130LAK7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13001021.80
- **C.18.a - Value (excl. sponsor support):** $13001021.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HEQ1, C.4 - ISIN: US46656HEQ11, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $75042780.00
- **C.18.a - Value (excl. sponsor support):** $75042780.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 57: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.790000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HFA5, C.4 - ISIN: US46656HFA59, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $2000528.58
- **C.18.a - Value (excl. sponsor support):** $2000528.58
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: JP MORGAN SECURITIES LLC, 144A

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.721000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HFJ6, C.4 - ISIN: US46656HFJ68, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $50025645.00
- **C.18.a - Value (excl. sponsor support):** $50025645.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HFW7, C.4 - ISIN: US46656HFW79, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $25007046.00
- **C.18.a - Value (excl. sponsor support):** $25007046.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** JP MORGAN SECURITIES LLC, 144A 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGD8, C.4 - ISIN: US46656HGD89, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $29004628.40
- **C.18.a - Value (excl. sponsor support):** $29004628.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: LVMH MOET HENNESSY LOUIS VUITTON SE, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244LVU5, C.4 - ISIN: US50244LVU50, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $25414138.95
- **C.18.a - Value (excl. sponsor support):** $25414138.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LVMH MOET HENNESSY LOUIS VUITTON SE, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244LW42, C.4 - ISIN: US50244LW426, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $3983148.00
- **C.18.a - Value (excl. sponsor support):** $3983148.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 63: LVMH MOET HENNESSY LOUIS VUITTON SE, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244LW83, C.4 - ISIN: US50244LW830, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $64694675.50
- **C.18.a - Value (excl. sponsor support):** $64694675.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LVMH MOET HENNESSY LOUIS VUITTON SE, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244LWP5, C.4 - ISIN: US50244LWP56, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $9934900.00
- **C.18.a - Value (excl. sponsor support):** $9934900.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 65: LVMH MOET HENNESSY LOUIS VUITTON INC, 144A

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55078UCH5, C.4 - ISIN: US55078UCH59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34049725.50
- **C.18.a - Value (excl. sponsor support):** $34049725.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: MARS INC, 144A

- **C.1 - Title:** MARS INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57167EV70, C.4 - ISIN: US57167EV700, C.3 - LEI: 54930073HKEO6GZBSS03
- **C.18 - Value (incl. sponsor support):** $44962114.50
- **C.18.a - Value (excl. sponsor support):** $44962114.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: MARS INC, 144A

- **C.1 - Title:** MARS INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57167EVU9, C.4 - ISIN: US57167EVU99, C.3 - LEI: 54930073HKEO6GZBSS03
- **C.18 - Value (incl. sponsor support):** $5979708.00
- **C.18.a - Value (excl. sponsor support):** $5979708.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: MEMORIAL HERMANN HEALTHCARE

- **C.1 - Title:** MEMORIAL HERMANN HEALTHCARE , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58604FV19, C.4 - ISIN: US58604FV195, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5039382.10
- **C.18.a - Value (excl. sponsor support):** $5039382.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: MITSUBISHI CORP (AMERICAS), 144A

- **C.1 - Title:** MITSUBISHI CORP (AMERICAS), 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60676MWH7, C.4 - ISIN: US60676MWH77, C.3 - LEI: 54930023GFE40WUY2P08
- **C.18 - Value (incl. sponsor support):** $48714756.30
- **C.18.a - Value (excl. sponsor support):** $48714756.30
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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 70: MITSUBISHI CORP (AMERICAS), 144A

- **C.1 - Title:** MITSUBISHI CORP (AMERICAS), 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60676MWJ3, C.4 - ISIN: US60676MWJ34, C.3 - LEI: 54930023GFE40WUY2P08
- **C.18 - Value (incl. sponsor support):** $49702845.00
- **C.18.a - Value (excl. sponsor support):** $49702845.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 71: MITSUBISHI CORP (AMERICAS), 144A

- **C.1 - Title:** MITSUBISHI CORP (AMERICAS), 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60676MWK0, C.4 - ISIN: US60676MWK07, C.3 - LEI: 54930023GFE40WUY2P08
- **C.18 - Value (incl. sponsor support):** $24848380.00
- **C.18.a - Value (excl. sponsor support):** $24848380.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: MITSUBISHI CORP (AMERICAS), 144A

- **C.1 - Title:** MITSUBISHI CORP (AMERICAS), 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60676MXQ6, C.4 - ISIN: US60676MXQ67, C.3 - LEI: 54930023GFE40WUY2P08
- **C.18 - Value (incl. sponsor support):** $43546870.40
- **C.18.a - Value (excl. sponsor support):** $43546870.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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 73: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D7E3, C.4 - ISIN: US60683D7E36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199999740.00
- **C.18.a - Value (excl. sponsor support):** $199999740.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DU64, C.4 - ISIN: US60683DU648, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52005163.60
- **C.18.a - Value (excl. sponsor support):** $52005163.60
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: NESTLE FINANCE INTERNATIONAL LTD, 144A

- **C.1 - Title:** NESTLE FINANCE INTERNATIONAL LTD, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GV59, C.4 - ISIN: US64106GV597, C.3 - LEI: 0KLLMNHINTFDRMU6DI05
- **C.18 - Value (incl. sponsor support):** $9994018.00
- **C.18.a - Value (excl. sponsor support):** $9994018.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 76: NESTLE FINANCE INTERNATIONAL LTD, 144A

- **C.1 - Title:** NESTLE FINANCE INTERNATIONAL LTD, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GVL4, C.4 - ISIN: US64106GVL49, C.3 - LEI: 0KLLMNHINTFDRMU6DI05
- **C.18 - Value (incl. sponsor support):** $54867879.00
- **C.18.a - Value (excl. sponsor support):** $54867879.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 77: NESTLE FINANCE INTERNATIONAL LTD, 144A

- **C.1 - Title:** NESTLE FINANCE INTERNATIONAL LTD, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106GX16, C.4 - ISIN: US64106GX163, C.3 - LEI: 0KLLMNHINTFDRMU6DI05
- **C.18 - Value (incl. sponsor support):** $7939938.40
- **C.18.a - Value (excl. sponsor support):** $7939938.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 78: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UVL8, C.4 - ISIN: US64952UVL87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56164215.66
- **C.18.a - Value (excl. sponsor support):** $56164215.66
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UW37, C.4 - ISIN: US264952UW32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34856076.50
- **C.18.a - Value (excl. sponsor support):** $34856076.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UWA1, C.4 - ISIN: US64952UWA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34826165.50
- **C.18.a - Value (excl. sponsor support):** $34826165.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UWJ2, C.4 - ISIN: US64952UWJ23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9940569.00
- **C.18.a - Value (excl. sponsor support):** $9940569.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: NEW YORK LIFE SHORT TERM FUNDING LLC, 144A

- **C.1 - Title:** NEW YORK LIFE SHORT TERM FUNDING LLC, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64952UWQ6, C.4 - ISIN: US64952UWQ65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24833155.00
- **C.18.a - Value (excl. sponsor support):** $24833155.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-24
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGN2, C.4 - ISIN: US65558WGN20, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $25501282.65
- **C.18.a - Value (excl. sponsor support):** $25501282.65
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WLP1, C.4 - ISIN: US65558WLP13, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $60014898.00
- **C.18.a - Value (excl. sponsor support):** $60014898.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMM7, C.4 - ISIN: US65558WMM72, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100006370.00
- **C.18.a - Value (excl. sponsor support):** $100006370.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: ONTARIO (PROVINCE OF)

- **C.1 - Title:** ONTARIO (PROVINCE OF) , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68323JWP6, C.4 - ISIN: US68323JWP64, C.3 - LEI: C7PVKCRGLG18EBQGZV36
- **C.18 - Value (incl. sponsor support):** $99350500.00
- **C.18.a - Value (excl. sponsor support):** $99350500.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: ONTARIO TEACHERS FINANCE TRUST, 144A

- **C.1 - Title:** ONTARIO TEACHERS FINANCE TRUST, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68328GYR1, C.4 - ISIN: US68328GYR19, C.3 - LEI: 635400ZZE5J8OXXBBY26
- **C.18 - Value (incl. sponsor support):** $17749796.40
- **C.18.a - Value (excl. sponsor support):** $17749796.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: PRINCIPAL LIFE GLOBAL FUNDING II, 144A

- **C.1 - Title:** PRINCIPAL LIFE GLOBAL FUNDING II, 144A 5.242000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 7425APAB1, C.4 - ISIN: US7425APAB16, C.3 - LEI: 635400WSLKBQWSOIIT41
- **C.18 - Value (incl. sponsor support):** $8004480.00
- **C.18.a - Value (excl. sponsor support):** $8004480.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.8900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: QUEENSLAND TREASURY CORPORATION

- **C.1 - Title:** QUEENSLAND TREASURY CORPORATION , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74830RZ53, C.4 - ISIN: US74830RZ531, C.3 - LEI: 98INKCEEHOU5YJS0HQ88
- **C.18 - Value (incl. sponsor support):** $49243290.00
- **C.18.a - Value (excl. sponsor support):** $49243290.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: SSM HEALTH CARE CORP

- **C.1 - Title:** SSM HEALTH CARE CORP , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78470WWP7, C.4 - ISIN: US78470WWP75, C.3 - LEI: 5493000QP6H63JFPC580
- **C.18 - Value (incl. sponsor support):** $14901720.00
- **C.18.a - Value (excl. sponsor support):** $14901720.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 91: STE TRANSCORE HOLDINGS INC, 144A

- **C.1 - Title:** STE TRANSCORE HOLDINGS INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78477FVD5, C.4 - ISIN: US78477FVD58, C.3 - LEI: 2549005ISD49W0N6WG55
- **C.18 - Value (incl. sponsor support):** $9984174.00
- **C.18.a - Value (excl. sponsor support):** $9984174.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 92: SANOFI SA, 144A

- **C.1 - Title:** SANOFI SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2W40, C.4 - ISIN: US8010M2W402, C.3 - LEI: 549300E9PC51EN656011
- **C.18 - Value (incl. sponsor support):** $35848332.00
- **C.18.a - Value (excl. sponsor support):** $35848332.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: SANOFI SA, 144A

- **C.1 - Title:** SANOFI SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M2XH0, C.4 - ISIN: US8010M2XH03, C.3 - LEI: 549300E9PC51EN656011
- **C.18 - Value (incl. sponsor support):** $71324517.60
- **C.18.a - Value (excl. sponsor support):** $71324517.60
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 94: SCHLUMBERGER HOLDINGS CORP, 144A

- **C.1 - Title:** SCHLUMBERGER HOLDINGS CORP, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80686DWC4, C.4 - ISIN: US80686DWC46, C.3 - LEI: 529900IKZG65COT1D505
- **C.18 - Value (incl. sponsor support):** $4973258.50
- **C.18.a - Value (excl. sponsor support):** $4973258.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 95: SENTARA HEALTHCARE

- **C.1 - Title:** SENTARA HEALTHCARE , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 81727WWA5, C.4 - ISIN: US81727WWA51, C.3 - LEI: 5493002B0YWN6UH30V71
- **C.18 - Value (incl. sponsor support):** $17784943.96
- **C.18.a - Value (excl. sponsor support):** $17784943.96
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB, 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WRS5, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $30001833.00
- **C.18.a - Value (excl. sponsor support):** $30001833.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.787000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PJ9, C.4 - ISIN: US8574P1PJ91, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $50001855.00
- **C.18.a - Value (excl. sponsor support):** $50001855.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.822000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PL4, C.4 - ISIN: US8574P1PL48, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $70011214.00
- **C.18.a - Value (excl. sponsor support):** $70011214.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.123000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNB8, C.4 - ISIN: US86959TNB88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35032473.00
- **C.18.a - Value (excl. sponsor support):** $35032473.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: SVENSKA HANDELSBANKEN AB, 144A

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB, 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LLJ7, C.4 - ISIN: US86960LLJ79, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $49996275.00
- **C.18.a - Value (excl. sponsor support):** $49996275.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WZN8, C.4 - ISIN: US87019WZN81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29997297.00
- **C.18.a - Value (excl. sponsor support):** $29997297.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: SWEDBANK AB, 144A

- **C.1 - Title:** SWEDBANK AB, 144A 4.672000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YDF2, C.4 - ISIN: US87020YDF25, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $85036091.00
- **C.18.a - Value (excl. sponsor support):** $85036091.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: SWEDBANK AB, 144A

- **C.1 - Title:** SWEDBANK AB, 144A 4.548000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEH7, C.4 - ISIN: US87020YEH71, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $35752216.50
- **C.18.a - Value (excl. sponsor support):** $35752216.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: TEXAS PUBLIC FINANCE AUTHORITY

- **C.1 - Title:** TEXAS PUBLIC FINANCE AUTHORITY 4.480000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88276SLK4, C.4 - ISIN: US88276SLK41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $26002012.40
- **C.18.a - Value (excl. sponsor support):** $26002012.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: TEXAS PUBLIC FINANCE AUTHORITY

- **C.1 - Title:** TEXAS PUBLIC FINANCE AUTHORITY 4.480000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88276SLL2, C.4 - ISIN: US88276SLL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14000760.20
- **C.18.a - Value (excl. sponsor support):** $14000760.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: TEXAS PUBLIC FINANCE AUTHORITY

- **C.1 - Title:** TEXAS PUBLIC FINANCE AUTHORITY 4.480000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88276SLM0, C.4 - ISIN: US88276SLM07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39503400.95
- **C.18.a - Value (excl. sponsor support):** $39503400.95
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DF84, C.4 - ISIN: US89115DF847, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50008155.00
- **C.18.a - Value (excl. sponsor support):** $50008155.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DM45, C.4 - ISIN: US89115DM454, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $70027881.00
- **C.18.a - Value (excl. sponsor support):** $70027881.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: TORONTO-DOMINION BANK/THE, 144A

- **C.1 - Title:** TORONTO-DOMINION BANK/THE, 144A , 0.0000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AV62, C.4 - ISIN: US89119AV628, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $99927600.00
- **C.18.a - Value (excl. sponsor support):** $99927600.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: TOTALENERGIES CAPITAL SA, 144A

- **C.1 - Title:** TOTALENERGIES CAPITAL SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EV47, C.4 - ISIN: US89152EV472, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $136683949.75
- **C.18.a - Value (excl. sponsor support):** $136683949.75
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 111: TOTALENERGIES CAPITAL SA, 144A

- **C.1 - Title:** TOTALENERGIES CAPITAL SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EW95, C.4 - ISIN: US89152EW959, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $20898032.40
- **C.18.a - Value (excl. sponsor support):** $20898032.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TOTALENERGIES CAPITAL SA, 144A

- **C.1 - Title:** TOTALENERGIES CAPITAL SA, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EXG8, C.4 - ISIN: US89152EXG87, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $66373134.60
- **C.18.a - Value (excl. sponsor support):** $66373134.60
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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 113: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232CWH5, C.4 - ISIN: US89232CWH59, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $22863288.00
- **C.18.a - Value (excl. sponsor support):** $22863288.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: TOYOTA INDUSTRIES COMMERCIAL FINANCE INC, 144A

- **C.1 - Title:** TOYOTA INDUSTRIES COMMERCIAL FINANCE INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232LVE3, C.4 - ISIN: US89232LVE37, C.3 - LEI: 54930085LCL2BOXUSV19
- **C.18 - Value (incl. sponsor support):** $25956130.20
- **C.18.a - Value (excl. sponsor support):** $25956130.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: TOYOTA INDUSTRIES COMMERCIAL FINANCE INC, 144A

- **C.1 - Title:** TOYOTA INDUSTRIES COMMERCIAL FINANCE INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232LW36, C.4 - ISIN: US89232LW368, C.3 - LEI: 54930085LCL2BOXUSV19
- **C.18 - Value (incl. sponsor support):** $9958822.00
- **C.18.a - Value (excl. sponsor support):** $9958822.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 116: TOYOTA INDUSTRIES COMMERCIAL FINANCE INC, 144A

- **C.1 - Title:** TOYOTA INDUSTRIES COMMERCIAL FINANCE INC, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232LWK8, C.4 - ISIN: US89232LWK87, C.3 - LEI: 54930085LCL2BOXUSV19
- **C.18 - Value (incl. sponsor support):** $25097096.10
- **C.18.a - Value (excl. sponsor support):** $25097096.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HDE1, C.4 - ISIN: US89233HDE18, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9696056.00
- **C.18.a - Value (excl. sponsor support):** $9696056.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 4.710000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMX0, C.4 - ISIN: US89236TMX09, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $63024984.54
- **C.18.a - Value (excl. sponsor support):** $63024984.54
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 4.907000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TND3, C.4 - ISIN: US89236TND36, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $16501790.58
- **C.18.a - Value (excl. sponsor support):** $16501790.58
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: UNILEVER FINANCE NETHERLANDS BV, 144A

- **C.1 - Title:** UNILEVER FINANCE NETHERLANDS BV, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90478CX69, C.4 - ISIN: US90478CX692, C.3 - LEI: 549300SWJ4YK4LLNT176
- **C.18 - Value (incl. sponsor support):** $40966411.64
- **C.18.a - Value (excl. sponsor support):** $40966411.64
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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 121: UNILEVER FINANCE NETHERLANDS BV, 144A

- **C.1 - Title:** UNILEVER FINANCE NETHERLANDS BV, 144A , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90478CXT9, C.4 - ISIN: US90478CXT97, C.3 - LEI: 549300SWJ4YK4LLNT176
- **C.18 - Value (incl. sponsor support):** $61342248.20
- **C.18.a - Value (excl. sponsor support):** $61342248.20
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **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 122: U.S. TREASURY BILLS

- **C.1 - Title:** U.S. TREASURY BILLS , 0.0000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143897561.28
- **C.18.a - Value (excl. sponsor support):** $143897561.28
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. TREASURY BILLS

- **C.1 - Title:** U.S. TREASURY BILLS , 0.0000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134710695.00
- **C.18.a - Value (excl. sponsor support):** $134710695.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNIVERSITY OF VIRGINIA

- **C.1 - Title:** UNIVERSITY OF VIRGINIA , 0.0000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91518PVD7, C.4 - ISIN: US91518PVD76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6190634.90
- **C.18.a - Value (excl. sponsor support):** $6190634.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTJ3, C.4 - ISIN: US95001KTJ33, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $66009728.40
- **C.18.a - Value (excl. sponsor support):** $66009728.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: WESTPAC BANKING CORP, 144A

- **C.1 - Title:** WESTPAC BANKING CORP, 144A 4.721000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47D7, C.4 - ISIN: US9612C47D74, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $60057066.00
- **C.18.a - Value (excl. sponsor support):** $60057066.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AE1VQV5, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: B8AE1VQV5
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $45804900.00       | $45900094.03       | U.S. Treasuries (including strips) |

### Security 128: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AE6A4X6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: B8AE6A4X6
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Inflation Bond | 2045-02-15      | 0.7500%  | 0.0000% | $107000.00         | $106596.61         | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2047-02-15      | 3.0000%  | 0.0000% | $81300.00          | $61610.84          | U.S. Treasuries (including strips) |
| US Treasury Inflation Bond | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $143.82            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2028-03-31      | 3.6250%  | 0.0000% | $49600.00          | $49893.60          | U.S. Treasuries (including strips) |
| US Treasury Note           | 2028-09-30      | 4.6250%  | 0.0000% | $94446100.00       | $97980052.72       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2030-10-31      | 4.8750%  | 0.0000% | $728500.00         | $768519.05         | U.S. Treasuries (including strips) |
| US Treasury Note           | 2029-06-30      | 4.2500%  | 0.0000% | $23500.00          | $23880.28          | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-12-15      | 4.0000%  | 0.0000% | $67800.00          | $68325.06          | U.S. Treasuries (including strips) |
| US Treasury Note           | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $300.56            | U.S. Treasuries (including strips) |

### Security 129: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE7BY28, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: B8AE7BY28
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE7KPJ1, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: B8AE7KPJ1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: NatWest Markets Securities Inc.

- **C.1 - Title:** NatWest Markets Securities Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE7NMR0, C.3 - LEI: N/A, C.5 - Other ID: B8AE7NMR0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2049-06-01      | 4.5000%  | 0.0000% | $186884976.00      | $153130008.10      | Agency Collateralized Mortgage Obligation |

### Security 132: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.380000%
- **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: B8AE7NMT6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: B8AE7NMT6
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2041-08-01      | 4.5000%  | 0.0000% | $73404.00          | $10002.22          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1118000.00        | $1116929.81        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-05-01      | 5.0000%  | 0.0000% | $1946000.00        | $1745309.50        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1192628.00        | $1221416.85        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $10075334.00       | $10513706.97       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $4363072.00        | $4490531.63        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $410000.00         | $408005.68         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 7.5000%  | 0.0000% | $432432.00         | $251977.99         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-11-01      | 4.0000%  | 0.0000% | $2085305.00        | $1881010.79        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $265054699.00      | $264204344.95      | Agency Collateralized Mortgage Obligation |

### Security 133: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE7S648, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: B8AE7S648
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: NatWest Markets Securities Inc.

- **C.1 - Title:** NatWest Markets Securities Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE7UT48, C.3 - LEI: N/A, C.5 - Other ID: B8AE7UT48
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $153195716.00      | $131737764.29      | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-06-01      | 4.5000%  | 0.0000% | $26107445.00       | $21391945.73       | Agency Collateralized Mortgage Obligation |

### Security 135: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE7YXB9, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: B8AE7YXB9
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE86587, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: B8AE86587
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE86595, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: B8AE86595
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE865A2, C.3 - LEI: N/A, C.5 - Other ID: B8AE865A2
- **C.18 - Value (incl. sponsor support):** $230431000.00
- **C.18.a - Value (excl. sponsor support):** $230431000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE865B0, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: B8AE865B0
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE865C8, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: B8AE865C8
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE865D6, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: B8AE865D6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE865E4, C.3 - LEI: N/A, C.5 - Other ID: B8AE865E4
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: B8AE865F1, C.3 - LEI: N/A, C.5 - Other ID: B8AE865F1
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: CF SECURED LLC

- **C.1 - Title:** CF SECURED LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE875C6, C.3 - LEI: 254900OXTV81I73FAT50, C.5 - Other ID: B8AE875C6
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 3.5800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $250.89            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2052-07-01      | 4.5000%  | 0.0000% | $16382624.00       | $12045926.28       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2053-08-01      | 5.0000%  | 0.0000% | $439800.00         | $380134.28         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2053-08-01      | 5.5000%  | 0.0000% | $56968514.00       | $50339302.69       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-01-01      | 6.0000%  | 0.0000% | $10569848.00       | $10321202.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2052-12-01      | 5.0000%  | 0.0000% | $45532039.00       | $37057544.49       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2031-03-15      | 0.0000%  | 0.0000% | $28251000.00       | $22292440.34       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $25000.00          | $18376.00          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2028-05-23      | 4.5800%  | 0.0000% | $8451000.00        | $8528857.18        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2028-07-07      | 4.5800%  | 0.0000% | $1018000.00        | $1020768.96        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2030-01-15      | 0.0000%  | 0.0000% | $3132000.00        | $2599331.36        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-03-01      | 6.0000%  | 0.0000% | $93860.00          | $93447.21          | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-04-01      | 7.0000%  | 0.0000% | $16980.00          | $18049.72          | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2047-11-01      | 4.0000%  | 0.0000% | $906240.00         | $279881.58         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2054-03-01      | 5.5000%  | 0.0000% | $2758056.00        | $2562500.98        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $12571053.00       | $11136359.95       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2052-10-01      | 6.0000%  | 0.0000% | $2622678.00        | $2447124.18        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2041-09-01      | 5.5000%  | 0.0000% | $6446537.00        | $2196019.62        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2051-08-01      | 2.0000%  | 0.0000% | $15500680.00       | $10930746.94       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2053-11-01      | 5.0000%  | 0.0000% | $1087718.00        | $961206.75         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2054-11-01      | 5.5000%  | 0.0000% | $5219372.00        | $5132154.09        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2054-06-01      | 5.5000%  | 0.0000% | $42380429.00       | $37788938.60       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                 | 2055-04-01      | 6.0000%  | 0.0000% | $8559.00           | $8396.02           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2054-12-01      | 4.5000%  | 0.0000% | $53182.00          | $50463.44          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-01-01      | 5.5000%  | 0.0000% | $2304.00           | $2231.97           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-02-01      | 5.5000%  | 0.0000% | $240070.00         | $203923.18         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-02-01      | 7.0000%  | 0.0000% | $455000.00         | $403862.40         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-03-01      | 6.5000%  | 0.0000% | $2023493.00        | $2020752.98        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-04-01      | 6.5000%  | 0.0000% | $35436.00          | $37077.95          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-04-01      | 6.5000%  | 0.0000% | $41870.00          | $40608.61          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                | 2055-05-01      | 6.0000%  | 0.0000% | $1723492.00        | $1754971.21        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2046-12-20      | 3.0000%  | 0.0000% | $2369460.00        | $1610436.62        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2072-04-20      | 5.6780%  | 0.0000% | $2530384.00        | $2730272.20        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-01-20      | 4.3210%  | 0.0000% | $10237291.00       | $726129.13         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2063-07-20      | 6.5000%  | 0.0000% | $9302624.00        | $2169783.22        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2063-07-20      | 6.5000%  | 0.0000% | $1726430.00        | $981481.53         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2063-08-20      | 6.5000%  | 0.0000% | $6172923.00        | $490330.59         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2064-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1021.11           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2064-10-20      | 7.0000%  | 0.0000% | $1004.00           | $827.96            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2064-11-20      | 6.5000%  | 0.0000% | $1395948.00        | $1432097.41        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-01-20      | 6.5000%  | 0.0000% | $29768.00          | $29307.81          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-02-20      | 7.0000%  | 0.0000% | $1005.00           | $1012.18           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-04-20      | 7.0000%  | 0.0000% | $1225003.00        | $1267949.01        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1027.03           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-04-20      | 7.0000%  | 0.0000% | $23796.00          | $24641.55          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-04-20      | 7.0000%  | 0.0000% | $26017.00          | $26944.18          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-06-20      | 6.5000%  | 0.0000% | $8260971.00        | $8493977.20        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 7.0000%  | 0.0000% | $1381592.00        | $1431858.92        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 6.5000%  | 0.0000% | $3107867.00        | $3195526.46        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-05-20      | 7.0000%  | 0.0000% | $3190347.00        | $3304559.22        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 7.0000%  | 0.0000% | $864990.00         | $896461.22         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-06-20      | 6.5000%  | 0.0000% | $1003.00           | $1031.29           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 6.0000%  | 0.0000% | $3516137.00        | $3592655.17        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 7.0000%  | 0.0000% | $2809645.00        | $2893187.92        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 6.5000%  | 0.0000% | $116321.00         | $119602.03         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 6.5000%  | 0.0000% | $1010.00           | $1038.49           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-06-20      | 6.0000%  | 0.0000% | $2736501.00        | $2770422.67        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-07-20      | 6.5000%  | 0.0000% | $3938518.00        | $4049610.47        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2064-12-20      | 6.5000%  | 0.0000% | $955164.00         | $980149.53         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1035.69           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-03-20      | 7.0000%  | 0.0000% | $1001.00           | $1036.32           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-04-20      | 7.0000%  | 0.0000% | $1003.00           | $1038.39           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-03-20      | 7.0000%  | 0.0000% | $43936.00          | $45482.12          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-04-20      | 6.0000%  | 0.0000% | $1634376.00        | $1651566.52        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-05-20      | 6.5000%  | 0.0000% | $1279234.00        | $1314027.69        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-03-20      | 7.0000%  | 0.0000% | $287606.00         | $297761.50         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-04-20      | 7.0000%  | 0.0000% | $218812.00         | $226460.80         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2074-04-20      | 5.6180%  | 0.0000% | $1000.00           | $1062.25           | Agency Collateralized Mortgage Obligation |
| Ginnie Mae                 | 2065-01-20      | 6.5000%  | 0.0000% | $1507200.00        | $1387669.12        | Agency Collateralized Mortgage Obligation |
| US Treasury Bill           | 2025-10-02      | 0.0000%  | 0.0000% | $873100.00         | $866716.77         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-12-26      | 0.0000%  | 0.0000% | $1145000.00        | $1125515.54        | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-08-28      | 0.0000%  | 0.0000% | $1618100.00        | $1612913.99        | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-09-25      | 0.0000%  | 0.0000% | $387800.00         | $385276.20         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-10-09      | 0.0000%  | 0.0000% | $1000000.00        | $991864.00         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-10-16      | 0.0000%  | 0.0000% | $975000.00         | $966283.50         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-10-23      | 0.0000%  | 0.0000% | $1076700.00        | $1066175.26        | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-08-12      | 0.0000%  | 0.0000% | $1494300.00        | $1492351.43        | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2026-05-14      | 0.0000%  | 0.0000% | $260700.00         | $252387.32         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-12-04      | 0.0000%  | 0.0000% | $100.00            | $98.55             | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-09-23      | 0.0000%  | 0.0000% | $647100.00         | $643023.92         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2026-06-11      | 0.0000%  | 0.0000% | $188300.00         | $181767.68         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-12-18      | 0.0000%  | 0.0000% | $2264600.00        | $2228094.65        | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-10-07      | 0.0000%  | 0.0000% | $987300.00         | $979501.32         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-10-14      | 0.0000%  | 0.0000% | $277000.00         | $274583.73         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-10-21      | 0.0000%  | 0.0000% | $182000.00         | $180261.72         | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-10-28      | 0.0000%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips)        |
| US Treasury Bill           | 2025-11-12      | 0.0000%  | 0.0000% | $15879500.00       | $15687262.77       | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2026-11-15      | 6.5000%  | 0.0000% | $35000.00          | $36684.04          | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2027-08-15      | 6.3750%  | 0.0000% | $8000.00           | $8614.28           | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2028-11-15      | 5.2500%  | 0.0000% | $400.00            | $420.96            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2029-02-15      | 5.2500%  | 0.0000% | $300.00            | $321.44            | U.S. Treasuries (including strips)        |
| US Treasury Inflation Bond | 2026-01-15      | 2.0000%  | 0.0000% | $395900.00         | $642528.57         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2036-02-15      | 4.5000%  | 0.0000% | $109300.00         | $113276.92         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2038-05-15      | 4.5000%  | 0.0000% | $365700.00         | $370243.37         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2039-02-15      | 3.5000%  | 0.0000% | $462100.00         | $421165.21         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $100.85            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $196.31            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2041-02-15      | 4.7500%  | 0.0000% | $381600.00         | $391935.93         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2041-05-15      | 4.3750%  | 0.0000% | $379000.00         | $367666.46         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $81.94             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2042-11-15      | 2.7500%  | 0.0000% | $108500.00         | $82548.98          | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-08-15      | 3.6250%  | 0.0000% | $17700.00          | $15379.81          | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $137.92            | U.S. Treasuries (including strips)        |
| US Treasury Inflation Bond | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.80             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2048-11-15      | 3.3750%  | 0.0000% | $6000.00           | $4743.68           | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.84             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2040-08-15      | 1.1250%  | 0.0000% | $400.00            | $247.18            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $110.80            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2052-02-15      | 2.2500%  | 0.0000% | $416000.00         | $255683.87         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $146.59            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2052-05-15      | 2.8750%  | 0.0000% | $3900.00           | $2738.10           | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.32             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2042-11-15      | 4.0000%  | 0.0000% | $117300.00         | $107091.92         | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $96.49             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $184.30            | U.S. Treasuries (including strips)        |
| US Treasury Inflation Bond | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $95.67             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.82             | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $276.59            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2044-11-15      | 4.6250%  | 0.0000% | $1000.00           | $979.54            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips)        |
| US Treasury Bond           | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $102.77            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-11-15      | 3.1250%  | 0.0000% | $370000.00         | $363857.16         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-02-28      | 2.5000%  | 0.0000% | $649000.00         | $648959.13         | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2028-07-15      | 0.7500%  | 0.0000% | $300.00            | $379.98            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-08-31      | 1.3750%  | 0.0000% | $937000.00         | $915009.28         | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.12             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2025-09-30      | 0.2500%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.04             | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2031-07-15      | 0.1250%  | 0.0000% | $8235200.00        | $9116472.34        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $185.35            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-05-31      | 2.7500%  | 0.0000% | $25000000.00       | $24104333.32       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2025-08-15      | 3.1250%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.96            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2033-05-15      | 3.3750%  | 0.0000% | $1600.00           | $1525.68           | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2025-08-31      | 5.0000%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $103.26            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips)        |
| US Treasury Inflation Note | 2029-04-15      | 2.1250%  | 0.0000% | $1028400.00        | $1104932.65        | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $200.92            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2031-12-31      | 4.5000%  | 0.0000% | $200.00            | $205.51            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2032-02-29      | 4.1250%  | 0.0000% | $97400.00          | $99279.05          | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2028-03-15      | 3.8750%  | 0.0000% | $28006000.00       | $28421448.01       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2030-06-30      | 3.8750%  | 0.0000% | $15117000.00       | $15128326.65       | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2027-06-30      | 3.7500%  | 0.0000% | $400.00            | $399.92            | U.S. Treasuries (including strips)        |
| US Treasury Note           | 2032-07-31      | 4.0000%  | 0.0000% | $57100.00          | $56693.68          | U.S. Treasuries (including strips)        |

### Security 145: CANTOR FITZGERALD & CO

- **C.1 - Title:** CANTOR FITZGERALD & CO 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE875D4, C.3 - LEI: 5493004J7H4GCPG6OB62, C.5 - Other ID: B8AE875D4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2026-06-01      | 5.0000%  | 0.0000% | $9473.00           | $0.09              | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2026-06-01      | 5.0000%  | 0.0000% | $125338.00         | $0.22              | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $483312.00         | $96592.20          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 4.0000%  | 0.0000% | $31345608.00       | $23155297.52       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $808.71            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $775.97            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $36807768.00       | $34744452.28       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $1352882.00        | $1198285.54        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-09-01      | 4.0000%  | 0.0000% | $133958.00         | $12117.64          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-10-01      | 4.2500%  | 0.0000% | $1010.00           | $991.69            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-12-01      | 4.4700%  | 0.0000% | $1000.00           | $989.56            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-12-01      | 4.4700%  | 0.0000% | $77466.00          | $76136.30          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2041-07-01      | 2.0000%  | 0.0000% | $399000.00         | $263560.04         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $821.39            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-02-01      | 6.5000%  | 0.0000% | $74210968.00       | $34882.76          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-09-01      | 3.7000%  | 0.0000% | $1000.00           | $747.97            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.49           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $999.63            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.99           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.28           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.67           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.52           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $977.25            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.50           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $103670.00         | $76814.67          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1031.71           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1003.00           | $987.14            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.12           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-01-01      | 4.0000%  | 0.0000% | $1000.00           | $89.46             | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-05-01      | 4.0000%  | 0.0000% | $27270258.00       | $19332250.70       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-06-01      | 4.4100%  | 0.0000% | $62453.00          | $61720.49          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1006.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $811.34            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-05-01      | 4.0200%  | 0.0000% | $2031143.00        | $1999650.13        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-05-01      | 4.9000%  | 0.0000% | $8540224.00        | $8635868.81        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-03-01      | 4.0000%  | 0.0000% | $9410687.00        | $3897427.69        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $21181138.00       | $16759353.94       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $353024.00         | $268491.00         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $2194892.00        | $2008498.02        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $4612776.00        | $3981187.72        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $20984180.00       | $19354115.66       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 6.5000%  | 0.0000% | $11399234.00       | $9192453.93        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-02-01      | 6.5000%  | 0.0000% | $2926441.00        | $2589430.88        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $2236160.00        | $2139444.70        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $20714732.00       | $6052432.96        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $1413400.00        | $883144.37         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-07-01      | 6.0000%  | 0.0000% | $800000.00         | $380330.16         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $13089773.00       | $10009471.66       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $458029.00         | $427142.84         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 4.0000%  | 0.0000% | $11442850.00       | $9751452.04        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $38.81             | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $4118788.00        | $609342.22         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-08-01      | 2.5000%  | 0.0000% | $589631.00         | $223277.77         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-11-01      | 6.0000%  | 0.0000% | $309532.00         | $179319.94         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $29627776.00       | $28301044.71       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $2721532.00        | $2749196.51        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-05-01      | 7.0000%  | 0.0000% | $9226272.00        | $4894661.58        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $20757600.00       | $19783354.51       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $1079500.00        | $1040874.36        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $17953046.00       | $16484490.02       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $2907248.00        | $2760375.10        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2075-06-20      | 7.2550%  | 0.0000% | $252190.00         | $266310.83         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-07-20      | 7.0000%  | 0.0000% | $322611.00         | $337497.02         | Agency Collateralized Mortgage Obligation |

### Security 146: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AE875J1, C.3 - LEI: 571474TGEMMWANRLN572, C.5 - Other ID: B8AE875J1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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?:** Yes

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

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $99844100.00       | $102000115.50      | U.S. Treasuries (including strips) |

### Security 147: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE875L6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: B8AE875L6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $252000.00         | $54632.01          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $123000.00         | $88836.80          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-08-01      | 5.5000%  | 0.0000% | $2817546.00        | $2566430.61        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-12-01      | 3.5000%  | 0.0000% | $70000.00          | $47029.73          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1401500.00        | $1425899.84        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $13266274.00       | $8033027.11        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2039-11-01      | 3.0000%  | 0.0000% | $15150894.00       | $2492403.15        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-11-01      | 6.5000%  | 0.0000% | $1121917.00        | $814578.86         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2040-02-01      | 5.0000%  | 0.0000% | $2771737.00        | $2690310.29        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $2626781.00        | $2575325.81        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $2602521.00        | $2616323.04        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $27250884.00       | $27826885.94       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $11027155.00       | $10999019.85       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $13856988.00       | $14278583.85       | Agency Collateralized Mortgage Obligation |

### Security 148: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE875Q5, C.3 - LEI: N/A, C.5 - Other ID: B8AE875Q5
- **C.18 - Value (incl. sponsor support):** $316214000.00
- **C.18.a - Value (excl. sponsor support):** $316214000.00
- **C.19 - Percentage of Net Assets:** 3.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $9331521.00        | $9041326.90        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $58298305.00       | $47565782.42       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $48004992.00       | $39495554.75       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $7944769.00        | $6044655.32        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 5.0000%  | 0.0000% | $231714496.00      | $204764044.96      | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $19547899.00       | $15666068.76       | Agency Collateralized Mortgage Obligation |

### Security 149: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE875R3, C.3 - LEI: N/A, C.5 - Other ID: B8AE875R3
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac         | 2037-11-01      | 2.4000%  | 0.0000% | $3685308.00        | $2844869.83        | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2052-11-01      | 5.5000%  | 0.0000% | $1009900.00        | $817174.00         | Agency Collateralized Mortgage Obligation |
| Federal Farm Credit | 2035-09-10      | 1.7300%  | 0.0000% | $2000.00           | $1495.77           | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2054-03-01      | 7.0000%  | 0.0000% | $1164111.00        | $1050219.87        | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2037-11-01      | 3.5100%  | 0.0000% | $2306368.00        | $1933841.44        | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2033-04-01      | 3.7200%  | 0.0000% | $1000000.00        | $902200.79         | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2054-08-01      | 5.5000%  | 0.0000% | $1253049.00        | $1090622.55        | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2055-05-01      | 6.5000%  | 0.0000% | $940689.00         | $988280.83         | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2033-10-01      | 3.7800%  | 0.0000% | $358132.00         | $333083.89         | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2051-01-01      | 2.0000%  | 0.0000% | $5584434.00        | $3012030.40        | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2028-07-01      | 4.9600%  | 0.0000% | $2500000.00        | $2548415.83        | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2032-06-01      | 4.4650%  | 0.0000% | $7285.00           | $7272.76           | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2035-07-01      | 4.7700%  | 0.0000% | $17050639.00       | $17140888.03       | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2053-08-01      | 5.2030%  | 0.0000% | $49796690.00       | $42305737.09       | Agency Collateralized Mortgage Obligation |
| Fannie Mae          | 2054-12-01      | 5.5000%  | 0.0000% | $19402112.00       | $18329857.08       | Agency Collateralized Mortgage Obligation |
| Freddie Mac         | 2055-01-01      | 5.5000%  | 0.0000% | $1321110.00        | $1326069.43        | Agency Collateralized Mortgage Obligation |
| US Treasury Bill    | 2025-10-30      | 0.0000%  | 0.0000% | $20498400.00       | $20281116.96       | U.S. Treasuries (including strips)        |
| US Treasury Bond    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $86.89             | U.S. Treasuries (including strips)        |
| US Treasury Bond    | 2052-11-15      | 4.0000%  | 0.0000% | $3330900.00        | $2908393.87        | U.S. Treasuries (including strips)        |
| US Treasury Bond    | 2043-02-15      | 3.8750%  | 0.0000% | $1000.00           | $905.16            | U.S. Treasuries (including strips)        |
| US Treasury Bond    | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $180.40            | U.S. Treasuries (including strips)        |
| US Treasury Bond    | 2044-11-15      | 4.6250%  | 0.0000% | $5002000.00        | $4899670.63        | U.S. Treasuries (including strips)        |
| US Treasury Bond    | 2045-05-15      | 5.0000%  | 0.0000% | $19021800.00       | $19548284.56       | U.S. Treasuries (including strips)        |
| US Treasury Note    | 2029-08-15      | 1.6250%  | 0.0000% | $865600.00         | $800526.49         | U.S. Treasuries (including strips)        |
| US Treasury Note    | 2028-12-31      | 1.3750%  | 0.0000% | $58814400.00       | $54221659.26       | U.S. Treasuries (including strips)        |
| US Treasury Note    | 2029-07-31      | 2.6250%  | 0.0000% | $1521500.00        | $1450707.65        | U.S. Treasuries (including strips)        |
| Cash                | 2099-12-31      | 0.0000%  | 0.0000% | $105153341.71      | $105153341.71      | Cash                                      |

### Security 150: US BANCORP INVESTMENTS INC

- **C.1 - Title:** US BANCORP INVESTMENTS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: B8AE875S1, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: B8AE875S1
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US Treasury Bill           | 2026-07-09      | 0.0000%  | 0.0000% | $4282300.00        | $4121816.53        | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $184.39            | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2055-02-15      | 4.6250%  | 0.0000% | $30000.00          | $29473.91          | U.S. Treasuries (including strips) |
| US Treasury Bond           | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| US Treasury Inflation Note | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $126.66            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-08-31      | 0.5000%  | 0.0000% | $145200.00         | $135683.56         | U.S. Treasuries (including strips) |
| US Treasury Note           | 2026-03-31      | 0.7500%  | 0.0000% | $271900.00         | $266345.63         | U.S. Treasuries (including strips) |
| US Treasury Note           | 2028-08-31      | 1.1250%  | 0.0000% | $4182500.00        | $3871340.03        | U.S. Treasuries (including strips) |
| US Treasury Note           | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2028-09-30      | 4.6250%  | 0.0000% | $1535000.00        | $1592436.12        | U.S. Treasuries (including strips) |
| US Treasury Note           | 2034-02-15      | 4.0000%  | 0.0000% | $186277800.00      | $186419844.46      | U.S. Treasuries (including strips) |
| US Treasury Note           | 2029-02-28      | 4.2500%  | 0.0000% | $52037100.00       | $53583269.87       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2029-04-30      | 4.6250%  | 0.0000% | $4740600.00        | $4915326.66        | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |
| US Treasury Inflation Note | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $208.16            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2031-11-30      | 4.1250%  | 0.0000% | $46899900.00       | $47365897.41       | U.S. Treasuries (including strips) |
| US Treasury Note           | 2032-04-30      | 4.0000%  | 0.0000% | $949900.00         | $953784.14         | U.S. Treasuries (including strips) |
| US Treasury Inflation Note | 2030-04-15      | 1.6250%  | 0.0000% | $400.00            | $409.22            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $200.37            | U.S. Treasuries (including strips) |
| US Treasury Note           | 2030-06-30      | 3.8750%  | 0.0000% | $3640000.00        | $3642727.33        | U.S. Treasuries (including strips) |
| US Treasury Note           | 2027-07-31      | 3.8750%  | 0.0000% | $50190000.00       | $50142971.97       | U.S. Treasuries (including strips) |

### Security 151: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: B8AE875T9, C.3 - LEI: N/A, C.5 - Other ID: B8AE875T9
- **C.18 - Value (incl. sponsor support):** $463000000.00
- **C.18.a - Value (excl. sponsor support):** $463000000.00
- **C.19 - Percentage of Net Assets:** 4.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2026-11-01      | 3.5000%  | 0.0000% | $72525.00          | $220.76            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-01-01      | 2.5000%  | 0.0000% | $1465000.00        | $48336.75          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-01-01      | 2.0000%  | 0.0000% | $1505000.00        | $71574.14          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-08-01      | 3.0000%  | 0.0000% | $1999900.00        | $69831.05          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-03-01      | 3.0000%  | 0.0000% | $1535200.00        | $126603.25         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2027-08-01      | 2.5000%  | 0.0000% | $106110.00         | $1956.36           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $119.26            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2027-11-01      | 2.0000%  | 0.0000% | $1968500.00        | $77597.82          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-01-01      | 2.5000%  | 0.0000% | $1500000.00        | $54519.41          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2029-01-01      | 3.5000%  | 0.0000% | $2000000.00        | $110849.70         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-11-01      | 3.0000%  | 0.0000% | $1200000.00        | $112636.90         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-04-01      | 7.1800%  | 0.0000% | $491000.00         | $13257.49          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $124.61            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-07-01      | 4.5000%  | 0.0000% | $67400.00          | $18047.09          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-09-01      | 5.8850%  | 0.0000% | $2000000.00        | $66107.86          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-05-01      | 6.6400%  | 0.0000% | $662700.00         | $14074.00          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-09-01      | 6.7100%  | 0.0000% | $1200000.00        | $81096.67          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-05-01      | 2.5000%  | 0.0000% | $1379900.00        | $55900.99          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-01-01      | 3.0000%  | 0.0000% | $1200000.00        | $97925.94          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2039-05-01      | 4.5000%  | 0.0000% | $348800.00         | $15895.05          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2039-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $145777.14         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2040-04-01      | 5.0000%  | 0.0000% | $472700.00         | $12875.50          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2040-09-01      | 4.0000%  | 0.0000% | $1444000.00        | $94842.64          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2041-02-01      | 4.5000%  | 0.0000% | $364000.00         | $24070.70          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-01-01      | 5.0000%  | 0.0000% | $465500.00         | $16746.15          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-05-01      | 2.0000%  | 0.0000% | $1850000.00        | $106447.98         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-12-01      | 3.0000%  | 0.0000% | $1847500.00        | $311822.99         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-04-01      | 3.0000%  | 0.0000% | $1429000.00        | $181623.30         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-01-01      | 4.0000%  | 0.0000% | $400000.00         | $36172.54          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-04-01      | 3.5000%  | 0.0000% | $351500.00         | $56787.78          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-07-01      | 4.0000%  | 0.0000% | $498400.00         | $92435.06          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-07-01      | 4.0000%  | 0.0000% | $400000.00         | $63038.99          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-07-01      | 2.5000%  | 0.0000% | $81300.00          | $29982.14          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-08-01      | 4.0000%  | 0.0000% | $339800.00         | $48565.08          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-06-01      | 3.5000%  | 0.0000% | $129400.00         | $26827.06          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-09-01      | 3.0000%  | 0.0000% | $39000.00          | $12818.07          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-10-01      | 3.0000%  | 0.0000% | $480000.00         | $86856.50          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-12-01      | 3.5000%  | 0.0000% | $2600.00           | $431.61            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-01-01      | 4.0000%  | 0.0000% | $1171200.00        | $213099.43         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-04-01      | 3.5000%  | 0.0000% | $499000.00         | $47668.12          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-08-01      | 3.5000%  | 0.0000% | $123800.00         | $16421.56          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-08-01      | 4.5000%  | 0.0000% | $1165500.00        | $287743.38         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-09-01      | 3.5000%  | 0.0000% | $2498200.00        | $556158.00         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-04-01      | 3.5000%  | 0.0000% | $95800.00          | $11185.07          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $585400.00         | $113622.61         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-03-01      | 4.0000%  | 0.0000% | $1824700.00        | $286811.57         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $178.54            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $189.58            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-03-01      | 3.0000%  | 0.0000% | $81700.00          | $12089.52          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-11-01      | 4.5000%  | 0.0000% | $1659900.00        | $773506.57         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2034-03-01      | 4.0000%  | 0.0000% | $1165500.00        | $377776.31         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-02-01      | 5.5000%  | 0.0000% | $1662400.00        | $440945.83         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-04-01      | 5.5000%  | 0.0000% | $1528900.00        | $400705.61         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2041-10-01      | 3.4900%  | 0.0000% | $33400.00          | $21344.65          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-05-01      | 4.0000%  | 0.0000% | $58500.00          | $14310.93          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-05-01      | 4.5000%  | 0.0000% | $1817400.00        | $74196.43          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-01-01      | 4.5000%  | 0.0000% | $1792300.00        | $127000.70         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-03-01      | 2.5000%  | 0.0000% | $1458900.00        | $191508.45         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-07-01      | 2.5000%  | 0.0000% | $2009800.00        | $359545.27         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-08-01      | 3.5000%  | 0.0000% | $366000.00         | $45674.82          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2040-05-01      | 5.0000%  | 0.0000% | $1999900.00        | $73016.10          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-10-01      | 4.5000%  | 0.0000% | $459300.00         | $55190.68          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-10-01      | 2.5000%  | 0.0000% | $1752000.00        | $344746.32         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-10-01      | 3.0000%  | 0.0000% | $68700.00          | $10808.33          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-05-01      | 3.5000%  | 0.0000% | $116000.00         | $12093.85          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-03-01      | 3.5000%  | 0.0000% | $402900.00         | $53145.73          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-02-01      | 4.5000%  | 0.0000% | $108100.00         | $10650.39          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-07-01      | 3.5000%  | 0.0000% | $448600.00         | $47125.83          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-08-01      | 3.5000%  | 0.0000% | $350000.00         | $38105.55          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-10-01      | 3.5000%  | 0.0000% | $340000.00         | $42391.96          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-04-01      | 3.5000%  | 0.0000% | $485400.00         | $58754.91          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-01-01      | 2.5000%  | 0.0000% | $365000.00         | $18314.64          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-02-01      | 3.0000%  | 0.0000% | $1750000.00        | $293920.69         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-05-01      | 4.0000%  | 0.0000% | $1700000.00        | $162154.34         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-07-01      | 4.0000%  | 0.0000% | $634600.00         | $48907.58          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2031-09-01      | 5.0000%  | 0.0000% | $1349900.00        | $47024.07          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-10-01      | 3.5000%  | 0.0000% | $1949100.00        | $360068.61         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-02-01      | 3.5000%  | 0.0000% | $1330300.00        | $250171.56         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-03-01      | 3.5000%  | 0.0000% | $1305900.00        | $349746.84         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-08-01      | 4.5000%  | 0.0000% | $1994.00           | $432.76            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $149.11            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $199.85            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2048-11-01      | 4.0000%  | 0.0000% | $1322100.00        | $402519.67         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-02-01      | 3.0000%  | 0.0000% | $448500.00         | $74414.02          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2038-06-01      | 3.5000%  | 0.0000% | $125000.00         | $88861.41          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $600.08            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-05-01      | 3.0000%  | 0.0000% | $62000.00          | $39687.01          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $599.24            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $597.93            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2039-01-01      | 6.5000%  | 0.0000% | $37000.00          | $21572.55          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2040-03-01      | 6.0000%  | 0.0000% | $11000.00          | $9210.05           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-07-01      | 2.5000%  | 0.0000% | $1919400.00        | $725473.96         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $390800.00         | $244849.17         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-01-01      | 3.0000%  | 0.0000% | $97000.00          | $52606.15          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-01-01      | 4.0000%  | 0.0000% | $575200.00         | $246683.45         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $396.09            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-02-01      | 3.0000%  | 0.0000% | $100000.00         | $61624.95          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $86200.00          | $66988.57          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1984.05           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-10-01      | 5.5000%  | 0.0000% | $30000.00          | $23634.72          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.44            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $713.49            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-04-01      | 5.5000%  | 0.0000% | $98000.00          | $56038.43          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $1068.00           | $698.24            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $413900.00         | $297271.50         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $794.49            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $653900.00         | $515219.07         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $47500.00          | $33352.78          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $44300.00          | $34477.28          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 3.5000%  | 0.0000% | $75700.00          | $57941.90          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-04-01      | 4.5000%  | 0.0000% | $412800.00         | $332683.25         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $41300.00          | $34656.31          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $4300.00           | $3645.05           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $80000.00          | $66676.04          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $525700.00         | $427910.97         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $896.69            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 2.0000%  | 0.0000% | $107800.00         | $79615.55          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 6.5000%  | 0.0000% | $9800.00           | $8854.93           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-06-01      | 1.5000%  | 0.0000% | $50000.00          | $35338.42          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $909.40            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $942.73            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $920.07            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-10-01      | 3.5000%  | 0.0000% | $163809.00         | $21714.70          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $365.74            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-04-01      | 3.5000%  | 0.0000% | $54000.00          | $10837.08          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-10-01      | 1.5000%  | 0.0000% | $1197600.00        | $625182.99         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1925.99           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-04-01      | 3.5000%  | 0.0000% | $1900000.00        | $504290.88         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $632.32            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1287.25           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $70000.00          | $54668.44          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $388500.00         | $224640.11         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $338100.00         | $217112.69         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-01-01      | 3.5000%  | 0.0000% | $1784.00           | $1063.33           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 3.5000%  | 0.0000% | $75000.00          | $46136.14          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-12-01      | 2.0000%  | 0.0000% | $2072.00           | $1315.24           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 3.0000%  | 0.0000% | $6893.00           | $5060.51           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 1.5000%  | 0.0000% | $36600.00          | $21747.14          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-01-01      | 1.5000%  | 0.0000% | $387900.00         | $238216.63         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $48000.00          | $33301.83          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $12000.00          | $8510.47           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $767.63            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $11999.00          | $9315.90           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $3298.00           | $2576.95           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $5900.00           | $5026.41           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-03-01      | 4.5000%  | 0.0000% | $1008.00           | $884.49            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $869.90            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $902.96            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $895.95            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-08-01      | 6.5000%  | 0.0000% | $358600.00         | $286106.55         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $25437.00          | $23406.03          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $933.47            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $1024.00           | $947.80            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 4.5000%  | 0.0000% | $1024.00           | $947.09            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $3685.00           | $3441.89           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 4.5000%  | 0.0000% | $1024.00           | $956.41            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 4.5000%  | 0.0000% | $1024.00           | $961.21            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 3.5000%  | 0.0000% | $531000.00         | $431838.06         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $3199.00           | $2361.41           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $853.83            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $8700.00           | $7169.33           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-04-01      | 4.0000%  | 0.0000% | $655500.00         | $505720.77         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-08-01      | 4.0000%  | 0.0000% | $1350000.00        | $157541.97         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2044-05-01      | 4.5000%  | 0.0000% | $574000.00         | $69013.48          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2043-07-01      | 4.0000%  | 0.0000% | $1144400.00        | $194863.25         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $104.39            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $279.55            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-09-01      | 3.5000%  | 0.0000% | $1399800.00        | $106523.14         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2028-12-01      | 3.0000%  | 0.0000% | $1200000.00        | $61712.56          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2030-06-01      | 3.0000%  | 0.0000% | $119200.00         | $10114.47          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $120.44            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-04-01      | 4.0000%  | 0.0000% | $1345100.00        | $75724.19          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-02-01      | 4.0000%  | 0.0000% | $2029300.00        | $666855.04         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-03-01      | 3.5000%  | 0.0000% | $1225600.00        | $628181.72         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $287.97            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-01-01      | 2.5000%  | 0.0000% | $1200000.00        | $384266.09         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-02-01      | 4.5000%  | 0.0000% | $1870200.00        | $269005.96         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $100000.00         | $36346.92          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-02-01      | 2.0000%  | 0.0000% | $368000.00         | $174778.32         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-02-01      | 2.0000%  | 0.0000% | $96800.00          | $46811.82          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $49238.66          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $496.99            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $641.98            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-09-01      | 3.0000%  | 0.0000% | $66200.00          | $42729.85          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-09-01      | 1.5000%  | 0.0000% | $132600.00         | $74225.47          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $575.87            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-09-01      | 2.5000%  | 0.0000% | $44900.00          | $29232.51          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $557.30            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-12-01      | 2.0000%  | 0.0000% | $500000.00         | $306358.34         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $605.75            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 1.5000%  | 0.0000% | $98900.00          | $64162.02          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 3.5000%  | 0.0000% | $612100.00         | $431991.88         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 1.5000%  | 0.0000% | $65200.00          | $26328.03          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 4.0000%  | 0.0000% | $106000.00         | $59066.23          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 4.0000%  | 0.0000% | $1309300.00        | $809443.63         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $120000.00         | $82821.42          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $72074.59          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $515.56            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $63000.00          | $40605.87          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 6.0000%  | 0.0000% | $69700.00          | $41231.09          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 6.0000%  | 0.0000% | $617200.00         | $396353.16         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $845.70            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-02-01      | 6.0000%  | 0.0000% | $99000.00          | $59734.88          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-03-01      | 4.5000%  | 0.0000% | $1194600.00        | $580947.05         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $855.89            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-06-01      | 4.5000%  | 0.0000% | $29600.00          | $21711.47          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-06-01      | 6.5000%  | 0.0000% | $100000.00         | $83292.53          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-11-01      | 7.0000%  | 0.0000% | $7985.00           | $5265.77           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $47900.00          | $37951.74          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $932.67            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $936.88            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $924.16            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 6.5000%  | 0.0000% | $1544700.00        | $739824.58         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $934.98            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $914.79            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1028900.00        | $1001833.83        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $942.18            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $935.16            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $32308500.00       | $31439625.04       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $924.59            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $814.18            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $914.45            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $937.98            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $887.26            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $941.40            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $943.57            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $903.24            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $942.91            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $943.16            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-10-01      | 6.5000%  | 0.0000% | $1827400.00        | $880255.64         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $907.45            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.02            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $943.26            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $883.83            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $888.57            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $940.48            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $928.52            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $4552.00           | $4284.12           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $909.86            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $943.09            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.73            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $886.25            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $906.33            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2039-09-01      | 3.0000%  | 0.0000% | $1000.00           | $210.73            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-03-01      | 2.5000%  | 0.0000% | $4300.00           | $1465.20           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-02-01      | 2.5000%  | 0.0000% | $1548200.00        | $871712.86         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2037-02-01      | 1.5000%  | 0.0000% | $142200.00         | $91654.12          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-03-01      | 2.5000%  | 0.0000% | $638900.00         | $353217.00         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-04-01      | 3.0000%  | 0.0000% | $142000.00         | $47687.19          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-10-01      | 1.5000%  | 0.0000% | $438200.00         | $207097.82         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $656.51            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-01-01      | 3.0000%  | 0.0000% | $389200.00         | $257625.43         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $2010.00           | $1291.71           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $113400.00         | $71298.05          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $759.58            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-06-01      | 4.5000%  | 0.0000% | $90000.00          | $63513.46          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $725.40            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-09-01      | 4.0000%  | 0.0000% | $36000.00          | $26202.26          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $56900.00          | $45151.94          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2053-05-01      | 6.5000%  | 0.0000% | $500000.00         | $357980.57         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2045-07-01      | 5.0000%  | 0.0000% | $1000.00           | $995.91            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $670.80            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2042-06-01      | 3.0000%  | 0.0000% | $599800.00         | $424710.41         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-03-01      | 2.0000%  | 0.0000% | $499900.00         | $238131.19         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2036-08-01      | 3.5000%  | 0.0000% | $131400.00         | $58765.58          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2029-10-01      | 2.5000%  | 0.0000% | $434300.00         | $61319.10          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-03-01      | 2.5000%  | 0.0000% | $480700.00         | $237735.32         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2032-04-01      | 3.0000%  | 0.0000% | $356900.00         | $187486.32         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-12-01      | 3.0000%  | 0.0000% | $1999900.00        | $202754.56         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2035-05-01      | 2.0000%  | 0.0000% | $554500.00         | $70380.69          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $876.11            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $927.53            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $881.79            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $938.46            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $1870900.00        | $612535.06         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2046-03-01      | 6.6000%  | 0.0000% | $1133800.00        | $90098.17          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-06-01      | 4.5000%  | 0.0000% | $2689624.00        | $54448.26          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-11-01      | 5.0000%  | 0.0000% | $1155000.00        | $64162.70          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-03-01      | 5.4000%  | 0.0000% | $361700.00         | $17696.63          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-10-01      | 5.4000%  | 0.0000% | $395000.00         | $43929.42          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-05-01      | 5.0000%  | 0.0000% | $398900.00         | $35543.74          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-11-01      | 3.0000%  | 0.0000% | $84100.00          | $28238.66          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-05-01      | 6.5870%  | 0.0000% | $1975000.00        | $86318.20          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-09-01      | 6.8930%  | 0.0000% | $450000.00         | $19379.38          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-04-01      | 6.6120%  | 0.0000% | $1750000.00        | $93603.20          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-07-01      | 2.0000%  | 0.0000% | $1995000.00        | $120011.21         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-04-01      | 6.8890%  | 0.0000% | $1400000.00        | $91213.02          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-01-01      | 4.5000%  | 0.0000% | $1867700.00        | $117421.40         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $128623.31         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $73.55             | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-02-01      | 4.0000%  | 0.0000% | $2000000.00        | $108488.72         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-07-01      | 4.0000%  | 0.0000% | $396000.00         | $25156.22          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-10-01      | 2.5000%  | 0.0000% | $303000.00         | $16058.16          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-01-01      | 4.5000%  | 0.0000% | $492000.00         | $47713.01          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-07-01      | 6.7850%  | 0.0000% | $1585000.00        | $65694.44          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-07-01      | 6.4810%  | 0.0000% | $598600.00         | $19507.64          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-08-01      | 4.5000%  | 0.0000% | $1000.00           | $149.18            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $1140000.00        | $138461.11         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-12-01      | 3.5000%  | 0.0000% | $96900.00          | $11685.98          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-12-01      | 3.5000%  | 0.0000% | $99600.00          | $16899.09          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $943.14            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $937.94            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $916.59            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $897.07            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-08-01      | 3.0000%  | 0.0000% | $1000.00           | $158.24            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-09-01      | 3.0000%  | 0.0000% | $542800.00         | $94344.10          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-05-01      | 4.0000%  | 0.0000% | $1894000.00        | $172122.07         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-07-01      | 3.5000%  | 0.0000% | $77400.00          | $10085.32          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-01-01      | 4.0000%  | 0.0000% | $100000.00         | $14034.25          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $74.59             | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-11-01      | 3.5000%  | 0.0000% | $549900.00         | $125461.17         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-07-01      | 3.0000%  | 0.0000% | $93900.00          | $20859.21          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-03-01      | 3.5000%  | 0.0000% | $2024300.00        | $816720.34         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-01-01      | 3.5000%  | 0.0000% | $1350000.00        | $289896.56         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-02-01      | 4.5000%  | 0.0000% | $1199800.00        | $179343.98         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-02-01      | 4.0000%  | 0.0000% | $598700.00         | $43247.65          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-02-01      | 3.0000%  | 0.0000% | $130400.00         | $13724.98          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-04-01      | 3.5000%  | 0.0000% | $1498200.00        | $454997.95         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-04-01      | 4.0000%  | 0.0000% | $397300.00         | $81137.70          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-06-01      | 6.2330%  | 0.0000% | $429000.00         | $22695.61          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-07-01      | 4.0000%  | 0.0000% | $89500.00          | $14565.58          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-08-01      | 3.0000%  | 0.0000% | $1000.00           | $191.10            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-10-01      | 3.5250%  | 0.0000% | $598300.00         | $168667.77         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-03-01      | 4.5000%  | 0.0000% | $391100.00         | $75550.45          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-09-01      | 7.3250%  | 0.0000% | $431000.00         | $15590.72          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-10-01      | 3.5000%  | 0.0000% | $400000.00         | $46180.25          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-08-01      | 3.0000%  | 0.0000% | $1999900.00        | $163534.93         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-10-01      | 4.0000%  | 0.0000% | $1850000.00        | $165267.84         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-11-01      | 5.8600%  | 0.0000% | $483300.00         | $63094.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-09-01      | 4.5000%  | 0.0000% | $1024.00           | $7.32              | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $817.29            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $998.28            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-03-01      | 5.0000%  | 0.0000% | $1096200.00        | $1057972.62        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-04-01      | 5.0000%  | 0.0000% | $1024500.00        | $772769.20         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $937.21            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $959.09            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $943.28            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $900.15            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $7500.00           | $6836.47           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $943.54            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $942.84            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $944.12            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $873.16            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $29599900.00       | $28995485.67       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $946.07            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $945.42            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $979.52            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-09-01      | 7.0000%  | 0.0000% | $6736.00           | $6462.16           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1521000.00        | $1404501.90        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1206300.00        | $1185381.23        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $831.36            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $947.97            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $831.73            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $968.68            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $943.06            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $951.14            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $2898.00           | $2804.69           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $930.99            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.76           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-10-01      | 5.5000%  | 0.0000% | $394300.00         | $259437.17         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $935.26            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.29            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $941.64            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $940.50            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $943.09            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $942.23            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $942.32            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $942.75            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.33            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $941.36            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $942.82            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $947.37            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $936.82            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $941.20            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $936.64            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $898.01            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $936.13            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $949.14            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 4.5000%  | 0.0000% | $1008.00           | $958.13            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $873.59            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $881.55            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $944.96            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $951.27            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $943.97            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $944.58            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $952.02            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $943.85            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $945.78            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $942.36            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.70           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.67           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $913.53            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $945.50            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $821.47            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $950.55            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $994.16            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $845.71            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1252900.00        | $1247851.71        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.76            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $944.81            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $942.33            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $945.48            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $951.72            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $952.92            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.75           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.77           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-12-01      | 6.0000%  | 0.0000% | $3309.00           | $3248.18           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $945.48            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $953.99            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $58818.00          | $57097.46          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $977.27            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.33           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $772.18            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $944.99            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $869.83            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $944.86            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.73           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.48           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $947.18            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1080.00           | $1020.99           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.70           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.39           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $947.64            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $926.67            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $979.72            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $946.12            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.73           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $950.04            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $498000.00         | $484682.03         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $947.59            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $931.11            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 4.5000%  | 0.0000% | $1194.00           | $1135.05           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $955.72            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.51           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.73           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.98           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1899.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1006.76           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.64            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.00           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.13           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.25           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $5000.00           | $5033.03           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.51           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.30           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $951.84            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.66           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.19           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.07           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $983.91            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $4002.00           | $4050.58           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $4027.00           | $4248.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.06           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.67           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.59           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.16           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.92           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.58           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.15           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.90           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.07           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.68           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.09           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.50           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.02           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.59           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.89            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $9874.00           | $9683.07           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.42           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $1230900.00        | $1204963.30        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $988400.00         | $968306.80         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.02           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.82           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.78           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $7273.00           | $7143.63           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $1721.00           | $1690.56           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.52           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.29           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.95           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.81           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.32           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.51           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.69           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.46           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.51           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.94           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.53           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.67           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $952.92            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.97           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.48           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.36           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.23           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.05           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.05           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.20           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.54           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.66           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.99           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.61           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.22           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.28           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $957.38            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.34           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $983.18            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.66            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.12            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.76           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.53           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.85           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-12-01      | 3.0000%  | 0.0000% | $1774400.00        | $155444.99         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $231.77            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $398.34            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2031-12-01      | 3.0000%  | 0.0000% | $569800.00         | $76654.20          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-08-01      | 3.0000%  | 0.0000% | $1300000.00        | $368404.25         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-07-01      | 3.5000%  | 0.0000% | $1715000.00        | $273565.33         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-12-01      | 4.5000%  | 0.0000% | $1162900.00        | $201358.54         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-06-01      | 4.0000%  | 0.0000% | $3004.00           | $335.21            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-05-01      | 3.5000%  | 0.0000% | $88700.00          | $18851.88          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 4.5000%  | 0.0000% | $1750000.00        | $197569.88         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2057-03-01      | 3.5000%  | 0.0000% | $400000.00         | $124659.64         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2058-01-01      | 5.5000%  | 0.0000% | $614800.00         | $251589.05         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-06-01      | 4.5000%  | 0.0000% | $1958600.00        | $572056.84         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2058-05-01      | 6.0000%  | 0.0000% | $44300.00          | $17241.92          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-07-01      | 4.5000%  | 0.0000% | $123700.00         | $49754.14          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2059-01-01      | 5.0000%  | 0.0000% | $450000.00         | $172838.08         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2061-09-01      | 2.5000%  | 0.0000% | $1297800.00        | $766462.92         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2061-09-01      | 3.0000%  | 0.0000% | $79500.00          | $51119.20          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-04-01      | 3.5000%  | 0.0000% | $420000.00         | $139323.45         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-11-01      | 3.5000%  | 0.0000% | $99800.00          | $34204.64          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-09-01      | 3.5000%  | 0.0000% | $68500.00          | $12434.54          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $57500.00          | $14152.05          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 4.0000%  | 0.0000% | $1272800.00        | $106110.68         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-08-01      | 4.0000%  | 0.0000% | $141900.00         | $32185.14          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $670000.00         | $129429.19         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-04-01      | 3.5000%  | 0.0000% | $380200.00         | $82677.39          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-06-01      | 4.5000%  | 0.0000% | $580000.00         | $85635.01          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-09-01      | 3.5000%  | 0.0000% | $1461600.00        | $506796.97         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-11-01      | 4.5000%  | 0.0000% | $366000.00         | $70243.47          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-02-01      | 3.5000%  | 0.0000% | $128300.00         | $26789.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-04-01      | 6.8650%  | 0.0000% | $2018000.00        | $401096.88         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-05-01      | 6.8140%  | 0.0000% | $598800.00         | $46098.87          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-09-01      | 6.6780%  | 0.0000% | $435100.00         | $81298.85          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 4.5000%  | 0.0000% | $1960000.00        | $456043.75         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2033-11-01      | 3.0000%  | 0.0000% | $387300.00         | $82610.97          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-02-01      | 6.7160%  | 0.0000% | $630000.00         | $148916.73         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-11-01      | 6.3890%  | 0.0000% | $91100.00          | $12062.46          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $370800.00         | $68387.20          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-05-01      | 4.5000%  | 0.0000% | $82500.00          | $14501.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2045-09-01      | 6.5150%  | 0.0000% | $1430000.00        | $187299.98         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-12-01      | 6.6300%  | 0.0000% | $349000.00         | $66172.31          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-02-01      | 6.4360%  | 0.0000% | $94700.00          | $14905.62          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-04-01      | 6.4500%  | 0.0000% | $73500.00          | $10713.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-04-01      | 6.6390%  | 0.0000% | $1417000.00        | $319005.48         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $125700.00         | $11030.00          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-02-01      | 5.5000%  | 0.0000% | $2018900.00        | $198945.43         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $666200.00         | $21875.86          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-08-01      | 5.5000%  | 0.0000% | $66500.00          | $34246.84          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $92800.00          | $23809.40          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-05-01      | 4.0000%  | 0.0000% | $1250721.00        | $194274.25         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-08-01      | 2.0000%  | 0.0000% | $500000.00         | $258354.34         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-07-01      | 4.0000%  | 0.0000% | $1254300.00        | $641483.85         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $303.47            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-11-01      | 2.5000%  | 0.0000% | $96100.00          | $54389.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 3.5000%  | 0.0000% | $1306600.00        | $448226.18         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 4.0000%  | 0.0000% | $117700.00         | $72139.25          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 3.5000%  | 0.0000% | $1217800.00        | $1020128.00        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 3.0000%  | 0.0000% | $1186800.00        | $182143.12         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $584700.00         | $369518.44         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 1.5000%  | 0.0000% | $79200.00          | $49520.90          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $63498.92          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $14376.00          | $12908.46          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $892.68            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $905.90            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $940.14            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $913.61            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $946.11            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $944.12            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $925.26            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $910.80            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $946.37            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $946.89            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.95           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.07           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $60000.00          | $37368.03          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $646100.00         | $486294.06         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $755.08            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $779.05            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $150000.00         | $109415.79         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4757.81           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1547.97           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1884.62           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-08-01      | 3.0000%  | 0.0000% | $134100.00         | $105543.04         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-02-01      | 5.0000%  | 0.0000% | $1376655.00        | $806358.76         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $100000.00         | $77217.32          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $396600.00         | $316914.37         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $909.28            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $927.61            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-07-01      | 4.0000%  | 0.0000% | $35000.00          | $11031.04          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $1579500.00        | $246488.68         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $89900.00          | $16294.92          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-10-01      | 4.5000%  | 0.0000% | $70000.00          | $10480.36          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-08-01      | 4.5000%  | 0.0000% | $1720400.00        | $232165.79         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-02-01      | 3.0000%  | 0.0000% | $359900.00         | $173122.52         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $215.11            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-01-01      | 4.5000%  | 0.0000% | $319200.00         | $21232.24          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $981.17            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $1216100.00        | $179910.01         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-08-01      | 2.5000%  | 0.0000% | $143800.00         | $70281.96          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-08-01      | 2.5000%  | 0.0000% | $45500.00          | $22808.00          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-10-01      | 2.0000%  | 0.0000% | $60700.00          | $17042.18          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-11-01      | 2.0000%  | 0.0000% | $8090.00           | $4915.28           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $574.05            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $540.38            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 2.5000%  | 0.0000% | $88300.00          | $48864.92          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $587.74            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-02-01      | 2.5000%  | 0.0000% | $46562.00          | $29777.76          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $74900.00          | $53854.28          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-04-01      | 2.0000%  | 0.0000% | $1000.00           | $628.91            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $128100.00         | $73488.62          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $49564.00          | $30721.19          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $5400.00           | $3181.74           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 2.5000%  | 0.0000% | $612400.00         | $376308.08         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $71800.00          | $44884.82          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 2.0000%  | 0.0000% | $110000.00         | $67089.16          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $10000.00          | $6079.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $95000.00          | $57230.91          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $480000.00         | $275554.23         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $30300.00          | $18830.64          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $100000.00         | $62317.49          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $6700.00           | $4462.18           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1366.77           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $4678.00           | $3197.43           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $129948.00         | $78110.82          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $718.28            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $492800.00         | $348985.63         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $8000.00           | $5785.62           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $725.91            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $628.92            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $2200.00           | $1351.74           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $379300.00         | $237977.66         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $62741.27          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $16000.00          | $9640.45           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1369.44           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $818.71            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $730.82            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1509.05           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $2110.00           | $1561.83           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $731.40            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 4.0000%  | 0.0000% | $7000.00           | $5524.09           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $79200.00          | $62097.18          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3965.58           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-05-01      | 1.5000%  | 0.0000% | $54082.00          | $37759.33          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $2991.00           | $2535.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-10-01      | 4.5000%  | 0.0000% | $566200.00         | $405110.52         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-10-01      | 2.5000%  | 0.0000% | $65200.00          | $46526.40          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $844400.00         | $667902.99         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $34200.00          | $26963.09          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $868.43            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-06-01      | 6.5000%  | 0.0000% | $4005.00           | $3032.70           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $976.59            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $978.50            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-09-01      | 4.5000%  | 0.0000% | $7346.00           | $6874.13           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $9440.00           | $9454.89           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $1534600.00        | $1499619.89        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $13460.00          | $12449.41          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $1016.00           | $960.93            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $38712400.00       | $38357116.51       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2808.33           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $1560.00           | $1213.26           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $7632500.00        | $7057758.80        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-07-01      | 4.5000%  | 0.0000% | $1400000.00        | $217254.99         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 3.0000%  | 0.0000% | $1992100.00        | $680762.14         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-08-01      | 4.0000%  | 0.0000% | $1439200.00        | $298860.65         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-04-01      | 2.5000%  | 0.0000% | $73900.00          | $17720.02          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $1958800.00        | $733496.69         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $1221500.00        | $357871.92         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-05-01      | 3.5000%  | 0.0000% | $113000.00         | $20825.63          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $71500.00          | $26599.20          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-03-01      | 4.0000%  | 0.0000% | $1894000.00        | $291153.27         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-03-01      | 5.0000%  | 0.0000% | $500000.00         | $88247.33          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $152057.00         | $81858.90          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $113200.00         | $33170.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $146500.00         | $43649.12          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-09-01      | 3.0000%  | 0.0000% | $79900.00          | $35765.36          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1726.99           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $524.81            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $617.21            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $953.11            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $125700.00         | $62084.95          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $371300.00         | $172464.35         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-04-01      | 2.0000%  | 0.0000% | $75400.00          | $45590.83          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $15074.00          | $9935.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $500000.00         | $308107.00         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-09-01      | 3.5000%  | 0.0000% | $362800.00         | $180274.97         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $66800.00          | $38031.78          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $399900.00         | $247586.98         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $330000.00         | $207131.78         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $59248.36          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $61161.02          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $43200.00          | $26566.64          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $50000.00          | $31930.31          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $86300.00          | $48696.52          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $56427.02          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $686.58            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $298200.00         | $196678.18         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $591.93            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $84200.00          | $53146.79          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $101100.00         | $64386.10          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $561100.00         | $344055.63         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-03-01      | 2.0000%  | 0.0000% | $5000.00           | $3370.20           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $93800.00          | $57766.29          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $100000.00         | $62024.36          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $644.42            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $72800.00          | $44812.32          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $72300.00          | $45959.77          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $325000.00         | $212613.36         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $366700.00         | $266466.69         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1413.41           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $145760.00         | $112041.98         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $4000.00           | $2560.68           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $3300.00           | $2363.44           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $3001.00           | $2449.86           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-02-01      | 2.5000%  | 0.0000% | $47800.00          | $33719.57          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $771.52            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $2100.00           | $1704.76           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $808.52            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-09-01      | 3.0000%  | 0.0000% | $477500.00         | $328951.16         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-12-01      | 5.0000%  | 0.0000% | $99000.00          | $70871.82          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-05-01      | 4.5000%  | 0.0000% | $55000.00          | $42895.73          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-08-01      | 2.0000%  | 0.0000% | $1000.00           | $708.50            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1444.52           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-05-01      | 3.5000%  | 0.0000% | $81600.00          | $51149.68          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-05-01      | 2.5000%  | 0.0000% | $33800.00          | $24482.32          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $545800.00         | $424026.89         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $853.29            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-09-01      | 5.0000%  | 0.0000% | $48100.00          | $39039.35          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1617.69           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $110000.00         | $78063.99          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $10818.00          | $9473.06           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $835.28            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 5.0000%  | 0.0000% | $40629888.00       | $39659242.06       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-05-01      | 5.0000%  | 0.0000% | $4291230.00        | $4180736.80        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $29498.00          | $29339.34          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $859.09            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1010.23           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $1014.49           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2032-08-01      | 3.0000%  | 0.0000% | $1460000.00        | $238571.29         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-07-01      | 4.5000%  | 0.0000% | $350000.00         | $15502.54          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $596200.00         | $17062.12          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-06-01      | 4.5000%  | 0.0000% | $350000.00         | $16004.60          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.54            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-02-01      | 2.5000%  | 0.0000% | $1400000.00        | $64863.22          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-03-01      | 2.0000%  | 0.0000% | $1900000.00        | $91104.08          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-06-01      | 2.0000%  | 0.0000% | $488400.00         | $29913.57          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-11-01      | 5.5000%  | 0.0000% | $486700.00         | $23394.17          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $2000000.00        | $90513.54          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-08-01      | 3.5000%  | 0.0000% | $91500.00          | $11109.38          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-04-01      | 3.5000%  | 0.0000% | $1140000.00        | $161813.17         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-07-01      | 2.0000%  | 0.0000% | $1225000.00        | $76902.29          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2030-11-01      | 3.5000%  | 0.0000% | $1274400.00        | $114530.94         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $450000.00         | $34521.00          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-01-01      | 4.0000%  | 0.0000% | $384000.00         | $26749.67          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-07-01      | 3.0000%  | 0.0000% | $539800.00         | $119182.71         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $21949.00          | $3546.17           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-12-01      | 4.5000%  | 0.0000% | $1529500.00        | $127559.49         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-06-01      | 3.5000%  | 0.0000% | $479195.00         | $51260.14          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-06-01      | 3.5000%  | 0.0000% | $486900.00         | $70485.06          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2047-10-01      | 3.5000%  | 0.0000% | $605100.00         | $34425.02          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $1793000.00        | $248994.11         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-01-01      | 4.0000%  | 0.0000% | $1520000.00        | $195874.57         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2028-06-01      | 4.0000%  | 0.0000% | $375800.00         | $32270.97          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-08-01      | 5.0000%  | 0.0000% | $296000.00         | $27164.81          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $484300.00         | $37877.46          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-07-01      | 2.0000%  | 0.0000% | $49000.00          | $29614.26          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-01      | 2.0000%  | 0.0000% | $96800.00          | $58842.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-08-01      | 2.5000%  | 0.0000% | $1000.00           | $558.55            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $4643.00           | $2478.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $607.42            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-05-01      | 3.5000%  | 0.0000% | $534500.00         | $44372.48          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2034-08-01      | 3.0000%  | 0.0000% | $1192000.00        | $121195.86         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2029-07-01      | 4.0000%  | 0.0000% | $110200.00         | $25015.61          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-11-01      | 2.5000%  | 0.0000% | $2026100.00        | $407799.26         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2049-12-01      | 4.0000%  | 0.0000% | $178200.00         | $29999.61          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-01-01      | 2.5000%  | 0.0000% | $480500.00         | $108501.42         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-01-01      | 4.5000%  | 0.0000% | $351100.00         | $39026.05          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-05-01      | 4.5000%  | 0.0000% | $655000.00         | $121351.21         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $347100.00         | $139860.36         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-12-01      | 2.0000%  | 0.0000% | $96600.00          | $42626.36          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-01-01      | 1.5000%  | 0.0000% | $81000.00          | $45014.42          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $95000.00          | $53121.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2041-03-01      | 2.5000%  | 0.0000% | $70900.00          | $33084.45          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-06-01      | 2.0000%  | 0.0000% | $500900.00         | $298494.79         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-03-01      | 4.5000%  | 0.0000% | $1754.00           | $1373.61           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2044-05-01      | 6.5000%  | 0.0000% | $651800.00         | $378732.89         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2042-04-01      | 3.0000%  | 0.0000% | $1000.00           | $663.27            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $74800.00          | $56971.51          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2037-07-01      | 4.0000%  | 0.0000% | $1000.00           | $591.51            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $776.64            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $87800.00          | $63145.85          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $813.72            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $32000.00          | $26514.83          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $600000.00         | $472494.39         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2038-04-01      | 2.5000%  | 0.0000% | $1000.00           | $800.37            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2043-07-01      | 6.5000%  | 0.0000% | $607300.00         | $445337.27         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2053-12-01      | 7.5000%  | 0.0000% | $366600.00         | $193634.08         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2039-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1529.46           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2781.68           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $1118.00           | $1047.43           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $901.81            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $2367.00           | $2199.64           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-04-01      | 5.5000%  | 0.0000% | $2192600.00        | $2044905.47        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.08            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.55           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-06-01      | 4.5000%  | 0.0000% | $1656600.00        | $1620368.21        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-07-01      | 5.5000%  | 0.0000% | $7076.00           | $7261.97           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $977.19            | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.07           | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2035-12-01      | 6.5000%  | 0.0000% | $541300.00         | $16141.61          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2040-08-01      | 4.5000%  | 0.0000% | $1999.00           | $50.98             | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1886.04           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $4037.00           | $3692.01           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $4003.00           | $3781.19           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1868.65           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $2092.00           | $1938.39           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $4003.00           | $3749.12           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $3005.00           | $2836.81           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $5053.00           | $4609.34           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2834.43           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $3001.00           | $2833.97           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $4002.00           | $3782.87           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2830.05           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2838.14           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 4.5000%  | 0.0000% | $2007.00           | $1900.89           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 5.0000%  | 0.0000% | $58500.00          | $57262.08          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $2016.00           | $1860.35           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $7835300.00        | $7675487.61        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $2001.00           | $2052.85           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1875.26           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $2006.00           | $1899.57           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $4000.00           | $4076.73           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2001.60           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 4.5000%  | 0.0000% | $3002.00           | $2847.24           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2816.40           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2849.19           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $352800.00         | $347065.18         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.20           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 4.5000%  | 0.0000% | $3002.00           | $2853.36           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $861.28            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1901.64           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1999.00           | $2096.15           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $846.59            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $3014.01           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2076.30           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $2100.00           | $2138.87           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.90           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $2020.00           | $2085.76           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.92           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1051.00           | $1082.96           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2855.09           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $18000.00          | $17673.64          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3036.38           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $4035.00           | $3944.97           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2048.20           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.53           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $2001.00           | $1964.02           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 4.5000%  | 0.0000% | $9002.00           | $8578.19           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 5.0000%  | 0.0000% | $1053900.00        | $1036544.02        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 5.0000%  | 0.0000% | $1144400.00        | $1124385.21        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2050-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.43            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.79           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.83           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2272.00           | $2280.05           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $981.28            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2005.97           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.58           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3007.33           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $4121.00           | $3879.30           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $988.45            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1926.39           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $49866234.00       | $48803824.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $2048.00           | $2034.53           | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $933.76            | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-01      | 6.0000%  | 0.0000% | $13979900.00       | $13526486.88       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $897400.00         | $895880.87         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-05-15      | 3.7500%  | 0.0000% | $325000.00         | $44195.50          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2027-01-15      | 3.5000%  | 0.0000% | $650000.00         | $10098.67          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-06-15      | 3.7500%  | 0.0000% | $360500.00         | $36461.75          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-09-15      | 3.0000%  | 0.0000% | $156600.00         | $91409.53          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-09-15      | 3.7500%  | 0.0000% | $622700.00         | $116075.89         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-04-15      | 3.5000%  | 0.0000% | $144000.00         | $34455.88          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-02-15      | 3.1000%  | 0.0000% | $57700.00          | $35464.99          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2038-12-20      | 6.5000%  | 0.0000% | $432900.00         | $15266.04          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-02-20      | 3.0000%  | 0.0000% | $935300.00         | $154082.15         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-04-20      | 4.0000%  | 0.0000% | $1368836.00        | $73593.22          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2027-08-20      | 2.5000%  | 0.0000% | $600000.00         | $12764.17          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-09-20      | 3.0000%  | 0.0000% | $101600.00         | $10682.09          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-10-20      | 4.0000%  | 0.0000% | $325000.00         | $18247.06          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-11-20      | 5.0000%  | 0.0000% | $449200.00         | $18352.04          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-03-20      | 4.0000%  | 0.0000% | $413400.00         | $41095.01          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2029-04-20      | 6.0000%  | 0.0000% | $576100.00         | $122129.60         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-04-20      | 3.0000%  | 0.0000% | $1839600.00        | $189143.77         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-04-20      | 3.5000%  | 0.0000% | $538465.00         | $40044.65          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-11-20      | 2.5000%  | 0.0000% | $56600.00          | $10387.10          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-12-20      | 3.5000%  | 0.0000% | $386650.00         | $40348.84          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-01-20      | 3.0000%  | 0.0000% | $1410500.00        | $160903.91         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-01-20      | 4.0000%  | 0.0000% | $380900.00         | $32270.47          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-01-20      | 5.0000%  | 0.0000% | $477200.00         | $43225.56          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2029-10-20      | 3.5000%  | 0.0000% | $479200.00         | $38576.40          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-02-20      | 3.0000%  | 0.0000% | $117389.00         | $14502.60          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-02-20      | 3.5000%  | 0.0000% | $1855912.00        | $184550.62         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-05-20      | 4.0000%  | 0.0000% | $371000.00         | $34055.93          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-05-20      | 3.0000%  | 0.0000% | $1648196.00        | $185381.76         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-07-20      | 4.0000%  | 0.0000% | $1188900.00        | $118366.47         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2032-01-20      | 3.5000%  | 0.0000% | $123800.00         | $12134.19          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2029-06-20      | 7.0000%  | 0.0000% | $109500.00         | $24676.16          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-01-20      | 4.0000%  | 0.0000% | $1709200.00        | $178506.61         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-01-20      | 5.0000%  | 0.0000% | $484000.00         | $52884.97          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2032-02-20      | 3.5000%  | 0.0000% | $1411400.00        | $138373.03         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2029-03-20      | 6.5000%  | 0.0000% | $66900.00          | $11028.69          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2027-03-20      | 7.0000%  | 0.0000% | $578800.00         | $34037.33          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2038-11-20      | 6.0000%  | 0.0000% | $72300.00          | $11635.17          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-06-20      | 3.5000%  | 0.0000% | $1873400.00        | $230481.18         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-08-20      | 5.0000%  | 0.0000% | $1417500.00        | $98541.28          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-06-20      | 4.5000%  | 0.0000% | $462000.00         | $40898.46          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2032-09-20      | 3.0000%  | 0.0000% | $449600.00         | $36937.70          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-09-20      | 4.5000%  | 0.0000% | $660300.00         | $53255.91          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-11-20      | 5.0000%  | 0.0000% | $1709900.00        | $195587.80         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-12-20      | 4.0000%  | 0.0000% | $1350600.00        | $138701.52         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-01-20      | 4.5000%  | 0.0000% | $544400.00         | $47886.91          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-03-20      | 5.0000%  | 0.0000% | $508400.00         | $40162.89          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-06-20      | 5.0000%  | 0.0000% | $146200.00         | $11234.25          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2034-10-20      | 4.0000%  | 0.0000% | $118000.00         | $25320.07          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-09-20      | 5.5000%  | 0.0000% | $133800.00         | $17318.94          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-11-20      | 3.5000%  | 0.0000% | $655700.00         | $52173.40          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-09-20      | 5.0000%  | 0.0000% | $1441400.00        | $112012.17         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-12-20      | 3.5000%  | 0.0000% | $1216000.00        | $147067.32         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-01-20      | 4.0000%  | 0.0000% | $441400.00         | $17712.34          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-01-20      | 5.0000%  | 0.0000% | $549200.00         | $17782.05          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-08-20      | 3.0000%  | 0.0000% | $399616.00         | $57383.57          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-01-20      | 3.0000%  | 0.0000% | $367000.00         | $136573.79         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-12-20      | 4.0000%  | 0.0000% | $96900.00          | $10278.76          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-03-20      | 4.5000%  | 0.0000% | $1402500.00        | $188997.93         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-04-20      | 3.0000%  | 0.0000% | $421210.00         | $90680.23          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-12-20      | 2.5000%  | 0.0000% | $118700.00         | $49365.51          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-11-20      | 4.5000%  | 0.0000% | $1529200.00        | $396554.29         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-03-20      | 4.0000%  | 0.0000% | $98200.00          | $67927.31          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-05-20      | 3.5000%  | 0.0000% | $2223800.00        | $1596716.67        | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-05-20      | 4.5000%  | 0.0000% | $103300.00         | $72873.61          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-05-20      | 2.5000%  | 0.0000% | $80000.00          | $51589.99          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-02-20      | 4.0000%  | 0.0000% | $1786700.00        | $579159.53         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-04-20      | 3.0000%  | 0.0000% | $553700.00         | $250733.46         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-04-20      | 4.5000%  | 0.0000% | $37400.00          | $13834.62          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-02-20      | 5.0000%  | 0.0000% | $118000.00         | $51445.38          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-03-20      | 3.0000%  | 0.0000% | $137414.00         | $90072.56          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2053-01-20      | 7.5000%  | 0.0000% | $148400.00         | $55985.41          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2044-10-20      | 1.5000%  | 0.0000% | $177100.00         | $125698.62         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2053-03-20      | 4.5000%  | 0.0000% | $67100.00          | $54057.06          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2053-05-20      | 3.0000%  | 0.0000% | $109200.00         | $77286.86          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2053-07-20      | 2.0000%  | 0.0000% | $32000.00          | $23746.82          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2054-02-20      | 4.0000%  | 0.0000% | $49272300.00       | $43658175.56       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-05-15      | 4.5000%  | 0.0000% | $1186100.00        | $163103.63         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-07-15      | 5.0000%  | 0.0000% | $412000.00         | $92040.76          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-07-15      | 5.0000%  | 0.0000% | $663600.00         | $29435.12          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-08-15      | 4.5000%  | 0.0000% | $1205600.00        | $144612.14         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-09-15      | 4.0000%  | 0.0000% | $58000.00          | $21293.49          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-09-15      | 3.0000%  | 0.0000% | $77200.00          | $32606.29          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-11-15      | 3.5000%  | 0.0000% | $1516400.00        | $197483.92         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-11-15      | 5.0000%  | 0.0000% | $1249000.00        | $131552.09         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-01-15      | 4.0000%  | 0.0000% | $140100.00         | $61063.37          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-01-15      | 4.5000%  | 0.0000% | $350200.00         | $175506.47         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-09-15      | 4.0000%  | 0.0000% | $480000.00         | $113205.04         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2062-05-20      | 3.0000%  | 0.0000% | $671600.00         | $553144.59         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2062-07-20      | 2.5000%  | 0.0000% | $540300.00         | $220406.71         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2062-02-20      | 2.5000%  | 0.0000% | $123600.00         | $95179.43          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-07-15      | 5.0000%  | 0.0000% | $1213200.00        | $216650.14         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-11-20      | 5.0000%  | 0.0000% | $1693000.00        | $212571.75         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-12-20      | 5.0000%  | 0.0000% | $1573500.00        | $92738.90          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-02-15      | 4.5000%  | 0.0000% | $569200.00         | $23151.35          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-04-20      | 4.5000%  | 0.0000% | $629100.00         | $114852.10         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2049-06-15      | 4.0000%  | 0.0000% | $130900.00         | $11389.21          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-02-20      | 4.5000%  | 0.0000% | $1676200.00        | $629108.23         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-05-20      | 4.0000%  | 0.0000% | $372900.00         | $238462.59         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-03-20      | 3.0000%  | 0.0000% | $67900.00          | $13764.00          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-12-20      | 2.5000%  | 0.0000% | $99000.00          | $57794.43          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-03-20      | 4.5000%  | 0.0000% | $1950500.00        | $633476.31         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-03-20      | 3.0000%  | 0.0000% | $1846800.00        | $223313.75         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-10-20      | 3.0000%  | 0.0000% | $635200.00         | $373404.56         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-01-20      | 3.5000%  | 0.0000% | $72100.00          | $43614.12          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2044-08-20      | 4.0000%  | 0.0000% | $1246400.00        | $298861.49         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-05-20      | 2.5000%  | 0.0000% | $94000.00          | $48386.35          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2048-04-20      | 4.0000%  | 0.0000% | $1173300.00        | $630463.73         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-01-20      | 4.0000%  | 0.0000% | $1570100.00        | $738169.78         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-06-20      | 4.5000%  | 0.0000% | $1964100.00        | $901521.36         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-09-20      | 4.0000%  | 0.0000% | $1429800.00        | $581858.10         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-03-20      | 3.0000%  | 0.0000% | $591800.00         | $420594.64         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-12-20      | 2.5000%  | 0.0000% | $77900.00          | $54236.80          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-12-20      | 2.5000%  | 0.0000% | $33800.00          | $21357.95          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-03-15      | 4.5000%  | 0.0000% | $631500.00         | $484588.31         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-05-20      | 2.5000%  | 0.0000% | $45900.00          | $18078.63          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-03-15      | 3.0000%  | 0.0000% | $1880000.00        | $381469.99         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-04-15      | 3.0000%  | 0.0000% | $453696.00         | $29806.23          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-10-20      | 3.5000%  | 0.0000% | $657500.00         | $259253.15         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-11-15      | 4.0000%  | 0.0000% | $113500.00         | $11570.08          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-09-20      | 3.5000%  | 0.0000% | $378000.00         | $73261.92          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2062-08-20      | 2.5000%  | 0.0000% | $367200.00         | $168079.76         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2054-11-20      | 5.0000%  | 0.0000% | $1343600.00        | $694108.23         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2064-10-20      | 6.0000%  | 0.0000% | $1739424.00        | $481093.95         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-04-20      | 5.5000%  | 0.0000% | $16348200.00       | $16288933.13       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-04-20      | 5.5000%  | 0.0000% | $90147900.00       | $89594883.62       | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2055-07-20      | 3.0000%  | 0.0000% | $434400.00         | $381453.59         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-01-20      | 3.5000%  | 0.0000% | $1356800.00        | $454846.51         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-06-15      | 4.0000%  | 0.0000% | $7600.00           | $927.76            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-07-15      | 4.5000%  | 0.0000% | $1245500.00        | $251211.03         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-01-15      | 4.5000%  | 0.0000% | $1507000.00        | $81131.40          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-12-15      | 2.5000%  | 0.0000% | $387500.00         | $177815.89         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-12-15      | 2.5000%  | 0.0000% | $71700.00          | $37447.48          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-04-15      | 4.5000%  | 0.0000% | $334900.00         | $60057.79          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-04-15      | 4.5000%  | 0.0000% | $2400.00           | $787.10            | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2038-02-20      | 7.0000%  | 0.0000% | $350300.00         | $50541.65          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-01-20      | 4.0000%  | 0.0000% | $428400.00         | $21977.32          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-06-20      | 4.5000%  | 0.0000% | $1183270.00        | $48864.37          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-06-20      | 5.0000%  | 0.0000% | $1364900.00        | $49879.82          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2042-01-15      | 3.5000%  | 0.0000% | $1894900.00        | $121996.74         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2041-11-15      | 4.5000%  | 0.0000% | $1229986.00        | $52710.23          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2044-12-20      | 3.5000%  | 0.0000% | $30000.00          | $12278.00          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2045-12-20      | 3.0000%  | 0.0000% | $87700.00          | $10050.40          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-02-20      | 3.0000%  | 0.0000% | $349400.00         | $43253.41          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2044-03-15      | 5.0000%  | 0.0000% | $2000000.00        | $281419.49         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-12-15      | 4.0000%  | 0.0000% | $125000.00         | $16988.39          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-04-20      | 3.0000%  | 0.0000% | $97100.00          | $50139.02          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-09-20      | 3.0000%  | 0.0000% | $80000.00          | $27279.94          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2046-12-15      | 2.5000%  | 0.0000% | $605100.00         | $208872.75         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2047-06-20      | 3.5000%  | 0.0000% | $49900.00          | $10447.76          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2050-12-20      | 2.0000%  | 0.0000% | $99000.00          | $50008.22          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-01-20      | 2.5000%  | 0.0000% | $88000.00          | $42154.51          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-10-20      | 2.5000%  | 0.0000% | $400000.00         | $232131.17         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-12-20      | 2.5000%  | 0.0000% | $63500.00          | $39495.96          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2051-12-20      | 2.5000%  | 0.0000% | $400000.00         | $244827.28         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2052-03-20      | 3.0000%  | 0.0000% | $99000.00          | $62817.80          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2053-07-20      | 5.5000%  | 0.0000% | $89800.00          | $76870.07          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2040-11-15      | 4.7000%  | 0.0000% | $627400.00         | $188766.27         | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2033-12-15      | 6.0000%  | 0.0000% | $2000000.00        | $68538.25          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2035-04-15      | 5.8600%  | 0.0000% | $606600.00         | $79813.23          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2043-03-15      | 3.0000%  | 0.0000% | $145000.00         | $51476.57          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2030-10-15      | 4.5000%  | 0.0000% | $118900.00         | $19769.27          | Agency Collateralized Mortgage Obligation |
| Ginnie Mae    | 2032-10-15      | 4.5000%  | 0.0000% | $96600.00          | $26068.88          | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Prudential Investment Portfolios 2

**Date:** 2025-08-07

**By:** Robert McCormack

**Name of Signing Officer:** Robert McCormack

**Title of Signing Officer:** Assistant Treasurer