# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001145549-25-046020
**Filing Date:** 2025-7
**Character Count:** 533572
**Document Hash:** 077c55636f14440f882fe598caeec3d0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046020.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046020

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 251110016

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300LPCSNGNB6ZNN91

**EDGAR Series Identifier:** S000007425

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

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

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

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

### Service Providers
| Role                          | Details                                                 | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Allspring Funds Management, LLC                         | 801-58237         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA                   |  |
| Administrator                 | Allspring Funds Management, LLC                         |  |
| Transfer Agent                | Boston Financial Data Services, Inc.<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 31 days

- **WAL:** 68 days

- **Total Value of Portfolio Securities:** $38652595520.41

- **Amortized Cost of Portfolio Securities:** $38650248075.90

- **Cash:** $13981.61

- **Total Other Assets:** $110701973.87

- **Total Liabilities:** $158441159.85

- **Net Assets of Series:** $38602522871.53

- **Number of Shares Outstanding (Series):** 38602592247.0380

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $11342389159.85           | $19677372077.37            | 29.5700%                  | 51.3000%                   |
| 2025-06-03 | $11052343350.39           | $19690626221.65            | 28.7300%                  | 51.1900%                   |
| 2025-06-04 | $11142946785.13           | $19390891530.88            | 29.0300%                  | 50.5200%                   |
| 2025-06-05 | $11661739142.36           | $19859108688.23            | 29.9700%                  | 51.0400%                   |
| 2025-06-06 | $9835278606.55            | $19574083941.18            | 25.5800%                  | 50.9000%                   |
| 2025-06-09 | $11797998487.20           | $19912941713.09            | 30.5700%                  | 51.5900%                   |
| 2025-06-10 | $10501926445.69           | $19897109577.34            | 27.2700%                  | 51.6800%                   |
| 2025-06-11 | $10921538394.93           | $19969590497.20            | 28.2400%                  | 51.6300%                   |
| 2025-06-12 | $11263490141.26           | $19935003277.29            | 29.2400%                  | 51.7500%                   |
| 2025-06-13 | $10235206593.03           | $19961596181.33            | 26.5600%                  | 51.8000%                   |
| 2025-06-16 | $12121049356.74           | $19938667063.05            | 31.4400%                  | 51.7100%                   |
| 2025-06-17 | $11552939959.28           | $20037009066.63            | 29.8900%                  | 51.8400%                   |
| 2025-06-18 | $11937386147.50           | $20027502715.93            | 30.8300%                  | 51.7200%                   |
| 2025-06-20 | $10447662719.52           | $19988738478.52            | 27.0000%                  | 51.6600%                   |
| 2025-06-23 | $11881035795.57           | $19750101059.20            | 30.6000%                  | 50.8600%                   |
| 2025-06-24 | $11550946993.49           | $19761642936.68            | 29.7800%                  | 50.9500%                   |
| 2025-06-25 | $11450722899.67           | $19709593225.27            | 29.5500%                  | 50.8700%                   |
| 2025-06-26 | $11413645249.07           | $19595838397.80            | 29.4000%                  | 50.4700%                   |
| 2025-06-27 | $10790593748.76           | $19760760316.54            | 27.7100%                  | 50.7500%                   |
| 2025-06-30 | $12245322270.26           | $19587296502.95            | 31.5900%                  | 50.5300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.5200%             |
| 2025-06-03 | 4.5200%             |
| 2025-06-04 | 4.5200%             |
| 2025-06-05 | 4.5100%             |
| 2025-06-06 | 4.5000%             |
| 2025-06-09 | 4.5000%             |
| 2025-06-10 | 4.5000%             |
| 2025-06-11 | 4.4900%             |
| 2025-06-12 | 4.4900%             |
| 2025-06-13 | 4.4900%             |
| 2025-06-16 | 4.4900%             |
| 2025-06-17 | 4.4900%             |
| 2025-06-18 | 4.4900%             |
| 2025-06-20 | 4.4900%             |
| 2025-06-23 | 4.4900%             |
| 2025-06-24 | 4.4900%             |
| 2025-06-25 | 4.4900%             |
| 2025-06-26 | 4.5000%             |
| 2025-06-27 | 4.5200%             |
| 2025-06-30 | 4.5200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 0.9999                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 0.9999                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 0.9999                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0001                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $406994267.38

- **Number of Shares Outstanding:** 406995204.7870

- **Expense Reimbursement/Waiver:** 20250.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1489748.02               | $205465.24              |
| 2025-06-03 | $725670.73                | $401180.34              |
| 2025-06-04 | $208662.80                | $391462.39              |
| 2025-06-05 | $253344.35                | $573401.80              |
| 2025-06-06 | $369355.82                | $243979.58              |
| 2025-06-09 | $75107.67                 | $70143.39               |
| 2025-06-10 | $189163.45                | $331879.46              |
| 2025-06-11 | $114938.01                | $123691.99              |
| 2025-06-12 | $32872.21                 | $1165783.14             |
| 2025-06-13 | $458776.26                | $470936.35              |
| 2025-06-16 | $208610.04                | $122205.73              |
| 2025-06-17 | $515633.97                | $471805.21              |
| 2025-06-18 | $2103556.81               | $484416.70              |
| 2025-06-20 | $40272.26                 | $87141.04               |
| 2025-06-23 | $516773.23                | $664678.97              |
| 2025-06-24 | $138895.86                | $808258.15              |
| 2025-06-25 | $290357.90                | $331835.65              |
| 2025-06-26 | $107791.14                | $429901.83              |
| 2025-06-27 | $194539.49                | $2074775.87             |
| 2025-06-30 | $125738.64                | $485316.73              |

**Total Gross Subscriptions (Month):** $8159808.66

**Total Gross Redemptions (Month):** $9938259.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9900%           |
| 2025-06-03 | 3.9900%           |
| 2025-06-04 | 3.9900%           |
| 2025-06-05 | 3.9800%           |
| 2025-06-06 | 3.9700%           |
| 2025-06-09 | 3.9700%           |
| 2025-06-10 | 3.9600%           |
| 2025-06-11 | 3.9600%           |
| 2025-06-12 | 3.9600%           |
| 2025-06-13 | 3.9600%           |
| 2025-06-16 | 3.9600%           |
| 2025-06-17 | 3.9600%           |
| 2025-06-18 | 3.9600%           |
| 2025-06-20 | 3.9600%           |
| 2025-06-23 | 3.9600%           |
| 2025-06-24 | 3.9600%           |
| 2025-06-25 | 3.9600%           |
| 2025-06-26 | 3.9700%           |
| 2025-06-27 | 3.9900%           |
| 2025-06-30 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 7.4700%          | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $13160204.43

- **Number of Shares Outstanding:** 13160230.3080

- **Expense Reimbursement/Waiver:** 655.08

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $45347.30                 | $773.58                 |
| 2025-06-03 | $100000.00                | $0.00                   |
| 2025-06-04 | $25000.00                 | $0.00                   |
| 2025-06-05 | $0.00                     | $121.90                 |
| 2025-06-06 | $2260.00                  | $401607.09              |
| 2025-06-09 | $0.00                     | $286.85                 |
| 2025-06-13 | $100.00                   | $0.00                   |
| 2025-06-17 | $450.00                   | $850.50                 |
| 2025-06-18 | $0.00                     | $22000.00               |
| 2025-06-20 | $0.00                     | $5731.00                |
| 2025-06-25 | $0.00                     | $1750.00                |
| 2025-06-30 | $0.00                     | $17773.00               |

**Total Gross Subscriptions (Month):** $173157.30

**Total Gross Redemptions (Month):** $450893.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0700%           |
| 2025-06-03 | 4.0700%           |
| 2025-06-04 | 4.0700%           |
| 2025-06-05 | 4.0600%           |
| 2025-06-06 | 4.0500%           |
| 2025-06-09 | 4.0500%           |
| 2025-06-10 | 4.0500%           |
| 2025-06-11 | 4.0400%           |
| 2025-06-12 | 4.0400%           |
| 2025-06-13 | 4.0400%           |
| 2025-06-16 | 4.0400%           |
| 2025-06-17 | 4.0400%           |
| 2025-06-18 | 4.0400%           |
| 2025-06-20 | 4.0500%           |
| 2025-06-23 | 4.0500%           |
| 2025-06-24 | 4.0400%           |
| 2025-06-25 | 4.0400%           |
| 2025-06-26 | 4.0500%           |
| 2025-06-27 | 4.0700%           |
| 2025-06-30 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 34.5400%         | 0.0000%              |

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $539161.23

- **Number of Shares Outstanding:** 539163.0040

- **Expense Reimbursement/Waiver:** 27.04

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $2644.85                  | $141.15                 |
| 2025-06-06 | $0.00                     | $17255.72               |
| 2025-06-25 | $0.00                     | $11288.30               |

**Total Gross Subscriptions (Month):** $2644.85

**Total Gross Redemptions (Month):** $28685.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.1900%           |
| 2025-06-03 | 3.1900%           |
| 2025-06-04 | 3.1900%           |
| 2025-06-05 | 3.1800%           |
| 2025-06-06 | 3.1700%           |
| 2025-06-09 | 3.1700%           |
| 2025-06-10 | 3.1600%           |
| 2025-06-11 | 3.1600%           |
| 2025-06-12 | 3.1600%           |
| 2025-06-13 | 3.1600%           |
| 2025-06-16 | 3.1600%           |
| 2025-06-17 | 3.1600%           |
| 2025-06-18 | 3.1600%           |
| 2025-06-20 | 3.1600%           |
| 2025-06-23 | 3.1600%           |
| 2025-06-24 | 3.1600%           |
| 2025-06-25 | 3.1600%           |
| 2025-06-26 | 3.1700%           |
| 2025-06-27 | 3.1900%           |
| 2025-06-30 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 66.1300%         | 0.0000%              |
| Retail investor |  | 19.2500%         | 0.0000%              |

### Class: Premier Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $38181829238.49

- **Number of Shares Outstanding:** 38181897648.9390

- **Expense Reimbursement/Waiver:** 3093162.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $297557531.09             | $118118384.05           |
| 2025-06-03 | $151756114.70             | $146832988.73           |
| 2025-06-04 | $147490239.01             | $130667009.99           |
| 2025-06-05 | $173140760.21             | $116310011.89           |
| 2025-06-06 | $145383003.30             | $142934234.60           |
| 2025-06-09 | $158197569.34             | $121087171.02           |
| 2025-06-10 | $119672244.01             | $117249836.00           |
| 2025-06-11 | $154160412.21             | $148988479.55           |
| 2025-06-12 | $124402599.99             | $121895069.32           |
| 2025-06-13 | $119362735.89             | $115822882.11           |
| 2025-06-16 | $134833711.76             | $122838040.99           |
| 2025-06-17 | $124009169.35             | $133311276.01           |
| 2025-06-18 | $145669930.86             | $132569686.56           |
| 2025-06-20 | $214012608.57             | $108444484.17           |
| 2025-06-23 | $157938672.47             | $125208257.63           |
| 2025-06-24 | $203540624.43             | $218120696.42           |
| 2025-06-25 | $141048470.74             | $157352301.02           |
| 2025-06-26 | $141109634.52             | $148250451.90           |
| 2025-06-27 | $160676677.59             | $158655257.39           |
| 2025-06-30 | $133113531.64             | $114688271.78           |

**Total Gross Subscriptions (Month):** $3147076241.68

**Total Gross Redemptions (Month):** $2699344791.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.3500%           |
| 2025-06-03 | 4.3500%           |
| 2025-06-04 | 4.3500%           |
| 2025-06-05 | 4.3400%           |
| 2025-06-06 | 4.3300%           |
| 2025-06-09 | 4.3300%           |
| 2025-06-10 | 4.3200%           |
| 2025-06-11 | 4.3200%           |
| 2025-06-12 | 4.3200%           |
| 2025-06-13 | 4.3200%           |
| 2025-06-16 | 4.3200%           |
| 2025-06-17 | 4.3200%           |
| 2025-06-18 | 4.3200%           |
| 2025-06-20 | 4.3200%           |
| 2025-06-23 | 4.3200%           |
| 2025-06-24 | 4.3200%           |
| 2025-06-25 | 4.3200%           |
| 2025-06-26 | 4.3300%           |
| 2025-06-27 | 4.3500%           |
| 2025-06-30 | 4.3500%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABY5, C.4 - ISIN: US0020NABY55, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $100037280.00
- **C.18.a - Value (excl. sponsor support):** $100037280.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Alaska Housing Finance Corp.

- **C.1 - Title:** Alaska Housing Finance Corp. 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 011839VW4, C.4 - ISIN: US011839VW43, C.3 - LEI: 549300HJ8NOJNYW6ER36
- **C.18 - Value (incl. sponsor support):** $73300000.00
- **C.18.a - Value (excl. sponsor support):** $73300000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2044-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: Albion Capital Corp. SA / Albion Capital LLC

- **C.1 - Title:** Albion Capital Corp. SA / Albion Capital LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329WZF1, C.4 - ISIN: US01329WZF12, C.3 - LEI: 2138007N7N1G5L17WK33
- **C.18 - Value (incl. sponsor support):** $48970300.00
- **C.18.a - Value (excl. sponsor support):** $48970300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01626FUM8, C.4 - ISIN: US01626FUM84, C.3 - LEI: 549300UPZ5VP282KEW21
- **C.18 - Value (incl. sponsor support):** $123182864.35
- **C.18.a - Value (excl. sponsor support):** $123182864.35
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01626FXG8, C.4 - ISIN: US01626FXG89, C.3 - LEI: 549300UPZ5VP282KEW21
- **C.18 - Value (incl. sponsor support):** $198364890.00
- **C.18.a - Value (excl. sponsor support):** $198364890.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Anglesea Funding PLC

- **C.1 - Title:** Anglesea Funding PLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WHW3, C.4 - ISIN: US03482WHW38, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $99996036.00
- **C.18.a - Value (excl. sponsor support):** $99996036.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Anglesea Funding PLC

- **C.1 - Title:** Anglesea Funding PLC 4.500000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WJQ4, C.4 - ISIN: US03482WJQ42, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $99999874.00
- **C.18.a - Value (excl. sponsor support):** $99999874.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Anglesea Funding PLC

- **C.1 - Title:** Anglesea Funding PLC 4.380000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WJU5, C.4 - ISIN: US03482WJU53, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $249999892.50
- **C.18.a - Value (excl. sponsor support):** $249999892.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC 4.380000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WKC3, C.4 - ISIN: US03482WKC37, C.3 - LEI: 549300HEYB95TTRIM246
- **C.18 - Value (incl. sponsor support):** $499998455.00
- **C.18.a - Value (excl. sponsor support):** $499998455.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Antalis SA

- **C.1 - Title:** Antalis SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AWW4, C.4 - ISIN: US03664AWW43, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $89048155.85
- **C.18.a - Value (excl. sponsor support):** $89048155.85
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Anton Santa Cruz LLC

- **C.1 - Title:** Anton Santa Cruz LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 037194AA5, C.4 - ISIN: US037194AA55, C.3 - LEI: 2549009WVBWIVUDT6S35
- **C.18 - Value (incl. sponsor support):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2061-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LU30, C.4 - ISIN: US03843LU302, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $149945265.00
- **C.18.a - Value (excl. sponsor support):** $149945265.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03844KDV8, C.4 - ISIN: US03844KDV89, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $250000282.50
- **C.18.a - Value (excl. sponsor support):** $250000282.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03844KFB0, C.4 - ISIN: US03844KFB08, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $250006947.50
- **C.18.a - Value (excl. sponsor support):** $250006947.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Arizona RR Ranches LLC

- **C.1 - Title:** Arizona RR Ranches LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 040911AA7, C.4 - ISIN: US040911AA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CU11, C.4 - ISIN: US04208CU116, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $99987740.00
- **C.18.a - Value (excl. sponsor support):** $99987740.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CU29, C.4 - ISIN: US04208CU298, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $69982829.00
- **C.18.a - Value (excl. sponsor support):** $69982829.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CU37, C.4 - ISIN: US04208CU371, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $89966862.00
- **C.18.a - Value (excl. sponsor support):** $89966862.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CU78, C.4 - ISIN: US04208CU785, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $89922474.00
- **C.18.a - Value (excl. sponsor support):** $89922474.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CUV5, C.4 - ISIN: US04208CUV52, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $99641240.00
- **C.18.a - Value (excl. sponsor support):** $99641240.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Armada Funding Co. LLC

- **C.1 - Title:** Armada Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04208CWH4, C.4 - ISIN: US04208CWH41, C.3 - LEI: 549300433SHS6SHCKJ54
- **C.18 - Value (incl. sponsor support):** $100012492.70
- **C.18.a - Value (excl. sponsor support):** $100012492.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TX75, C.4 - ISIN: US04821TX759, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $49395415.00
- **C.18.a - Value (excl. sponsor support):** $49395415.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TXL4, C.4 - ISIN: US04821TXL42, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $29590452.00
- **C.18.a - Value (excl. sponsor support):** $29590452.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TXM2, C.4 - ISIN: US04821TXM25, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $84675709.58
- **C.18.a - Value (excl. sponsor support):** $84675709.58
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Augustine Insurance Trust

- **C.1 - Title:** Augustine Insurance Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05149WAA8, C.4 - ISIN: US05149WAA80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24770000.00
- **C.18.a - Value (excl. sponsor support):** $24770000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2074-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Autobahn Funding Co. LLC

- **C.1 - Title:** Autobahn Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0527M0U21, C.4 - ISIN: US0527M0U213, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $99975860.00
- **C.18.a - Value (excl. sponsor support):** $99975860.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: BNP Paribas SA/New York

- **C.1 - Title:** BNP Paribas SA/New York 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DCY7, C.4 - ISIN: US05593DCY76, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $100016310.00
- **C.18.a - Value (excl. sponsor support):** $100016310.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BNP Paribas SA/New York

- **C.1 - Title:** BNP Paribas SA/New York 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DEP4, C.4 - ISIN: US05593DEP42, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $100106980.00
- **C.18.a - Value (excl. sponsor support):** $100106980.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BNP Paribas SA/New York

- **C.1 - Title:** BNP Paribas SA/New York 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DH89, C.4 - ISIN: US05593DH891, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $150084750.00
- **C.18.a - Value (excl. sponsor support):** $150084750.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REC2, C.4 - ISIN: US05973REC25, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $149967960.00
- **C.18.a - Value (excl. sponsor support):** $149967960.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFA5, C.4 - ISIN: US05973RFA59, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $150076875.00
- **C.18.a - Value (excl. sponsor support):** $150076875.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Banco Santander SA

- **C.1 - Title:** Banco Santander SA 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFF4, C.4 - ISIN: US05973RFF47, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $90104940.00
- **C.18.a - Value (excl. sponsor support):** $90104940.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVP6, C.4 - ISIN: US06051WVP66, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $149978820.00
- **C.18.a - Value (excl. sponsor support):** $149978820.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBX0, C.4 - ISIN: US06053RBX08, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $75049275.00
- **C.18.a - Value (excl. sponsor support):** $75049275.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.800000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKK0, C.4 - ISIN: US06054CKK08, C.3 - LEI: 9DJT3UXIJIZJI4WXO774
- **C.18 - Value (incl. sponsor support):** $100081200.00
- **C.18.a - Value (excl. sponsor support):** $100081200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DLP8, C.4 - ISIN: US06367DLP86, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100031660.00
- **C.18.a - Value (excl. sponsor support):** $100031660.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNK7, C.4 - ISIN: US06367DNK71, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $80028200.00
- **C.18.a - Value (excl. sponsor support):** $80028200.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DQG3, C.4 - ISIN: US06367DQG33, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150091890.00
- **C.18.a - Value (excl. sponsor support):** $150091890.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Bank of Nova Scotia/Houston

- **C.1 - Title:** Bank of Nova Scotia/Houston 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFJ6, C.4 - ISIN: US06418NFJ63, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $100051770.00
- **C.18.a - Value (excl. sponsor support):** $100051770.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Bank of Nova Scotia/Houston

- **C.1 - Title:** Bank of Nova Scotia/Houston 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGV8, C.4 - ISIN: US06418NGV82, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $149997525.00
- **C.18.a - Value (excl. sponsor support):** $149997525.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Barclays Bank PLC/NY

- **C.1 - Title:** Barclays Bank PLC/NY 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCU3, C.4 - ISIN: US06745GCU31, C.3 - LEI: 213800LBQA1Y9L22JB70
- **C.18 - Value (incl. sponsor support):** $150022035.00
- **C.18.a - Value (excl. sponsor support):** $150022035.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp. 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPA0, C.4 - ISIN: US07644DPA09, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $125001037.50
- **C.18.a - Value (excl. sponsor support):** $125001037.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp. 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPL6, C.4 - ISIN: US07644DPL63, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $50005845.00
- **C.18.a - Value (excl. sponsor support):** $50005845.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Brigantine Funding Co. LLC

- **C.1 - Title:** Brigantine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 10902EUV7, C.4 - ISIN: US10902EUV72, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $142492092.60
- **C.18.a - Value (excl. sponsor support):** $142492092.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Brigantine Funding Co. LLC

- **C.1 - Title:** Brigantine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 10902EW37, C.4 - ISIN: US10902EW373, C.3 - LEI: 984500YEB4BLE6F39B72
- **C.18 - Value (incl. sponsor support):** $121522009.00
- **C.18.a - Value (excl. sponsor support):** $121522009.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LUE8, C.4 - ISIN: US11042LUE81, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $75970493.02
- **C.18.a - Value (excl. sponsor support):** $75970493.02
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYD6, C.4 - ISIN: US11042LYD62, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $98347850.00
- **C.18.a - Value (excl. sponsor support):** $98347850.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYK0, C.4 - ISIN: US11042LYK06, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $134642106.70
- **C.18.a - Value (excl. sponsor support):** $134642106.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYL8, C.4 - ISIN: US11042LYL88, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $30462909.50
- **C.18.a - Value (excl. sponsor support):** $30462909.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042LYQ7, C.4 - ISIN: US11042LYQ75, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $61304098.08
- **C.18.a - Value (excl. sponsor support):** $61304098.08
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: CDP Financial Inc.

- **C.1 - Title:** CDP Financial Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509RU17, C.4 - ISIN: US12509RU172, C.3 - LEI: HWR6ATEU4L0XN8IT6Y39
- **C.18 - Value (incl. sponsor support):** $54993411.00
- **C.18.a - Value (excl. sponsor support):** $54993411.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: CRC Funding LLC

- **C.1 - Title:** CRC Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUJ1, C.4 - ISIN: US12619TUJ14, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $99781520.00
- **C.18.a - Value (excl. sponsor support):** $99781520.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Cabot Trail Funding LLC

- **C.1 - Title:** Cabot Trail Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GVS6, C.4 - ISIN: US12710GVS64, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $84409182.00
- **C.18.a - Value (excl. sponsor support):** $84409182.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: State of California

- **C.1 - Title:** State of California 4.440000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 13068FEW4, C.4 - ISIN: US13068FEW41, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $32856084.22
- **C.18.a - Value (excl. sponsor support):** $32856084.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: State of California

- **C.1 - Title:** State of California 4.441000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 13068FEX2, C.4 - ISIN: US13068FEX24, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $50001310.00
- **C.18.a - Value (excl. sponsor support):** $50001310.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Canadian Imperial Bank of Commerce/New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce/New York 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAM4, C.4 - ISIN: US13606DAM48, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $150089640.00
- **C.18.a - Value (excl. sponsor support):** $150089640.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Canadian Imperial Bank of Commerce/New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce/New York 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEU2, C.4 - ISIN: US13606DEU28, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $80041560.00
- **C.18.a - Value (excl. sponsor support):** $80041560.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKF8, C.4 - ISIN: US13606DKF86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150015045.00
- **C.18.a - Value (excl. sponsor support):** $150015045.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 13606V003, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: Chesham Finance Ltd. / Chesham Finance LLC

- **C.1 - Title:** Chesham Finance Ltd. / Chesham Finance LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AU36, C.3 - LEI: 549300E2ZX7KY6XM5610
- **C.18 - Value (incl. sponsor support):** $99963760.00
- **C.18.a - Value (excl. sponsor support):** $99963760.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCL9, C.4 - ISIN: US1730QPCL90, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $19998960.00
- **C.18.a - Value (excl. sponsor support):** $19998960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Citibank NA

- **C.1 - Title:** Citibank NA 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHG5, C.4 - ISIN: US17330QHG55, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $150049785.00
- **C.18.a - Value (excl. sponsor support):** $150049785.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Citibank NA

- **C.1 - Title:** Citibank NA 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHQ3, C.4 - ISIN: US17330QHQ38, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $75001852.50
- **C.18.a - Value (excl. sponsor support):** $75001852.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Citibank NA

- **C.1 - Title:** Citibank NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHR1, C.4 - ISIN: US17330QHR11, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $100006480.00
- **C.18.a - Value (excl. sponsor support):** $100006480.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Citibank NA

- **C.1 - Title:** Citibank NA 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHZ3, C.4 - ISIN: US17330QHZ37, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395
- **C.18 - Value (incl. sponsor support):** $99951530.00
- **C.18.a - Value (excl. sponsor support):** $99951530.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Collateralized Commercial Paper FLEX Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper FLEX Co. LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19421M2F8, C.4 - ISIN: US19421M2F87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149986290.00
- **C.18.a - Value (excl. sponsor support):** $149986290.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Collateralized Commercial Paper FLEX Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper FLEX Co. LLC 4.750000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19421M2L5, C.4 - ISIN: US19421M2L55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100029774.00
- **C.18.a - Value (excl. sponsor support):** $100029774.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RHR3, C.4 - ISIN: US19423RHR30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150017743.50
- **C.18.a - Value (excl. sponsor support):** $150017743.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RJ26, C.4 - ISIN: US19423RJ263, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150011710.50
- **C.18.a - Value (excl. sponsor support):** $150011710.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RJW0, C.4 - ISIN: US19423RJW07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100008631.00
- **C.18.a - Value (excl. sponsor support):** $100008631.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.380000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196479MJ5, C.4 - ISIN: US196479MJ52, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $108275000.00
- **C.18.a - Value (excl. sponsor support):** $108275000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480GE1, C.4 - ISIN: US196480GE11, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $1990000.00
- **C.18.a - Value (excl. sponsor support):** $1990000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480J99, C.4 - ISIN: US196480J998, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $29035000.00
- **C.18.a - Value (excl. sponsor support):** $29035000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480VA2, C.4 - ISIN: US196480VA24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19300000.00
- **C.18.a - Value (excl. sponsor support):** $19300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2051-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAW2, C.4 - ISIN: US19648GAW24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GBV3, C.4 - ISIN: US19648GBV32, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $40320000.00
- **C.18.a - Value (excl. sponsor support):** $40320000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GES7, C.4 - ISIN: US19648GES75, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35240000.00
- **C.18.a - Value (excl. sponsor support):** $35240000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $27265000.00
- **C.18.a - Value (excl. sponsor support):** $27265000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GJX1, C.4 - ISIN: US19648GJX16, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GVE9, C.4 - ISIN: US19648GVE96, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CUE4, C.4 - ISIN: US19767CUE47, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $66387089.65
- **C.18.a - Value (excl. sponsor support):** $66387089.65
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CV86, C.4 - ISIN: US19767CV864, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $162225505.50
- **C.18.a - Value (excl. sponsor support):** $162225505.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767CXP6, C.4 - ISIN: US19767CXP66, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $119206481.16
- **C.18.a - Value (excl. sponsor support):** $119206481.16
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 4.790000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBU8, C.4 - ISIN: US20272FBU84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100081180.00
- **C.18.a - Value (excl. sponsor support):** $100081180.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632KV89, C.4 - ISIN: US20632KV894, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $122194620.33
- **C.18.a - Value (excl. sponsor support):** $122194620.33
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632KXQ7, C.4 - ISIN: US20632KXQ74, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $197174760.00
- **C.18.a - Value (excl. sponsor support):** $197174760.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Concord Minutemen Capital Co. LLC 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PDC7, C.4 - ISIN: US20634PDC77, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $130025545.00
- **C.18.a - Value (excl. sponsor support):** $130025545.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0U18, C.4 - ISIN: US2063C0U187, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $200148859.14
- **C.18.a - Value (excl. sponsor support):** $200148859.14
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0U26, C.4 - ISIN: US2063C0U260, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $199951720.00
- **C.18.a - Value (excl. sponsor support):** $199951720.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0U34, C.4 - ISIN: US2063C0U344, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $128048578.37
- **C.18.a - Value (excl. sponsor support):** $128048578.37
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0WA6, C.4 - ISIN: US2063C0WA66, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $72396142.06
- **C.18.a - Value (excl. sponsor support):** $72396142.06
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CPWJ2, C.4 - ISIN: US2063CPWJ26, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $123778700.00
- **C.18.a - Value (excl. sponsor support):** $123778700.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VU35, C.4 - ISIN: US21038VU355, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $102962415.30
- **C.18.a - Value (excl. sponsor support):** $102962415.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VUP6, C.4 - ISIN: US21038VUP65, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $61825470.00
- **C.18.a - Value (excl. sponsor support):** $61825470.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VWG4, C.4 - ISIN: US21038VWG49, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $99038870.00
- **C.18.a - Value (excl. sponsor support):** $99038870.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VY64, C.4 - ISIN: US21038VY647, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $98421900.00
- **C.18.a - Value (excl. sponsor support):** $98421900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VZA4, C.4 - ISIN: US21038VZA42, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $149973843.60
- **C.18.a - Value (excl. sponsor support):** $149973843.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XEL9, C.4 - ISIN: US21038XEL91, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $76720941.52
- **C.18.a - Value (excl. sponsor support):** $76720941.52
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Cooperatieve Rabobank UA/NY

- **C.1 - Title:** Cooperatieve Rabobank UA/NY 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LJR4, C.4 - ISIN: US21684LJR42, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $100024900.00
- **C.18.a - Value (excl. sponsor support):** $100024900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Cooperatieve Rabobank UA/NY

- **C.1 - Title:** Cooperatieve Rabobank UA/NY 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LKU5, C.4 - ISIN: US21684LKU51, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $150134250.00
- **C.18.a - Value (excl. sponsor support):** $150134250.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Credit Agricole Corporate and Investment Bank/New York

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank/New York 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XC63, C.4 - ISIN: US22532XC632, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100041860.00
- **C.18.a - Value (excl. sponsor support):** $100041860.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Credit Agricole Corp.

- **C.1 - Title:** Credit Agricole Corp. 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536H4M8, C.4 - ISIN: US22536H4M86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125027275.00
- **C.18.a - Value (excl. sponsor support):** $125027275.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Credit Agricole Corp.

- **C.1 - Title:** Credit Agricole Corp. 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536HA41, C.4 - ISIN: US22536HA416, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150022485.00
- **C.18.a - Value (excl. sponsor support):** $150022485.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JJD8, C.4 - ISIN: US22536JJD81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100025480.00
- **C.18.a - Value (excl. sponsor support):** $100025480.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WJA5, C.4 - ISIN: US22536WJA53, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $100002050.00
- **C.18.a - Value (excl. sponsor support):** $100002050.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WK39, C.4 - ISIN: US22536WK398, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $65092891.50
- **C.18.a - Value (excl. sponsor support):** $65092891.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WKK1, C.4 - ISIN: US22536WKK17, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $125126100.00
- **C.18.a - Value (excl. sponsor support):** $125126100.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Credit Industriel ET Commercial

- **C.1 - Title:** Credit Industriel ET Commercial 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLE4, C.4 - ISIN: US22536WLE48, C.3 - LEI: 9695000CG7B84NLR5984
- **C.18 - Value (incl. sponsor support):** $100113630.00
- **C.18.a - Value (excl. sponsor support):** $100113630.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: DZ Bank AG Deutsche Zentral-Genossenschaftsbank

- **C.1 - Title:** DZ Bank AG Deutsche Zentral-Genossenschaftsbank 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23344JDC6, C.4 - ISIN: US23344JDC62, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $99981840.00
- **C.18.a - Value (excl. sponsor support):** $99981840.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Deaconess Hospital Obligated Group

- **C.1 - Title:** Deaconess Hospital Obligated Group
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 24218EU70, C.4 - ISIN: US24218EU703, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49957415.00
- **C.18.a - Value (excl. sponsor support):** $49957415.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: Duke University Health System Inc.

- **C.1 - Title:** Duke University Health System Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26443HVV1, C.4 - ISIN: US26443HVV13, C.3 - LEI: FY5ICUIRRDCHN4HHL592
- **C.18 - Value (incl. sponsor support):** $49627500.00
- **C.18.a - Value (excl. sponsor support):** $49627500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Ecmc Group, Inc.

- **C.1 - Title:** Ecmc Group, Inc. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAA2, C.4 - ISIN: US26828NAA28, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $54350000.00
- **C.18.a - Value (excl. sponsor support):** $54350000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: Ecmc Group, Inc.

- **C.1 - Title:** Ecmc Group, Inc. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: Eligijus P. Lelis Family Trust

- **C.1 - Title:** Eligijus P. Lelis Family Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 28658UAA7, C.4 - ISIN: US28658UAA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12575000.00
- **C.18.a - Value (excl. sponsor support):** $12575000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2075-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261MUB8, C.4 - ISIN: US29261MUB89, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $99865910.00
- **C.18.a - Value (excl. sponsor support):** $99865910.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Endeavour Funding Co. LLC

- **C.1 - Title:** Endeavour Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261MUH5, C.4 - ISIN: US29261MUH59, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $111767891.20
- **C.18.a - Value (excl. sponsor support):** $111767891.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Falcon Asset Funding LLC

- **C.1 - Title:** Falcon Asset Funding LLC 4.800000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HAM7, C.4 - ISIN: US30608HAM79, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100035085.00
- **C.18.a - Value (excl. sponsor support):** $100035085.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Falcon Asset Funding LLC

- **C.1 - Title:** Falcon Asset Funding LLC 4.750000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HAN5, C.4 - ISIN: US30608HAN52, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100010017.00
- **C.18.a - Value (excl. sponsor support):** $100010017.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation des Caisses Desjardins du Quebec 4.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428HCF6, C.4 - ISIN: US31428HCF64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100009240.00
- **C.18.a - Value (excl. sponsor support):** $100009240.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federation des Caisses Desjardins du Quebec

- **C.1 - Title:** Federation des Caisses Desjardins du Quebec 4.820000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428HCH2, C.4 - ISIN: US31428HCH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125052575.00
- **C.18.a - Value (excl. sponsor support):** $125052575.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.8900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Glencove Funding LLC

- **C.1 - Title:** Glencove Funding LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37829AHB7, C.4 - ISIN: US37829AHB70, C.3 - LEI: 549300XUUQZO7I38ZR06
- **C.18 - Value (incl. sponsor support):** $100000406.00
- **C.18.a - Value (excl. sponsor support):** $100000406.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HU36, C.4 - ISIN: US39014HU363, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99963710.00
- **C.18.a - Value (excl. sponsor support):** $99963710.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RVU2, C.4 - ISIN: US40435RVU21, C.3 - LEI: MLU0ZO3ML4LN2LL2TL39
- **C.18 - Value (incl. sponsor support):** $100054800.00
- **C.18.a - Value (excl. sponsor support):** $100054800.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RVZ1, C.4 - ISIN: US40435RVZ18, C.3 - LEI: MLU0ZO3ML4LN2LL2TL39
- **C.18 - Value (incl. sponsor support):** $75005392.50
- **C.18.a - Value (excl. sponsor support):** $75005392.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: HSBC Bank USA NA

- **C.1 - Title:** HSBC Bank USA NA 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXV8, C.4 - ISIN: US40435RXV85, C.3 - LEI: MLU0ZO3ML4LN2LL2TL39
- **C.18 - Value (incl. sponsor support):** $100007870.00
- **C.18.a - Value (excl. sponsor support):** $100007870.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40446CUX7, C.4 - ISIN: US40446CUX72, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $124518712.50
- **C.18.a - Value (excl. sponsor support):** $124518712.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Helvetica Funding Co. LLC

- **C.1 - Title:** Helvetica Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 42351BX64, C.4 - ISIN: US42351BX643, C.3 - LEI: 9845008D80E44E0A7B98
- **C.18 - Value (incl. sponsor support):** $98802950.00
- **C.18.a - Value (excl. sponsor support):** $98802950.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Heritage Holdings/BKF Inv/Mitchell G Fehr/Nate Knobloch/Journey Investments

- **C.1 - Title:** Heritage Holdings/BKF Inv/Mitchell G Fehr/Nate Knobloch/Journey Investments 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 42727XAA9, C.4 - ISIN: US42727XAA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331PU18, C.4 - ISIN: US44331PU185, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $174978702.50
- **C.18.a - Value (excl. sponsor support):** $174978702.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AU19, C.4 - ISIN: US44333AU191, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $269967060.00
- **C.18.a - Value (excl. sponsor support):** $269967060.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: Hqla Funding LLC

- **C.1 - Title:** Hqla Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AU27, C.4 - ISIN: US44333AU274, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $184954823.00
- **C.18.a - Value (excl. sponsor support):** $184954823.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203LDZ3, C.4 - ISIN: US45203LDZ31, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $99595000.00
- **C.18.a - Value (excl. sponsor support):** $99595000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MMB4, C.4 - ISIN: US45203MMB45, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2046-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MMD0, C.4 - ISIN: US45203MMD01, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $43290000.00
- **C.18.a - Value (excl. sponsor support):** $43290000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2046-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Illinois Housing Development Authority

- **C.1 - Title:** Illinois Housing Development Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $14835000.00
- **C.18.a - Value (excl. sponsor support):** $14835000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: Illinois Finance Authority

- **C.1 - Title:** Illinois Finance Authority 4.330000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FRY3, C.4 - ISIN: US45204FRY33, C.3 - LEI: Q8JDSMXPZ6YQWY5J7W63
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2042-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125EYD8, C.4 - ISIN: US46125EYD83, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $98351380.00
- **C.18.a - Value (excl. sponsor support):** $98351380.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125EYE6, C.4 - ISIN: US46125EYE66, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $49169820.00
- **C.18.a - Value (excl. sponsor support):** $49169820.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TUA8, C.4 - ISIN: US46221TUA86, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $79901912.00
- **C.18.a - Value (excl. sponsor support):** $79901912.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TUG5, C.4 - ISIN: US46221TUG56, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $39921164.00
- **C.18.a - Value (excl. sponsor support):** $39921164.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TUR1, C.4 - ISIN: US46221TUR12, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $264185549.00
- **C.18.a - Value (excl. sponsor support):** $264185549.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46221TV82, C.4 - ISIN: US46221TV822, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $134351230.50
- **C.18.a - Value (excl. sponsor support):** $134351230.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222UUH9, C.4 - ISIN: US46222UUH93, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $99790710.00
- **C.18.a - Value (excl. sponsor support):** $99790710.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224KU22, C.4 - ISIN: US46224KU223, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $149963445.00
- **C.18.a - Value (excl. sponsor support):** $149963445.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224KU30, C.4 - ISIN: US46224KU306, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $199926860.00
- **C.18.a - Value (excl. sponsor support):** $199926860.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224KV62, C.4 - ISIN: US46224KV627, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $99545310.00
- **C.18.a - Value (excl. sponsor support):** $99545310.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Iowa Student Loan Liquidity Corp.

- **C.1 - Title:** Iowa Student Loan Liquidity Corp. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $33409000.00
- **C.18.a - Value (excl. sponsor support):** $33409000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: JWV-B Turner Investments LLC

- **C.1 - Title:** JWV-B Turner Investments LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 466290AA1, C.4 - ISIN: US466290AA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21125000.00
- **C.18.a - Value (excl. sponsor support):** $21125000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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:** 2044-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: JPMorgan Chase Putters/Drivers Trust

- **C.1 - Title:** JPMorgan Chase Putters/Drivers Trust 4.380000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 46640KR22, C.4 - ISIN: US46640KR226, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149870000.00
- **C.18.a - Value (excl. sponsor support):** $149870000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: Jets Stadium Development LLC

- **C.1 - Title:** Jets Stadium Development LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $61080000.00
- **C.18.a - Value (excl. sponsor support):** $61080000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: Jets Stadium Finance Issuer 2015 LLC

- **C.1 - Title:** Jets Stadium Finance Issuer 2015 LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21220000.00
- **C.18.a - Value (excl. sponsor support):** $21220000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: Kentucky Higher Education Student Loan Corp.

- **C.1 - Title:** Kentucky Higher Education Student Loan Corp. 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 49130NGQ6, C.4 - ISIN: US49130NGQ60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $38760000.00
- **C.18.a - Value (excl. sponsor support):** $38760000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2043-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: Kurt Anderson Memorial Trust

- **C.1 - Title:** Kurt Anderson Memorial Trust 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50129AAA6, C.4 - ISIN: US50129AAA60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6070000.00
- **C.18.a - Value (excl. sponsor support):** $6070000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2044-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: Legacy Capital Co. LLC

- **C.1 - Title:** Legacy Capital Co. LLC 4.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEK5, C.4 - ISIN: US52473GEK58, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $100039915.00
- **C.18.a - Value (excl. sponsor support):** $100039915.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.9300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: Legacy Capital Co. LLC

- **C.1 - Title:** Legacy Capital Co. LLC 4.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GER0, C.4 - ISIN: US52473GER02, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $49999650.00
- **C.18.a - Value (excl. sponsor support):** $49999650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: Legacy Capital Co. LLC

- **C.1 - Title:** Legacy Capital Co. LLC 4.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GET6, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953AU11, C.4 - ISIN: US52953AU112, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $297221150.81
- **C.18.a - Value (excl. sponsor support):** $297221150.81
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953AU29, C.4 - ISIN: US52953AU294, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $100062839.00
- **C.18.a - Value (excl. sponsor support):** $100062839.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953AU37, C.4 - ISIN: US52953AU377, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $390316498.02
- **C.18.a - Value (excl. sponsor support):** $390316498.02
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: Lexington Parker Capital Co. LLC

- **C.1 - Title:** Lexington Parker Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953EZ34, C.4 - ISIN: US52953EZ345, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $122649162.50
- **C.18.a - Value (excl. sponsor support):** $122649162.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Lion Bay Funding LLC

- **C.1 - Title:** Lion Bay Funding LLC 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAD8, C.4 - ISIN: US53620AAD81, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149999626.50
- **C.18.a - Value (excl. sponsor support):** $149999626.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: Lion Bay Funding LLC

- **C.1 - Title:** Lion Bay Funding LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAJ5, C.4 - ISIN: US53620AAJ51, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149999673.00
- **C.18.a - Value (excl. sponsor support):** $149999673.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX21, C.4 - ISIN: US53944QX219, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $39540584.00
- **C.18.a - Value (excl. sponsor support):** $39540584.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX39, C.4 - ISIN: US53944QX391, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $24709832.50
- **C.18.a - Value (excl. sponsor support):** $24709832.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXQ8, C.4 - ISIN: US53944QXQ80, C.3 - LEI: 254900OKHR2GJ19L5E04
- **C.18 - Value (incl. sponsor support):** $50376945.22
- **C.18.a - Value (excl. sponsor support):** $50376945.22
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B2S8, C.4 - ISIN: US53947B2S86, C.3 - LEI: 549300PPXHEU2JF0AM85
- **C.18 - Value (incl. sponsor support):** $100064720.00
- **C.18.a - Value (excl. sponsor support):** $100064720.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3B4, C.4 - ISIN: US53947B3B43, C.3 - LEI: 549300PPXHEU2JF0AM85
- **C.18 - Value (incl. sponsor support):** $125072075.00
- **C.18.a - Value (excl. sponsor support):** $125072075.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Lloyds Bank Corporate Markets PLC/New York

- **C.1 - Title:** Lloyds Bank Corporate Markets PLC/New York 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3G3, C.4 - ISIN: US53947B3G30, C.3 - LEI: 549300PPXHEU2JF0AM85
- **C.18 - Value (incl. sponsor support):** $100025340.00
- **C.18.a - Value (excl. sponsor support):** $100025340.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: MUFG Bank Ltd./New York

- **C.1 - Title:** MUFG Bank Ltd./New York 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFA1, C.4 - ISIN: US55381BFA17, C.3 - LEI: 353800V2V8PUY9TK3E06
- **C.18 - Value (incl. sponsor support):** $79985104.00
- **C.18.a - Value (excl. sponsor support):** $79985104.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458EX39, C.4 - ISIN: US55458EX396, C.3 - LEI: 549300UPZ5VP282KEW21
- **C.18 - Value (incl. sponsor support):** $49418345.00
- **C.18.a - Value (excl. sponsor support):** $49418345.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Mainbeach Funding LLC

- **C.1 - Title:** Mainbeach Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BVE1, C.4 - ISIN: US56037BVE19, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $25210258.13
- **C.18.a - Value (excl. sponsor support):** $25210258.13
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Mainbeach Funding LLC

- **C.1 - Title:** Mainbeach Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BW42, C.4 - ISIN: US56037BW429, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $21721865.56
- **C.18.a - Value (excl. sponsor support):** $21721865.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: Maryland Community Development Administration

- **C.1 - Title:** Maryland Community Development Administration 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57419P7F0, C.4 - ISIN: US57419P7F09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24790000.00
- **C.18.a - Value (excl. sponsor support):** $24790000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2033-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: Massachusetts Educational Financing Authority

- **C.1 - Title:** Massachusetts Educational Financing Authority 4.420000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 57564LQE4, C.4 - ISIN: US57564LQE47, C.3 - LEI: 5493007K5OP7V6CL0Y88
- **C.18 - Value (incl. sponsor support):** $21001780.80
- **C.18.a - Value (excl. sponsor support):** $21001780.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Massachusetts Housing Finance Agency

- **C.1 - Title:** Massachusetts Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VAA1, C.4 - ISIN: US57586VAA17, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $75595000.00
- **C.18.a - Value (excl. sponsor support):** $75595000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2063-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: Massachusetts Housing Finance Agency

- **C.1 - Title:** Massachusetts Housing Finance Agency 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GWE1, C.4 - ISIN: US57587GWE15, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $62595000.00
- **C.18.a - Value (excl. sponsor support):** $62595000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: Memorial Hermann Health System

- **C.1 - Title:** Memorial Hermann Health System
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 58604FXM1, C.4 - ISIN: US58604FXM12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49315590.00
- **C.18.a - Value (excl. sponsor support):** $49315590.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Metropolitan Water District of Southern California

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

### Security 180: Metropolitan Water District of Southern California

- **C.1 - Title:** Metropolitan Water District of Southern California 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TUT6, C.4 - ISIN: US59266TUT68, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $76975000.00
- **C.18.a - Value (excl. sponsor support):** $76975000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2037-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: Milpitas Phase I LP

- **C.1 - Title:** Milpitas Phase I LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60167CAA4, C.4 - ISIN: US60167CAA45, C.3 - LEI: 54930056GTIW5CC5WF45
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2065-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416T3Q9, C.4 - ISIN: US60416T3Q94, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $29765000.00
- **C.18.a - Value (excl. sponsor support):** $29765000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416T6V5, C.4 - ISIN: US60416T6V52, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $19920000.00
- **C.18.a - Value (excl. sponsor support):** $19920000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416T7X0, C.4 - ISIN: US60416T7X00, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $19840000.00
- **C.18.a - Value (excl. sponsor support):** $19840000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: Minnesota Housing Finance Agency

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

### Security 186: Minnesota Housing Finance Agency

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

### Security 187: Minnesota Housing Finance Agency

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

### Security 188: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TT65, C.4 - ISIN: US60416TT658, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $28810000.00
- **C.18.a - Value (excl. sponsor support):** $28810000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TUV8, C.4 - ISIN: US60416TUV87, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416TZ50, C.4 - ISIN: US60416TZ507, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $29380000.00
- **C.18.a - Value (excl. sponsor support):** $29380000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Minnesota Housing Finance Agency

- **C.1 - Title:** Minnesota Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UCJ2, C.4 - ISIN: US60416UCJ25, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $14970000.00
- **C.18.a - Value (excl. sponsor support):** $14970000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2051-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Health & Educational Facilities Authority of the State of Missouri

- **C.1 - Title:** Health & Educational Facilities Authority of the State of Missouri 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60637AWA6, C.4 - ISIN: US60637AWA68, C.3 - LEI: 549300IWTBCMX5JB3277
- **C.18 - Value (incl. sponsor support):** $66535000.00
- **C.18.a - Value (excl. sponsor support):** $66535000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D5U9, C.4 - ISIN: US60683D5U95, C.3 - LEI: 353800V2V8PUY9TK3E06
- **C.18 - Value (incl. sponsor support):** $150077925.00
- **C.18.a - Value (excl. sponsor support):** $150077925.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.600000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HA74, C.4 - ISIN: US60700HA742, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $29450000.00
- **C.18.a - Value (excl. sponsor support):** $29450000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2044-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $18030000.00
- **C.18.a - Value (excl. sponsor support):** $18030000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HG78, C.4 - ISIN: US60700HG780, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $15005000.00
- **C.18.a - Value (excl. sponsor support):** $15005000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2035-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.600000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNK1, C.4 - ISIN: US60700HNK13, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $26925000.00
- **C.18.a - Value (excl. sponsor support):** $26925000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2057-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNP0, C.4 - ISIN: US60700HNP00, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $47500000.00
- **C.18.a - Value (excl. sponsor support):** $47500000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2031-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.730000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNR6, C.4 - ISIN: US60700HNR65, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $120640000.00
- **C.18.a - Value (excl. sponsor support):** $120640000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.720000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HNZ8, C.4 - ISIN: US60700HNZ81, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $91250000.00
- **C.18.a - Value (excl. sponsor support):** $91250000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.630000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HPE3, C.4 - ISIN: US60700HPE35, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.730000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HPN3, C.4 - ISIN: US60700HPN34, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $66420000.00
- **C.18.a - Value (excl. sponsor support):** $66420000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HQY8, C.4 - ISIN: US60700HQY89, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $33650000.00
- **C.18.a - Value (excl. sponsor support):** $33650000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2058-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HVG1, C.4 - ISIN: US60700HVG19, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $37740000.00
- **C.18.a - Value (excl. sponsor support):** $37740000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2062-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HXA2, C.4 - ISIN: US60700HXA21, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2034-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: Mizuho Floater/Residual Trust

- **C.1 - Title:** Mizuho Floater/Residual Trust 4.560000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HXQ7, C.4 - ISIN: US60700HXQ72, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $13845000.00
- **C.18.a - Value (excl. sponsor support):** $13845000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2040-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: Mizuho Bank Ltd./New York

- **C.1 - Title:** Mizuho Bank Ltd./New York 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TF55, C.4 - ISIN: US60710TF554, C.3 - LEI: 353800CI5L6DDAN5XZ33
- **C.18 - Value (incl. sponsor support):** $100015700.00
- **C.18.a - Value (excl. sponsor support):** $100015700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455EAC3, C.4 - ISIN: US62455EAC30, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $50001249.50
- **C.18.a - Value (excl. sponsor support):** $50001249.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FU12, C.4 - ISIN: US62455FU123, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $324960805.00
- **C.18.a - Value (excl. sponsor support):** $324960805.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FU20, C.4 - ISIN: US62455FU206, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $99975860.00
- **C.18.a - Value (excl. sponsor support):** $99975860.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FU38, C.4 - ISIN: US62455FU388, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $49981880.00
- **C.18.a - Value (excl. sponsor support):** $49981880.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FXX9, C.4 - ISIN: US62455FXX94, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $49247140.00
- **C.18.a - Value (excl. sponsor support):** $49247140.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50235000.00
- **C.18.a - Value (excl. sponsor support):** $50235000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2029-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WCQ8, C.4 - ISIN: US62630WCQ87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6275000.00
- **C.18.a - Value (excl. sponsor support):** $6275000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2030-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WEL7, C.4 - ISIN: US62630WEL72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72060000.00
- **C.18.a - Value (excl. sponsor support):** $72060000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2030-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WFV4, C.4 - ISIN: US62630WFV46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166585000.00
- **C.18.a - Value (excl. sponsor support):** $166585000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2056-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WMB0, C.4 - ISIN: US62630WMB09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $133136000.00
- **C.18.a - Value (excl. sponsor support):** $133136000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WNE3, C.4 - ISIN: US62630WNE39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2041-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WNY9, C.4 - ISIN: US62630WNY92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WPA9, C.4 - ISIN: US62630WPA98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30740000.00
- **C.18.a - Value (excl. sponsor support):** $30740000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WPF8, C.4 - ISIN: US62630WPF85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42985000.00
- **C.18.a - Value (excl. sponsor support):** $42985000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: Taxable Municipal Funding Trust

- **C.1 - Title:** Taxable Municipal Funding Trust 4.650000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WQK6, C.4 - ISIN: US62630WQK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2040-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: National Australia Bank Ltd./New York

- **C.1 - Title:** National Australia Bank Ltd./New York 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63253T6X1, C.4 - ISIN: US63253T6X13, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $149957295.00
- **C.18.a - Value (excl. sponsor support):** $149957295.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: National Bank of Canada

- **C.1 - Title:** National Bank of Canada 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NLN5, C.4 - ISIN: US63307NLN56, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $125044802.50
- **C.18.a - Value (excl. sponsor support):** $125044802.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: New Hampshire Business Finance Authority

- **C.1 - Title:** New Hampshire Business Finance Authority 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAA7, C.4 - ISIN: US63609FAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2028-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: New Hampshire Business Finance Authority

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

### Security 227: New Hampshire Business Finance Authority

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

### Security 228: New Hampshire Business Finance Authority

- **C.1 - Title:** New Hampshire Business Finance Authority 4.650000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAD1, C.4 - ISIN: US63609FAD15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2029-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: Natixis NY

- **C.1 - Title:** Natixis NY 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873Q6A7, C.4 - ISIN: US63873Q6A78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100002750.00
- **C.18.a - Value (excl. sponsor support):** $100002750.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: Natixis NY

- **C.1 - Title:** Natixis NY 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TAN8, C.4 - ISIN: US63873TAN81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125000300.00
- **C.18.a - Value (excl. sponsor support):** $125000300.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: Natixis SA

- **C.1 - Title:** Natixis SA 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDS4, C.4 - ISIN: US63873TDS42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125119212.50
- **C.18.a - Value (excl. sponsor support):** $125119212.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: New York State Housing Finance Agency

- **C.1 - Title:** New York State Housing Finance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64987D6K5, C.4 - ISIN: US64987D6K55, C.3 - LEI: 5493000LS7KCDB02O506
- **C.18 - Value (incl. sponsor support):** $39515000.00
- **C.18.a - Value (excl. sponsor support):** $39515000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** New York State Housing Finance Agency 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64987DV76, C.4 - ISIN: US64987DV761, C.3 - LEI: 5493000LS7KCDB02O506
- **C.18 - Value (incl. sponsor support):** $45250000.00
- **C.18.a - Value (excl. sponsor support):** $45250000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: Nordea Bank Abp/New York

- **C.1 - Title:** Nordea Bank Abp/New York 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGT9, C.4 - ISIN: US65558WGT99, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $125005062.50
- **C.18.a - Value (excl. sponsor support):** $125005062.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Nordea Bank Abp/New York 4.710000%
- **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):** $99999900.00
- **C.18.a - Value (excl. sponsor support):** $99999900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: North Dakota Housing Finance Agency

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

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

- **C.1 - Title:** North Texas Higher Education Authority, Inc. 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40418000.00
- **C.18.a - Value (excl. sponsor support):** $40418000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: Ontario Teachers' Finance Trust

- **C.1 - Title:** Ontario Teachers' Finance Trust
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 68328HBC7, C.4 - ISIN: US68328HBC79, C.3 - LEI: H8N91ZZ5ZBHE2NQ34P83
- **C.18 - Value (incl. sponsor support):** $97386660.00
- **C.18.a - Value (excl. sponsor support):** $97386660.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: Ontario Teachers' Finance Trust

- **C.1 - Title:** Ontario Teachers' Finance Trust
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 68328HBH6, C.4 - ISIN: US68328HBH66, C.3 - LEI: H8N91ZZ5ZBHE2NQ34P83
- **C.18 - Value (incl. sponsor support):** $44773607.80
- **C.18.a - Value (excl. sponsor support):** $44773607.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: Oversea-Chinese Banking Corp. Ltd./New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFC4, C.4 - ISIN: US69033NFC48, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $150007650.00
- **C.18.a - Value (excl. sponsor support):** $150007650.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFE0, C.4 - ISIN: US69033NFE04, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100009300.00
- **C.18.a - Value (excl. sponsor support):** $100009300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFL4, C.4 - ISIN: US69033NFL47, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $56748501.80
- **C.18.a - Value (excl. sponsor support):** $56748501.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd./New York 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGG4, C.4 - ISIN: US69033NGG43, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100053080.00
- **C.18.a - Value (excl. sponsor support):** $100053080.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: Overwatch Alpha Funding LLC

- **C.1 - Title:** Overwatch Alpha Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039TU12, C.4 - ISIN: US69039TU129, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $309962614.00
- **C.18.a - Value (excl. sponsor support):** $309962614.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: Overwatch Bravo Funding LLC

- **C.1 - Title:** Overwatch Bravo Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040BU18, C.4 - ISIN: US69040BU182, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $99987940.00
- **C.18.a - Value (excl. sponsor support):** $99987940.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MUA2, C.4 - ISIN: US69901MUA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99878260.00
- **C.18.a - Value (excl. sponsor support):** $99878260.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 5.0300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MWF9, C.4 - ISIN: US69901MWF93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99061030.00
- **C.18.a - Value (excl. sponsor support):** $99061030.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MXT8, C.4 - ISIN: US69901MXT88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98555140.00
- **C.18.a - Value (excl. sponsor support):** $98555140.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3P0, C.4 - ISIN: US69901Q3P02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99978940.00
- **C.18.a - Value (excl. sponsor support):** $99978940.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: Park Avenue Collateralized Notes Co. LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co. LLC 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RBD4, C.4 - ISIN: US70018RBD44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150008517.00
- **C.18.a - Value (excl. sponsor support):** $150008517.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: Pennsylvania Higher Education Assistance Agency

- **C.1 - Title:** Pennsylvania Higher Education Assistance Agency 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32260000.00
- **C.18.a - Value (excl. sponsor support):** $32260000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DU79, C.4 - ISIN: US73044DU796, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24978707.50
- **C.18.a - Value (excl. sponsor support):** $24978707.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DVK9, C.4 - ISIN: US73044DVK98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99388890.00
- **C.18.a - Value (excl. sponsor support):** $99388890.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DVS2, C.4 - ISIN: US73044DVS25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49651110.00
- **C.18.a - Value (excl. sponsor support):** $49651110.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAC3, C.4 - ISIN: US73044GAC33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97660890.00
- **C.18.a - Value (excl. sponsor support):** $97660890.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: Port of Seattle, WA

- **C.1 - Title:** Port of Seattle, WA 4.420000%
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 73539DAC2, C.4 - ISIN: US73539DAC20, C.3 - LEI: 549300T9UCDUJ3GZL429
- **C.18 - Value (incl. sponsor support):** $34000197.20
- **C.18.a - Value (excl. sponsor support):** $34000197.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: City of Portland, ME

- **C.1 - Title:** City of Portland, ME 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 7365594Y8, C.4 - ISIN: US7365594Y83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20475000.00
- **C.18.a - Value (excl. sponsor support):** $20475000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: Private Colleges & Universities Authority

- **C.1 - Title:** Private Colleges & Universities Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 74265L2U1, C.4 - ISIN: US74265L2U18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110445000.00
- **C.18.a - Value (excl. sponsor support):** $110445000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: Ranger Funding Co. LLC

- **C.1 - Title:** Ranger Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300AWG7, C.4 - ISIN: US75300AWG74, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $126772518.40
- **C.18.a - Value (excl. sponsor support):** $126772518.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888WU14, C.4 - ISIN: US75888WU141, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $79990288.00
- **C.18.a - Value (excl. sponsor support):** $79990288.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888WU30, C.4 - ISIN: US75888WU307, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $99963550.00
- **C.18.a - Value (excl. sponsor support):** $99963550.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888WVT2, C.4 - ISIN: US75888WVT25, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $124705589.84
- **C.18.a - Value (excl. sponsor support):** $124705589.84
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: Resolute Funding Co. LLC

- **C.1 - Title:** Resolute Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76090BU38, C.4 - ISIN: US76090BU386, C.3 - LEI: 549300UPZ5VP282KEW21
- **C.18 - Value (incl. sponsor support):** $149945640.00
- **C.18.a - Value (excl. sponsor support):** $149945640.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: Rhode Island Housing & Mortgage Finance Corp.

- **C.1 - Title:** Rhode Island Housing & Mortgage Finance Corp. 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R7S6, C.4 - ISIN: US76221R7S64, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $32355000.00
- **C.18.a - Value (excl. sponsor support):** $32355000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYC2, C.4 - ISIN: US76582JYC25, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $98372500.00
- **C.18.a - Value (excl. sponsor support):** $98372500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYE8, C.4 - ISIN: US76582JYE80, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $36937782.21
- **C.18.a - Value (excl. sponsor support):** $36937782.21
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYK4, C.4 - ISIN: US76582JYK41, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $29486709.00
- **C.18.a - Value (excl. sponsor support):** $29486709.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $96289060.00
- **C.18.a - Value (excl. sponsor support):** $96289060.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: Royal Bank of Canada/New York

- **C.1 - Title:** Royal Bank of Canada/New York 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JCY1, C.4 - ISIN: US78015JCY10, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $125054812.50
- **C.18.a - Value (excl. sponsor support):** $125054812.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Royal Bank of Canada/New York 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU70, C.4 - ISIN: US78015JU707, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $75011505.00
- **C.18.a - Value (excl. sponsor support):** $75011505.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: SRM Culver City LP

- **C.1 - Title:** SRM Culver City LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78473LAA5, C.4 - ISIN: US78473LAA52, C.3 - LEI: 549300YFMZLBTNFWLU38
- **C.18 - Value (incl. sponsor support):** $27150000.00
- **C.18.a - Value (excl. sponsor support):** $27150000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2061-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: Ste Transcore Holdings, Inc.

- **C.1 - Title:** Ste Transcore Holdings, Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78477FU12, C.4 - ISIN: US78477FU129, C.3 - LEI: 549300ZSV6VOGFH1ER70
- **C.18 - Value (incl. sponsor support):** $81990045.20
- **C.18.a - Value (excl. sponsor support):** $81990045.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: Siesta Key Issuing Trust

- **C.1 - Title:** Siesta Key Issuing Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 826531AA3, C.4 - ISIN: US826531AA38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24240000.00
- **C.18.a - Value (excl. sponsor support):** $24240000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2075-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VNY2, C.4 - ISIN: US85325VNY29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75002317.50
- **C.18.a - Value (excl. sponsor support):** $75002317.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPN4, C.4 - ISIN: US85325VPN46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155014120.50
- **C.18.a - Value (excl. sponsor support):** $155014120.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQG8, C.4 - ISIN: US85325VQG85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99979500.00
- **C.18.a - Value (excl. sponsor support):** $99979500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRB8, C.4 - ISIN: US85325VRB89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49988700.00
- **C.18.a - Value (excl. sponsor support):** $49988700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: Starbird Funding Corp.

- **C.1 - Title:** Starbird Funding Corp. 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNH5, C.4 - ISIN: US85520PNH54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74993467.50
- **C.18.a - Value (excl. sponsor support):** $74993467.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: State Street Bank & Trust Co.

- **C.1 - Title:** State Street Bank & Trust Co. 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 549300ZFEEJ2IP5VME73
- **C.18 - Value (incl. sponsor support):** $150043635.00
- **C.18.a - Value (excl. sponsor support):** $150043635.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** State Street Bank & Trust Co. 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PS9, C.4 - ISIN: US8574P1PS90, C.3 - LEI: 549300ZFEEJ2IP5VME73
- **C.18 - Value (incl. sponsor support):** $150031380.00
- **C.18.a - Value (excl. sponsor support):** $150031380.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: Sumitomo Mitsui Trust Bank Ltd./New York

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd./New York 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P4J7, C.4 - ISIN: US86564P4J71, C.3 - LEI: 353800P843RLCDBLNT17
- **C.18 - Value (incl. sponsor support):** $95008113.00
- **C.18.a - Value (excl. sponsor support):** $95008113.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: Sumitomo Mitsui Banking Corp./New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp./New York 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLG3, C.4 - ISIN: US86565GLG37, C.3 - LEI: 35380028MYWPB6AUO129
- **C.18 - Value (incl. sponsor support):** $100018850.00
- **C.18.a - Value (excl. sponsor support):** $100018850.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPD6, C.4 - ISIN: US86565GPD69, C.3 - LEI: 35380028MYWPB6AUO129
- **C.18 - Value (incl. sponsor support):** $100008450.00
- **C.18.a - Value (excl. sponsor support):** $100008450.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: Norfina Ltd.

- **C.1 - Title:** Norfina Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724AU90, C.4 - ISIN: US86724AU901, C.3 - LEI: 9845005D9C6BAA10BK72
- **C.18 - Value (incl. sponsor support):** $49945980.00
- **C.18.a - Value (excl. sponsor support):** $49945980.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: Svenska Handelsbanken

- **C.1 - Title:** Svenska Handelsbanken 4.505000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TJV9, C.4 - ISIN: US86959TJV98, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $80019360.00
- **C.18.a - Value (excl. sponsor support):** $80019360.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: Svenska Handelsbanken/New York

- **C.1 - Title:** Svenska Handelsbanken/New York 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLN4, C.4 - ISIN: US86959TLN45, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $124999187.50
- **C.18.a - Value (excl. sponsor support):** $124999187.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 287: Swedbank AB

- **C.1 - Title:** Swedbank AB 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WE43, C.4 - ISIN: US87019WE432, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $120009132.00
- **C.18.a - Value (excl. sponsor support):** $120009132.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 288: Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Tender Option Bond Trust Receipts/Certificates 4.520000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88033S7D0, C.4 - ISIN: US88033S7D07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2049-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: State of Texas

- **C.1 - Title:** State of Texas 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: State of Texas

- **C.1 - Title:** State of Texas 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724Z75, C.4 - ISIN: US882724Z754, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $44445000.00
- **C.18.a - Value (excl. sponsor support):** $44445000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2051-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: Toronto-Dominion Bank/NY

- **C.1 - Title:** Toronto-Dominion Bank/NY 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2Y1, C.4 - ISIN: US89115D2Y11, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $150118680.00
- **C.18.a - Value (excl. sponsor support):** $150118680.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DA30, C.4 - ISIN: US89115DA301, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $100049590.00
- **C.18.a - Value (excl. sponsor support):** $100049590.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCL8, C.4 - ISIN: US89115DCL82, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $150085680.00
- **C.18.a - Value (excl. sponsor support):** $150085680.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: Toronto-Dominion Bank/NY

- **C.1 - Title:** Toronto-Dominion Bank/NY 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DTT3, C.4 - ISIN: US89115DTT36, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $74984250.00
- **C.18.a - Value (excl. sponsor support):** $74984250.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A0XE8, C.4 - ISIN: US8923A0XE80, C.3 - LEI: 5493006W3QUS5LMH6R84
- **C.18 - Value (incl. sponsor support):** $49360170.00
- **C.18.a - Value (excl. sponsor support):** $49360170.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1A50, C.4 - ISIN: US8923A1A509, C.3 - LEI: 5493006W3QUS5LMH6R84
- **C.18 - Value (incl. sponsor support):** $48872565.00
- **C.18.a - Value (excl. sponsor support):** $48872565.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: Triborough Bridge & Tunnel Authority

- **C.1 - Title:** Triborough Bridge & Tunnel Authority 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RHU2, C.4 - ISIN: US89602RHU23, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $77500000.00
- **C.18.a - Value (excl. sponsor support):** $77500000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2032-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 298: UBS AG/Stamford CT

- **C.1 - Title:** UBS AG/Stamford CT 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DTS9, C.4 - ISIN: US90275DTS98, C.3 - LEI: 549300SZJ9VS8SGXAN81
- **C.18 - Value (incl. sponsor support):** $125051087.50
- **C.18.a - Value (excl. sponsor support):** $125051087.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 299: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLZJ0358 | 2040-09-01      | 4.5000%  | 0.0000% | $72969.37          | $72862.84          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3644 | 2029-06-01      | 6.5000%  | 0.0000% | $2445.00           | $2537.11           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZJ9271 | 2027-11-01      | 5.0000%  | 0.0000% | $12890.02          | $12908.88          | Agency Mortgage-Backed Securities |
| FEPC 05.000 4UZL1054 | 2035-03-01      | 5.0000%  | 0.0000% | $25793.63          | $25765.12          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1648 | 2041-07-01      | 4.5000%  | 0.0000% | $790465.63         | $788742.42         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL2692 | 2042-02-01      | 4.5000%  | 0.0000% | $145216.11         | $142318.61         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL9057 | 2045-02-01      | 4.0000%  | 0.0000% | $71000.52          | $67934.95          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM8566 | 2048-09-01      | 5.0000%  | 0.0000% | $271852.26         | $271434.91         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4418 | 2035-06-01      | 5.5000%  | 0.0000% | $28657.70          | $29570.46          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZA1964 | 2026-11-01      | 6.0000%  | 0.0000% | $18806.88          | $19187.78          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4574 | 2045-08-01      | 3.5000%  | 0.0000% | $200639.47         | $185230.05         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1674 | 2037-03-01      | 5.5000%  | 0.0000% | $1032.92           | $1049.93           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1357 | 2037-03-01      | 5.5000%  | 0.0000% | $820.22            | $847.98            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2788 | 2039-10-01      | 4.5000%  | 0.0000% | $28153.32          | $28126.68          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2847 | 2039-11-01      | 5.0000%  | 0.0000% | $10690.95          | $10852.71          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3144 | 2038-09-01      | 6.5000%  | 0.0000% | $26916.40          | $28410.29          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4486 | 2042-05-01      | 3.0000%  | 0.0000% | $704605.42         | $638613.25         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  | 0.0000% | $485.33            | $499.38            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4756 | 2048-02-01      | 4.0000%  | 0.0000% | $774.64            | $733.97            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS7140 | 2029-01-01      | 2.0000%  | 0.0000% | $21705.66          | $21077.96          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZS9182 | 2035-11-01      | 3.0000%  | 0.0000% | $92627.23          | $89333.09          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9556 | 2041-10-01      | 4.5000%  | 0.0000% | $153615.16         | $153280.43         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9905 | 2045-02-01      | 4.5000%  | 0.0000% | $775.15            | $773.54            | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1138 | 2044-02-01      | 4.5000%  | 0.0000% | $35471.69          | $34869.14          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1597 | 2048-12-01      | 3.0000%  | 0.0000% | $314185.94         | $276966.42         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT2086 | 2049-06-01      | 3.5000%  | 0.0000% | $895402.84         | $816426.02         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0019 | 2034-06-01      | 3.5000%  | 0.0000% | $217959.69         | $214552.64         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0686 | 2037-03-01      | 2.5000%  | 0.0000% | $1085723.30        | $1014447.62        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0735 | 2037-06-01      | 2.5000%  | 0.0000% | $566032.92         | $528776.00         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0908 | 2037-11-01      | 1.5000%  | 0.0000% | $241556.04         | $214362.47         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0950 | 2037-02-01      | 2.0000%  | 0.0000% | $17739804.30       | $16233821.07       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $872.03            | $846.78            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $13324157.79       | $11821783.48       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8176 | 2037-09-01      | 3.0000%  | 0.0000% | $20519838.54       | $19552854.84       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $25015775.86       | $23836874.08       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8272 | 2038-12-01      | 5.0000%  | 0.0000% | $170533.40         | $172403.77         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8332 | 2039-10-01      | 4.0000%  | 0.0000% | $133283.22         | $130573.21         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  | 0.0000% | $180109.88         | $179446.18         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $22838822.65       | $23596234.12       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  | 0.0000% | $39324048.47       | $39729195.41       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $95691.58          | $88047.85          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0295 | 2042-03-01      | 3.5000%  | 0.0000% | $7402443.37        | $7006186.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0469 | 2044-01-01      | 6.0000%  | 0.0000% | $346481.67         | $355428.29         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $193024.79         | $153296.65         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  | 0.0000% | $2971721.98        | $2685796.10        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1093 | 2052-05-01      | 2.0000%  | 0.0000% | $105583.87         | $85228.48          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1267 | 2052-06-01      | 5.0000%  | 0.0000% | $8561227.50        | $8475930.09        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1582 | 2052-05-01      | 3.0000%  | 0.0000% | $30960953.44       | $27056302.49       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $1564008.80        | $1547562.90        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2617 | 2053-03-01      | 5.0000%  | 0.0000% | $836882.32         | $825808.50         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  | 0.0000% | $409327.77         | $414080.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $6946.34           | $6899.16           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1932 | 2052-02-01      | 3.5000%  | 0.0000% | $22849513.58       | $20714122.44       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD2464 | 2052-02-01      | 2.0000%  | 0.0000% | $2280104.22        | $1805183.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9627 | 2055-03-01      | 5.5000%  | 0.0000% | $1151291.18        | $1158506.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0882 | 2055-04-01      | 6.0000%  | 0.0000% | $3813709.90        | $3937336.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0891 | 2055-04-01      | 6.5000%  | 0.0000% | $2732413.57        | $2866001.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0696 | 2055-04-01      | 6.0000%  | 0.0000% | $1026238.16        | $1065827.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1173 | 2055-04-01      | 6.0000%  | 0.0000% | $1293302.95        | $1341196.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1271 | 2055-04-01      | 6.5000%  | 0.0000% | $3293504.79        | $3445464.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1395 | 2055-04-01      | 5.5000%  | 0.0000% | $3029626.25        | $3050720.19        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1443 | 2055-04-01      | 6.5000%  | 0.0000% | $14291023.36       | $14890976.40       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1502 | 2055-04-01      | 6.0000%  | 0.0000% | $9764023.10        | $10033903.95       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1635 | 2055-04-01      | 6.0000%  | 0.0000% | $2320492.40        | $2389137.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2062 | 2055-05-01      | 6.5000%  | 0.0000% | $1628799.93        | $1713285.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2283 | 2055-05-01      | 5.5000%  | 0.0000% | $7668888.34        | $7738050.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3507 | 2055-05-01      | 6.5000%  | 0.0000% | $1259987.09        | $1320576.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4478 | 2055-05-01      | 5.5000%  | 0.0000% | $4417629.71        | $4456242.25        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY3686 | 2055-05-01      | 4.5000%  | 0.0000% | $691159.91         | $662250.08         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4217 | 2055-06-01      | 5.5000%  | 0.0000% | $139167.47         | $139953.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4329 | 2055-05-01      | 5.5000%  | 0.0000% | $14659731.34       | $14787865.54       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5302 | 2055-06-01      | 5.5000%  | 0.0000% | $8799101.70        | $8836564.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4795 | 2055-05-01      | 6.0000%  | 0.0000% | $1220172.10        | $1253222.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4952 | 2055-05-01      | 5.5000%  | 0.0000% | $3266452.47        | $3300552.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5030 | 2050-05-01      | 6.0000%  | 0.0000% | $1866513.04        | $1909286.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5160 | 2055-05-01      | 6.0000%  | 0.0000% | $2735738.20        | $2819359.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5213 | 2055-05-01      | 6.5000%  | 0.0000% | $1828400.70        | $1907870.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6178 | 2055-06-01      | 6.0000%  | 0.0000% | $3255520.67        | $3351823.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6262 | 2055-06-01      | 5.5000%  | 0.0000% | $1157535.00        | $1169620.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5787 | 2055-06-01      | 6.5000%  | 0.0000% | $1681573.70        | $1760666.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6003 | 2055-06-01      | 6.0000%  | 0.0000% | $3910141.53        | $4046047.63        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6008 | 2055-06-01      | 6.5000%  | 0.0000% | $1567345.60        | $1652596.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6067 | 2055-06-01      | 6.0000%  | 0.0000% | $5057025.80        | $5236546.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6160 | 2055-05-01      | 5.5000%  | 0.0000% | $1363695.03        | $1376457.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7112 | 2055-07-01      | 6.0000%  | 0.0000% | $5890787.40        | $6017535.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7164 | 2055-07-01      | 6.0000%  | 0.0000% | $3650307.33        | $3752893.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6306 | 2055-06-01      | 6.0000%  | 0.0000% | $1413413.60        | $1446340.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6323 | 2055-06-01      | 6.0000%  | 0.0000% | $18481382.93       | $18915331.96       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6458 | 2055-06-01      | 5.5000%  | 0.0000% | $9662597.00        | $9747053.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6462 | 2055-06-01      | 6.0000%  | 0.0000% | $2614819.80        | $2684717.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6556 | 2055-06-01      | 5.5000%  | 0.0000% | $4756583.87        | $4784926.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6880 | 2055-06-01      | 5.5000%  | 0.0000% | $1504243.53        | $1518322.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6924 | 2055-06-01      | 5.5000%  | 0.0000% | $4545586.63        | $4571408.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7031 | 2055-06-01      | 6.0000%  | 0.0000% | $1472426.67        | $1521065.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7032 | 2055-06-01      | 6.0000%  | 0.0000% | $1858960.90        | $1918078.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7394 | 2055-06-01      | 5.5000%  | 0.0000% | $1069814.83        | $1079041.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7400 | 2055-07-01      | 5.5000%  | 0.0000% | $2243746.43        | $2260236.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7480 | 2055-07-01      | 6.0000%  | 0.0000% | $46680315.93       | $47663185.53       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7487 | 2055-06-01      | 6.0000%  | 0.0000% | $6576874.23        | $6717115.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7889 | 2055-07-01      | 6.0000%  | 0.0000% | $38724516.83       | $39843203.59       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0804 | 2045-12-01      | 4.5000%  | 0.0000% | $1436232.95        | $1410597.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0664 | 2054-12-01      | 5.5000%  | 0.0000% | $42753088.90       | $42888853.73       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1190 | 2055-05-01      | 5.5000%  | 0.0000% | $28978228.92       | $29428566.71       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $59056998.72       | $58251684.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0070 | 2053-10-01      | 5.5000%  | 0.0000% | $298550.08         | $302644.86         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1011 | 2054-03-01      | 6.0000%  | 0.0000% | $1684938.31        | $1725426.25        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $146520.70         | $145129.34         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2922 | 2053-05-01      | 5.0000%  | 0.0000% | $235675.70         | $233278.35         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $364405.33         | $359792.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $175396.60         | $176929.14         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5405 | 2054-05-01      | 6.5000%  | 0.0000% | $24811999.51       | $26007791.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5594 | 2053-07-01      | 5.5000%  | 0.0000% | $414021.80         | $415814.74         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5605 | 2054-06-01      | 5.5000%  | 0.0000% | $34720162.83       | $35045023.98       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5866 | 2054-07-01      | 6.5000%  | 0.0000% | $36269709.71       | $38460114.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7100 | 2054-12-01      | 5.5000%  | 0.0000% | $21844996.12       | $21944621.45       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7104 | 2054-11-01      | 6.5000%  | 0.0000% | $4826036.90        | $5103076.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6504 | 2053-02-01      | 5.5000%  | 0.0000% | $29830235.01       | $29961922.25       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $244078.13         | $194608.41         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $47810.87          | $45811.14          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7571 | 2054-06-01      | 6.5000%  | 0.0000% | $4643360.24        | $4891761.95        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $525293.40         | $489962.81         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $185697.95         | $178208.93         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8230 | 2052-06-01      | 4.5000%  | 0.0000% | $75581.34          | $72528.08          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $7777403.01        | $7823130.69        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $202535.52         | $182700.90         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8274 | 2052-12-01      | 4.0000%  | 0.0000% | $10049.53          | $9371.49           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $12555286.97       | $12360338.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $1775580.98        | $1814766.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8354 | 2053-07-01      | 3.5000%  | 0.0000% | $615290.84         | $554567.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $204465.43         | $196015.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $13914014.90       | $13970736.17       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $31779.25          | $29605.31          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $131754640.20      | $132173034.46      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $7621523.49        | $7783582.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  | 0.0000% | $351555438.44      | $336851632.27      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3609 | 2052-04-01      | 2.5000%  | 0.0000% | $120518.22         | $100326.71         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3737 | 2053-09-01      | 6.0000%  | 0.0000% | $488386.94         | $501572.57         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD4071 | 2052-03-01      | 2.0000%  | 0.0000% | $239684.92         | $189612.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4167 | 2053-10-01      | 6.0000%  | 0.0000% | $1596748.49        | $1640185.36        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4287 | 2053-09-01      | 4.5000%  | 0.0000% | $2753057.41        | $2673392.19        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5554 | 2049-12-01      | 3.0000%  | 0.0000% | $670320.67         | $589248.52         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA7974 | 2050-03-01      | 5.0000%  | 0.0000% | $945853.51         | $937485.34         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8065 | 2050-03-01      | 3.0000%  | 0.0000% | $5106.37           | $4476.31           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB5146 | 2050-11-01      | 2.0000%  | 0.0000% | $399782.79         | $319446.09         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB6406 | 2050-12-01      | 2.5000%  | 0.0000% | $4977853.73        | $4162326.42        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB6642 | 2050-12-01      | 1.5000%  | 0.0000% | $97024.41          | $73152.36          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9394 | 2051-03-01      | 2.0000%  | 0.0000% | $469837.74         | $376349.95         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC3690 | 2051-07-01      | 2.5000%  | 0.0000% | $68005.20          | $57312.32          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2693 | 2054-10-01      | 5.0000%  | 0.0000% | $471163.72         | $465158.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2216 | 2054-08-01      | 6.0000%  | 0.0000% | $179294.43         | $183332.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4068 | 2055-01-01      | 5.5000%  | 0.0000% | $11846877.78       | $11884498.20       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0024 | 2055-06-01      | 4.0000%  | 0.0000% | $1431898.20        | $1333338.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0028 | 2055-06-01      | 6.0000%  | 0.0000% | $25578228.13       | $26106503.80       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC6516 | 2051-09-01      | 2.5000%  | 0.0000% | $898836.79         | $745426.83         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9941 | 2051-11-01      | 2.5000%  | 0.0000% | $104832.20         | $87035.03          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5035 | 2052-01-01      | 2.0000%  | 0.0000% | $541797.55         | $428604.19         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | 0.0000% | $76284.44          | $63988.06          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  | 0.0000% | $36461.66          | $30664.94          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE2241 | 2052-05-01      | 4.5000%  | 0.0000% | $77895.89          | $75487.58          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $2099254.18        | $1891300.90        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5589 | 2052-05-01      | 3.5000%  | 0.0000% | $6822373.27        | $6156028.28        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5714 | 2052-07-01      | 3.5000%  | 0.0000% | $554365.36         | $500163.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  | 0.0000% | $6574.99           | $6641.33           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0655 | 2052-08-01      | 5.0000%  | 0.0000% | $287971.34         | $284018.88         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  | 0.0000% | $132391.54         | $127052.85         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF9548 | 2053-03-01      | 4.5000%  | 0.0000% | $2275727.46        | $2184108.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1995 | 2053-05-01      | 6.0000%  | 0.0000% | $104700.06         | $106962.57         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $2376.85           | $2450.85           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6737 | 2053-06-01      | 6.0000%  | 0.0000% | $87153.52          | $89876.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8593 | 2053-08-01      | 5.5000%  | 0.0000% | $57815.17          | $58110.41          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1800 | 2053-09-01      | 5.5000%  | 0.0000% | $904071.99         | $918958.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0882 | 2054-07-01      | 5.5000%  | 0.0000% | $943625.13         | $946621.66         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0918 | 2054-08-01      | 7.0000%  | 0.0000% | $933812.60         | $992170.18         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1448 | 2054-08-01      | 6.5000%  | 0.0000% | $173854.20         | $181816.91         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1568 | 2054-08-01      | 6.5000%  | 0.0000% | $1382096.14        | $1437153.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3141 | 2054-09-01      | 5.5000%  | 0.0000% | $1075486.84        | $1078902.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3361 | 2054-09-01      | 6.0000%  | 0.0000% | $1123729.97        | $1159188.52        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3395 | 2054-09-01      | 6.5000%  | 0.0000% | $2125903.92        | $2219152.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3462 | 2054-09-01      | 5.5000%  | 0.0000% | $966666.51         | $969736.21         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQJ6339 | 2054-10-01      | 3.5000%  | 0.0000% | $33027.81          | $29754.97          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7525 | 2054-10-01      | 5.5000%  | 0.0000% | $343549.07         | $344640.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ8523 | 2054-11-01      | 5.5000%  | 0.0000% | $241643.16         | $242410.51         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8689 | 2054-11-01      | 4.5000%  | 0.0000% | $2900002.72        | $2778710.11        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9420 | 2054-11-01      | 7.0000%  | 0.0000% | $155529.31         | $165294.82         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9490 | 2054-11-01      | 5.5000%  | 0.0000% | $229730.58         | $230460.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTQK1750 | 2045-06-01      | 6.0000%  | 0.0000% | $3440286.43        | $3529986.17        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8675 | 2036-11-01      | 2.0000%  | 0.0000% | $5013580.78        | $4587777.92        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN9910 | 2037-04-01      | 1.5000%  | 0.0000% | $973468.40         | $864190.08         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $1214.77           | $972.78            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA3217 | 2050-08-01      | 1.5000%  | 0.0000% | $132295.14         | $100104.21         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5282 | 2051-05-01      | 2.0000%  | 0.0000% | $890064.49         | $712738.82         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  | 0.0000% | $453698.25         | $341833.65         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5155 | 2051-05-01      | 2.0000%  | 0.0000% | $724928.20         | $573498.03         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7177 | 2052-04-01      | 2.5000%  | 0.0000% | $842490.48         | $698385.76         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6622 | 2052-01-01      | 2.5000%  | 0.0000% | $1852449.33        | $1553022.92        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6771 | 2052-02-01      | 2.0000%  | 0.0000% | $1933140.88        | $1529251.91        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $234703.01         | $212200.97         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $14243.89          | $13269.57          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7912 | 2052-10-01      | 4.5000%  | 0.0000% | $7362938.39        | $7073648.54        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $135578.54         | $134227.88         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7944 | 2052-09-01      | 5.5000%  | 0.0000% | $3432916.33        | $3478232.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8328 | 2052-12-01      | 5.0000%  | 0.0000% | $938264.70         | $925582.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8419 | 2053-01-01      | 6.0000%  | 0.0000% | $735523.88         | $755362.67         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $83593.02          | $82432.98          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $737715.40         | $773955.75         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5351 | 2045-06-01      | 6.0000%  | 0.0000% | $5630762.09        | $5775266.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5356 | 2045-06-01      | 6.0000%  | 0.0000% | $11572855.03       | $11874597.94       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  | 0.0000% | $625.47            | $585.78            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRC2262 | 2036-08-01      | 3.5000%  | 0.0000% | $909489.50         | $879774.16         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2527 | 2037-03-01      | 2.5000%  | 0.0000% | $29599.56          | $27608.81          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2550 | 2037-04-01      | 2.5000%  | 0.0000% | $7161.67           | $6722.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3475 | 2040-02-01      | 5.5000%  | 0.0000% | $4243993.28        | $4352747.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3542 | 2040-06-01      | 5.5000%  | 0.0000% | $8700100.53        | $8923062.85        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC2951 | 2038-07-01      | 4.5000%  | 0.0000% | $1041680.40        | $1041682.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC2953 | 2038-07-01      | 4.5000%  | 0.0000% | $984732.86         | $983012.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC2954 | 2038-07-01      | 4.5000%  | 0.0000% | $1133748.88        | $1131012.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | 0.0000% | $764751.04         | $728935.19         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC3009 | 2039-01-01      | 4.0000%  | 0.0000% | $758814.30         | $743393.09         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3453 | 2040-01-01      | 6.5000%  | 0.0000% | $4276193.56        | $4496529.19        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CNRD5203 | 2034-06-01      | 6.5000%  | 0.0000% | $1709044.19        | $1798273.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2045 | 2046-06-01      | 2.5000%  | 0.0000% | $470704.92         | $417398.01         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6910 | 2054-06-01      | 5.5000%  | 0.0000% | $124763.53         | $125159.72         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9435 | 2054-07-01      | 6.5000%  | 0.0000% | $100400.71         | $105114.94         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQO0107 | 2037-04-01      | 1.5000%  | 0.0000% | $44460.49          | $39466.39          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0636 | 2037-08-01      | 3.0000%  | 0.0000% | $368512.59         | $351152.94         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0692 | 2037-08-01      | 4.0000%  | 0.0000% | $196983.72         | $194006.75         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO1739 | 2038-11-01      | 3.5000%  | 0.0000% | $1033506.95        | $998672.02         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1150 | 2038-02-01      | 5.0000%  | 0.0000% | $1188659.56        | $1202107.79        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1405 | 2038-06-01      | 3.0000%  | 0.0000% | $2381798.17        | $2270248.24        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1532 | 2038-08-01      | 5.0000%  | 0.0000% | $1072522.55        | $1085547.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2671 | 2039-11-01      | 4.5000%  | 0.0000% | $1116631.33        | $1115021.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3489 | 2040-04-01      | 5.0000%  | 0.0000% | $2078979.96        | $2100758.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3506 | 2040-04-01      | 5.0000%  | 0.0000% | $2926907.33        | $2958918.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2830 | 2039-12-01      | 5.0000%  | 0.0000% | $1124579.81        | $1138083.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3266 | 2040-03-01      | 5.5000%  | 0.0000% | $1033969.07        | $1059984.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3319 | 2040-03-01      | 5.0000%  | 0.0000% | $2036195.30        | $2057530.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3438 | 2040-04-01      | 6.0000%  | 0.0000% | $1389526.53        | $1437996.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3449 | 2040-04-01      | 5.0000%  | 0.0000% | $1603106.16        | $1622067.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3703 | 2040-06-01      | 5.5000%  | 0.0000% | $2535560.87        | $2602559.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3729 | 2040-07-01      | 5.5000%  | 0.0000% | $1053561.30        | $1080080.02        | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $8919.29           | $9217.96           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0950 | 2054-11-01      | 5.5000%  | 0.0000% | $94402.01          | $95781.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1156 | 2054-12-01      | 5.5000%  | 0.0000% | $1256742.79        | $1282507.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1372 | 2054-12-01      | 6.0000%  | 0.0000% | $96083.72          | $99014.59          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1499 | 2054-12-01      | 5.5000%  | 0.0000% | $479447.77         | $482452.74         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2185 | 2054-12-01      | 5.5000%  | 0.0000% | $5164840.96        | $5181242.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3519 | 2055-01-01      | 6.0000%  | 0.0000% | $3453386.66        | $3562217.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3188 | 2054-12-01      | 5.5000%  | 0.0000% | $1358139.55        | $1362452.40        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX3609 | 2055-01-01      | 4.5000%  | 0.0000% | $1122477.50        | $1079559.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5018 | 2055-02-01      | 6.5000%  | 0.0000% | $175382.25         | $182671.68         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5657 | 2055-02-01      | 6.0000%  | 0.0000% | $2348159.68        | $2414148.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5917 | 2055-02-01      | 6.0000%  | 0.0000% | $1300786.57        | $1350968.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7092 | 2055-02-01      | 6.0000%  | 0.0000% | $1269001.14        | $1310919.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX6490 | 2055-02-01      | 4.5000%  | 0.0000% | $120191.15         | $115164.04         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6804 | 2055-02-01      | 6.5000%  | 0.0000% | $940576.51         | $984548.57         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6816 | 2055-02-01      | 6.0000%  | 0.0000% | $1756808.51        | $1808777.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8070 | 2055-03-01      | 6.0000%  | 0.0000% | $1642675.38        | $1698556.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7487 | 2055-01-01      | 6.5000%  | 0.0000% | $1019710.43        | $1067673.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8174 | 2055-03-01      | 6.0000%  | 0.0000% | $1620535.53        | $1683056.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8211 | 2055-02-01      | 4.5000%  | 0.0000% | $3361577.73        | $3224307.71        | Agency Mortgage-Backed Securities |

### Security 300: United Overseas Bank Ltd.

- **C.1 - Title:** United Overseas Bank Ltd. 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RGY7, C.4 - ISIN: US91127RGY71, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $57005506.20
- **C.18.a - Value (excl. sponsor support):** $57005506.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 301: United Overseas Bank Ltd.

- **C.1 - Title:** United Overseas Bank Ltd. 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHD2, C.4 - ISIN: US91127RHD26, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $65004465.50
- **C.18.a - Value (excl. sponsor support):** $65004465.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 6.8600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $57.60             | $55.39             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $195.81            | $199.35            | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 7.1210%  | 0.0000% | $1208.82           | $1262.79           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $95.24             | $95.53             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $16051102.20       | $15240059.62       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $637.35            | $575.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $8933383.78        | $7982037.97        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399             | 2048-06-01      | 4.0000%  | 0.0000% | $269.60            | $254.37            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $7202587.97        | $6899385.42        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083             | 2036-01-01      | 1.5000%  | 0.0000% | $4897.07           | $4363.12           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $1986.84           | $1813.43           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $14148973.78       | $12564909.69       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $341114.38         | $286349.45         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007             | 2049-03-01      | 3.0000%  | 0.0000% | $20193982.71       | $17814821.91       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $2107425.32        | $2026089.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $1674.92           | $1354.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $5723072.53        | $5650147.87        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $5693328.09        | $5468043.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $1498.52           | $1514.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $12837820.88       | $13167140.94       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2344             | 2053-02-01      | 5.0000%  | 0.0000% | $1594.15           | $1573.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $4019124.52        | $4205740.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $32181784.69       | $32413189.62       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $3005455.55        | $3016856.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $314873.63         | $328243.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $33922777.02       | $34659692.80       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $50363760.51       | $43638016.07       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $16441675.50       | $16528496.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $896.61            | $908.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $9668918.23        | $8715915.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $1639086.26        | $1669115.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $940567.52         | $953147.19         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077             | 2052-10-01      | 4.0000%  | 0.0000% | $874.61            | $820.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125             | 2053-01-01      | 5.5000%  | 0.0000% | $1939.75           | $1969.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149             | 2052-08-01      | 4.5000%  | 0.0000% | $46533834.53       | $44760988.50       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $42808693.30       | $43129611.07       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602             | 2053-05-01      | 5.0000%  | 0.0000% | $15455951.67       | $15255020.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317             | 2054-02-01      | 5.5000%  | 0.0000% | $5907846.33        | $5945624.39        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $13974509.74       | $10504699.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300             | 2053-02-01      | 5.5000%  | 0.0000% | $38202720.84       | $38397805.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383             | 2053-12-01      | 5.5000%  | 0.0000% | $847.56            | $850.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $13205784.17       | $13361897.09       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887             | 2053-04-01      | 4.5000%  | 0.0000% | $24340577.97       | $23360674.98       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $15116360.24       | $15551459.47       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $5721170.00        | $5483851.42        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $11155505.37       | $10584970.68       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $8956367.58        | $7949910.70        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $189537.58         | $158768.79         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $9256397.95        | $7730563.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281             | 2054-09-01      | 6.0000%  | 0.0000% | $1434003.16        | $1468462.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $1926700.38        | $1975972.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $20764615.59       | $21011518.41       | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M                 | 2048-02-20      | 3.0000%  | 0.0000% | $153.66            | $137.71            | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M                 | 2048-03-20      | 3.5000%  | 0.0000% | $256.01            | $235.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                 | 2049-12-20      | 3.0000%  | 0.0000% | $5721811.38        | $5078700.76        | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M                 | 2050-02-20      | 2.5000%  | 0.0000% | $4042671.89        | $3446353.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M                 | 2050-02-20      | 3.0000%  | 0.0000% | $7629602.02        | $6769644.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $44435562.64       | $39425749.21       | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M                 | 2050-06-20      | 3.0000%  | 0.0000% | $17941959.00       | $15911766.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M                 | 2052-03-20      | 2.5000%  | 0.0000% | $11152456.73       | $9486724.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M                 | 2051-08-20      | 3.0000%  | 0.0000% | $19535752.74       | $17287317.84       | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M                 | 2051-09-20      | 2.5000%  | 0.0000% | $6827081.29        | $5807449.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M                 | 2051-11-20      | 3.0000%  | 0.0000% | $21463098.89       | $18977815.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M                 | 2051-12-20      | 2.5000%  | 0.0000% | $11965875.52       | $10178686.93       | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                 | 2052-01-20      | 2.5000%  | 0.0000% | $731.05            | $621.86            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $14970425.26       | $13240692.43       | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M                 | 2052-02-20      | 3.0000%  | 0.0000% | $12506094.58       | $11060435.91       | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $16283420.24       | $14785662.19       | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M                 | 2053-06-20      | 5.5000%  | 0.0000% | $35612853.05       | $35950838.82       | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $33355563.50       | $31173149.74       | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M                 | 2052-08-20      | 4.0000%  | 0.0000% | $44614638.90       | $41697788.32       | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M                 | 2052-08-20      | 4.5000%  | 0.0000% | $9614740.70        | $9293464.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M                 | 2052-09-20      | 3.5000%  | 0.0000% | $176993.86         | $160603.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                 | 2052-09-20      | 4.0000%  | 0.0000% | $15860226.29       | $14826491.99       | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                 | 2052-09-20      | 5.0000%  | 0.0000% | $12788236.54       | $12658535.40       | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                 | 2053-01-20      | 6.0000%  | 0.0000% | $22554418.71       | $22997643.10       | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $12434965.15       | $12556648.20       | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                 | 2054-07-20      | 5.5000%  | 0.0000% | $26167281.65       | $26302319.37       | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                 | 2053-07-20      | 5.5000%  | 0.0000% | $14566194.62       | $14707305.44       | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M                 | 2053-07-20      | 5.0000%  | 0.0000% | $39027987.22       | $38505706.03       | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $22996053.58       | $23792777.40       | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $89115.44          | $89794.55          | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $33588541.34       | $32241137.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $29189322.01       | $29408841.94       | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                 | 2054-04-20      | 5.5000%  | 0.0000% | $103132.02         | $103826.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $41566042.22       | $42957927.33       | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $18464634.83       | $16326534.75       | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $15247745.38       | $12129994.84       | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $14050362.19       | $12544015.04       | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $19590179.20       | $17489885.61       | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $17725811.03       | $15868065.27       | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $499082.19         | $443751.28         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $879.88            | $796.37            | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $16950409.81       | $15666945.49       | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $19004467.14       | $17565453.10       | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $46233285.42       | $45543382.07       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $818.43            | $763.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $819.90            | $827.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $4419.74           | $4533.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $7223401.01        | $7265358.54        | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10                | 2025-10-20      | 4.7000%  | 0.0000% | $46254.55          | $46717.95          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $298.32            | $261.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $208.43            | $195.97            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $21630714.97       | $18060995.67       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $6826798.76        | $5697706.93        | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M                 | 2054-10-20      | 4.5000%  | 0.0000% | $21850150.55       | $20953311.12       | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $17312563.47       | $17054221.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $6476770.67        | $6603283.60        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $26016939.84       | $26952595.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $6944026.92        | $6978403.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $2122.83           | $2099.72           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $28066.34          | $25580.97          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $21953885.80       | $22495539.38       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $963.64            | $969.92            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $14454545.45       | $14538410.73       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $14658836.36       | $14759249.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $6661857.63        | $6402173.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $6774015.47        | $6114379.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $10658371.37       | $9921605.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $6448735.34        | $6133529.03        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.8010%  | 0.0000% | $40.53             | $42.05             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $2330.17           | $2277.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $6139089.65        | $5491671.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $7963418.13        | $7112142.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $2881473.28        | $2662015.79        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.4850%  | 0.0000% | $521575.11         | $517787.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0508             | 2053-10-01      | 6.0000%  | 0.0000% | $786.48            | $802.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $8386968.69        | $8475036.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $2987061.81        | $3015016.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $439.62            | $403.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $2712258.08        | $2640006.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $290996.64         | $257895.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $8769401.54        | $7735758.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $17660323.47       | $14405594.53       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $68701.84          | $57992.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $15956264.08       | $13432204.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $671.57            | $563.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $572971.91         | $483160.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $10734385.08       | $8923299.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $742.77            | $619.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $11082719.81       | $8829282.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $6177044.56        | $6144570.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $40141248.04       | $31791511.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $9688048.16        | $8131797.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $7668662.42        | $6755069.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $1612.41           | $1454.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $10633517.86       | $10555858.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $3076355.61        | $2951550.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $446179.49         | $443806.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $13811539.11       | $14199634.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $432.71            | $409.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $3579184.40        | $3107471.75        | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                 | 2054-11-20      | 5.5000%  | 0.0000% | $28295905.39       | $28446370.45       | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M                 | 2055-01-20      | 5.0000%  | 0.0000% | $40286.02          | $39684.78          | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M                 | 2055-02-20      | 5.5000%  | 0.0000% | $4756000.92        | $4781286.47        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                 | 2055-05-20      | 5.5000%  | 0.0000% | $627537.45         | $630775.89         | Agency Mortgage-Backed Securities  |
| GNMI SP 781485 X                 | 2032-08-15      | 6.0000%  | 0.0000% | $3.23              | $3.35              | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $327742.03         | $299061.14         | Agency Mortgage-Backed Securities  |
| GNII SP 786529 C                 | 2052-11-20      | 4.5000%  | 0.0000% | $6924468.72        | $6700489.85        | Agency Mortgage-Backed Securities  |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $1621029.09        | $1721207.47        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $3469669.09        | $3561671.15        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $1060.00           | $818.13            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $19588842.40       | $14555935.99       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $289.09            | $222.87            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $192.73            | $168.57            | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                    | 2044-02-15      | 1.3750%  | 0.0000% | $5270113.22        | $4439747.65        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $8952085.45        | $6358050.43        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $1503272.73        | $1135104.23        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $11452625.45       | $8011297.08        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $16553538.18       | $11427950.28       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $5629081.82        | $3718435.70        | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $28523.64          | $21648.73          | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $96.36             | $72.21             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $57529.09          | $40918.17          | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $1156.36           | $868.46            | U.S. Treasuries (including strips) |
| 1 TRIB 48                        | 2048-02-15      | 1.0000%  | 0.0000% | $125.31            | $92.33             | U.S. Treasuries (including strips) |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $6013337.17        | $5357801.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $8488523.42        | $7832785.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $9365397.83        | $9267920.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $26069981.96       | $25929719.67       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $1611070.69        | $1589712.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $37921990.12       | $37509162.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $2891315.97        | $2859837.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $8055670.56        | $8047210.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $525427.02         | $519706.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $27562263.13       | $27827840.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $12630312.36       | $13359158.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $85813.97          | $87778.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $28843696.80       | $29198144.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $30153943.76       | $29695024.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $1108661.62        | $1113209.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $15085385.80       | $15583676.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $121234.88         | $119481.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109             | 2055-02-01      | 4.5000%  | 0.0000% | $9945405.84        | $9538678.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $9252104.91        | $8839000.48        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $9916760.71        | $9106264.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $6738677.00        | $6564138.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $17701408.71       | $15417159.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $6023088.57        | $5235116.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $20888502.14       | $17536793.43       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $5399070.48        | $4328370.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $5242380.70        | $4548256.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $50422.00          | $49092.27          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $4073202.09        | $3397009.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $37998645.06       | $37516433.82       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $16626576.67       | $16013637.92       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $3381767.39        | $2683926.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $13353575.61       | $12810151.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $5551667.62        | $5486084.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695             | 2053-05-01      | 5.0000%  | 0.0000% | $17314456.70       | $17206289.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672             | 2053-12-01      | 6.0000%  | 0.0000% | $499432.89         | $513674.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $9755609.29        | $9795378.58        | Agency Mortgage-Backed Securities  |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $1525918.18        | $1158950.50        | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $854649.09         | $638826.99         | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $57914.55          | $43131.68          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $96.36             | $69.22             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $2137827.27        | $1352639.41        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $8672.73           | $5576.24           | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $96.36             | $57.03             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $9395454.55        | $4942810.06        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $1008541.82        | $641214.50         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $1494985.45        | $846114.53         | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                    | 2051-02-15      | 0.1250%  | 0.0000% | $118.69            | $64.48             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $11438460.00       | $7250756.86        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $192.73            | $139.91            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $163721.82         | $109255.54         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $1966589.09        | $1384871.55        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $10768925.45       | $8917892.55        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $7061141.82        | $5993393.56        | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $5863630.91        | $5135801.86        | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $6590983.64        | $6024508.36        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $12527.27          | $10350.26          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $606127.27         | $549361.61         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $690734.55         | $564110.65         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $17448949.09       | $15614536.71       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $88750.91          | $80297.85          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $1077249.09        | $1040746.08        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $796927.27         | $791081.41         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $10447745.45       | $10460643.20       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $5602678.18        | $5179459.98        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                    | 2054-02-15      | 2.1250%  | 0.0000% | $1613454.98        | $1488211.71        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $16238718.18       | $15911211.95       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $964214.55         | $895404.62         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $96.36             | $97.26             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $514581.82         | $503218.76         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $778425.45         | $767316.95         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                  | 2026-01-31      | 2.6250%  | 0.0000% | $96.36             | $96.52             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $96.36             | $93.67             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $964021.82         | $919073.10         | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $7693094.55        | $7518322.82        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $2805434.55        | $2743080.26        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 25                  | 2025-07-15      | 0.3750%  | 0.0000% | $1758424.75        | $1759994.35        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $958432.73         | $887373.64         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                  | 2026-08-31      | 1.3750%  | 0.0000% | $9634340.00        | $9395797.83        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $4817700.00        | $4675454.85        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $963925.45         | $876512.77         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $5782107.27        | $5454497.73        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $5478369.09        | $4710078.50        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $1405367.27        | $1200028.78        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $963250.91         | $900388.78         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $8865454.55        | $7600032.81        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $2488494.55        | $2312924.52        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $1830.91           | $1789.74           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $12526983.64       | $11760556.76       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $96.36             | $93.86             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $1349090.91        | $1190703.93        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $338140.00         | $328361.92         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $96.36             | $93.19             | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $19947.27          | $18457.85          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $1576027.27        | $1521187.11        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $18940080.00       | $17587553.96       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $2952870.91        | $2852401.86        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $9636749.09        | $8247898.40        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $963540.00         | $896011.76         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $144545.45         | $135971.08         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $765416.36         | $676480.65         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $96.36             | $90.82             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $372734.55         | $363467.63         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $1534205.45        | $1469658.45        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $96.36             | $95.05             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $963.64            | $897.25            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $6020800.00        | $5931927.30        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $96.36             | $97.64             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                 | 2025-10-15      | 4.2500%  | 0.0000% | $14743.64          | $14870.21          | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27                 | 2027-10-15      | 1.6250%  | 0.0000% | $888840.07         | $902252.95         | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $5685165.45        | $5771531.28        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $591287.27         | $597359.95         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $2408030.91        | $2423719.79        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $963732.73         | $972275.03         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $8064094.55        | $7865084.67        | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $17943872.73       | $18337541.02       | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28                  | 2028-04-15      | 1.2500%  | 0.0000% | $9715584.71        | $9715775.42        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $289090.91         | $276306.08         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-15      | 4.5000%  | 0.0000% | $2012072.73        | $2063886.34        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $565847.27         | $579417.19         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $963058.18         | $960496.41         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $10900365.45       | $11267119.98       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $96.36             | $100.95            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $160541.82         | $162990.60         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $434214.55         | $446387.78         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $3856954.55        | $3948646.18        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $26857509.09       | $26689891.38       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 4.8750%  | 0.0000% | $3924409.09        | $3980500.05        | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $32206160.46       | $27907496.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $837.59            | $738.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595             | 2051-11-01      | 3.0000%  | 0.0000% | $28061169.44       | $24940028.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $1912472.24        | $1935319.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $56843.54          | $49252.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $33000562.59       | $33683784.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $30158634.47       | $30871413.68       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.4380%  | 0.0000% | $32.65             | $32.43             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $7198812.69        | $7186819.47        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 6.4050%  | 0.0000% | $34.39             | $35.38             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $5175641.46        | $4872967.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $7020726.31        | $6784299.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $5982368.83        | $5683622.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $4627540.00        | $4502423.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $1342.68           | $1163.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437             | 2051-10-01      | 2.0000%  | 0.0000% | $2284213.64        | $1808320.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492             | 2051-12-01      | 2.0000%  | 0.0000% | $19573143.05       | $15523285.77       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $6819344.94        | $6366824.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153             | 2040-10-01      | 2.5000%  | 0.0000% | $41736484.41       | $37859327.32       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154             | 2035-10-01      | 1.5000%  | 0.0000% | $486.93            | $434.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $19725.34          | $18448.33          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355             | 2051-06-01      | 2.0000%  | 0.0000% | $10432113.64       | $8261515.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $677.64            | $565.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $8939900.28        | $7911721.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $4888639.61        | $4424300.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $826.58            | $830.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191             | 2053-11-01      | 6.0000%  | 0.0000% | $24187420.59       | $24718415.09       | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $34554747.27       | $35218466.21       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                 | 2026-05-31      | 4.8750%  | 0.0000% | $289.09            | $292.27            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $1183827.27        | $1231924.98        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $18550192.73       | $18880497.46       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $986185.45         | $1017812.58        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $6841.82           | $7013.43           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $11852.73          | $11722.72          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $962865.45         | $964517.79         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $3112256.36        | $3131734.92        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $9205714.55        | $9228840.95        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $1059710.91        | $1050054.80        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $1981140.00        | $1999979.92        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $17538.18          | $17655.01          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $4818181.82        | $4885632.75        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $1093823.64        | $1106758.27        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $963636.36         | $969134.87         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $395187.27         | $409537.91         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $1278070.91        | $1305172.75        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $4405167.27        | $4482086.55        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $963154.55         | $971349.92         | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $11927890.91       | $12001049.85       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $2601.82           | $2613.90           | U.S. Treasuries (including strips) |
| TINT 02/15/28                    | 2028-02-15      | 0.0000%  | 0.0000% | $540117.04         | $488899.90         | U.S. Treasuries (including strips) |

### Security 303: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930LUR2, C.4 - ISIN: US93930LUR22, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $199392260.00
- **C.18.a - Value (excl. sponsor support):** $199392260.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930LV83, C.4 - ISIN: US93930LV835, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $210580967.29
- **C.18.a - Value (excl. sponsor support):** $210580967.29
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: Washington Morgan Capital Co. LLC

- **C.1 - Title:** Washington Morgan Capital Co. LLC 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N2Y4, C.4 - ISIN: US93930N2Y40, C.3 - LEI: 549300GOPVLTY8C8IN16
- **C.18 - Value (incl. sponsor support):** $100019720.00
- **C.18.a - Value (excl. sponsor support):** $100019720.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTJ3, C.4 - ISIN: US95001KTJ33, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $100006970.00
- **C.18.a - Value (excl. sponsor support):** $100006970.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 307: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.400000%
- **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: 959JHQ005, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHQ005_4.40_0701
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 7.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLZL2905 | 2042-04-01      | 3.5000%  | 0.0000% | $5301401.42        | $4991372.51        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1406 | 2046-07-01      | 3.0000%  | 0.0000% | $7452747.40        | $6626742.01        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7210 | 2048-07-01      | 4.0000%  | 0.0000% | $5218451.68        | $4940659.01        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0534 | 2042-05-01      | 4.0000%  | 0.0000% | $15087535.55       | $14499472.03       | Agency Mortgage-Backed Securities |
| 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $854000.00         | $825038.87         | Agency Mortgage-Backed Securities |
| 5.75 FHOR 26-40 BS   | 2040-04-24      | 5.7500%  | 0.0000% | $1586666.67        | $1601645.85        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2166 | 2048-12-01      | 4.0000%  | 0.0000% | $351790.40         | $333446.01         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4594 | 2044-12-01      | 4.0000%  | 0.0000% | $645317.01         | $613772.77         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4667 | 2046-06-01      | 3.0000%  | 0.0000% | $735495.95         | $653977.74         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | 0.0000% | $119476.51         | $109547.95         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0397 | 2046-10-01      | 4.0000%  | 0.0000% | $727921.69         | $683729.72         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $363569.22         | $344140.17         | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1132 | 2043-12-01      | 4.5000%  | 0.0000% | $1319163.07        | $1306843.41        | Agency Mortgage-Backed Securities |
| FEPC 03.000 ZLZT2412 | 2045-04-01      | 3.0000%  | 0.0000% | $7946661.61        | $7173893.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0484 | 2035-12-01      | 2.5000%  | 0.0000% | $495891.56         | $464423.72         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0546 | 2036-01-01      | 2.0000%  | 0.0000% | $775497.17         | $714130.62         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $18191286.86       | $16978671.85       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB1005 | 2038-10-01      | 3.5000%  | 0.0000% | $841294.38         | $812778.24         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8136 | 2037-01-01      | 1.5000%  | 0.0000% | $6343206.28        | $5631082.00        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $1381228.36        | $1316136.14        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8292 | 2039-04-01      | 4.5000%  | 0.0000% | $1665261.30        | $1659124.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $65323556.21       | $66797683.90       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $155420.65         | $133551.42         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0777 | 2051-11-01      | 2.5000%  | 0.0000% | $639176.18         | $536135.15         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $9401025.27        | $8894988.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1477 | 2052-08-01      | 4.5000%  | 0.0000% | $39791948.61       | $38325098.00       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2598 | 2053-03-01      | 6.0000%  | 0.0000% | $1089709.67        | $1113869.98        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9261 | 2055-04-01      | 7.0000%  | 0.0000% | $4550350.01        | $4830368.95        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9299 | 2055-03-01      | 7.0000%  | 0.0000% | $997063.40         | $1060000.92        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9919 | 2055-03-01      | 7.0000%  | 0.0000% | $1177113.85        | $1253624.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9972 | 2055-04-01      | 5.5000%  | 0.0000% | $1026332.21        | $1037222.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY0098 | 2055-04-01      | 5.0000%  | 0.0000% | $8527546.38        | $8386567.09        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0296 | 2055-04-01      | 7.0000%  | 0.0000% | $3300482.90        | $3504795.63        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0524 | 2055-03-01      | 7.0000%  | 0.0000% | $1075970.93        | $1145854.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1274 | 2055-04-01      | 5.5000%  | 0.0000% | $877951.33         | $884444.27         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1451 | 2055-04-01      | 6.0000%  | 0.0000% | $3950652.12        | $4039756.45        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1580 | 2055-04-01      | 7.0000%  | 0.0000% | $2936610.53        | $3111547.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2636 | 2055-04-01      | 6.5000%  | 0.0000% | $3118439.15        | $3263705.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1802 | 2055-05-01      | 5.5000%  | 0.0000% | $3753123.22        | $3782448.46        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1820 | 2055-05-01      | 7.0000%  | 0.0000% | $1051286.34        | $1117647.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY3138 | 2055-05-01      | 4.5000%  | 0.0000% | $4185693.76        | $4015022.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3208 | 2055-04-01      | 6.5000%  | 0.0000% | $870794.87         | $905610.22         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3422 | 2055-05-01      | 6.0000%  | 0.0000% | $9581392.88        | $9836970.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3466 | 2055-05-01      | 6.0000%  | 0.0000% | $2437962.08        | $2510082.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4496 | 2055-06-01      | 6.0000%  | 0.0000% | $1818642.17        | $1872441.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3631 | 2055-05-01      | 5.5000%  | 0.0000% | $2259916.72        | $2292935.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4191 | 2055-06-01      | 5.5000%  | 0.0000% | $6405813.52        | $6449427.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4340 | 2055-06-01      | 5.5000%  | 0.0000% | $6203650.62        | $6242532.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5345 | 2055-06-01      | 6.0000%  | 0.0000% | $7347060.00        | $7567106.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4615 | 2055-05-01      | 5.0000%  | 0.0000% | $2734121.80        | $2688950.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4717 | 2055-05-01      | 6.0000%  | 0.0000% | $1223926.19        | $1264355.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5069 | 2055-06-01      | 5.5000%  | 0.0000% | $13236682.67       | $13287518.89       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5452 | 2055-06-01      | 6.0000%  | 0.0000% | $4805696.00        | $4958518.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5647 | 2055-06-01      | 6.0000%  | 0.0000% | $3232476.80        | $3334074.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5734 | 2055-06-01      | 5.0000%  | 0.0000% | $1137645.60        | $1120240.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5831 | 2055-06-01      | 5.5000%  | 0.0000% | $9651768.00        | $9781782.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6035 | 2055-06-01      | 5.5000%  | 0.0000% | $3782628.27        | $3804641.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6346 | 2055-06-01      | 5.0000%  | 0.0000% | $4666200.00        | $4585791.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6380 | 2055-06-01      | 6.0000%  | 0.0000% | $17006677.33       | $17362785.81       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6407 | 2055-06-01      | 5.5000%  | 0.0000% | $4769072.00        | $4830586.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6729 | 2055-06-01      | 5.0000%  | 0.0000% | $1475790.40        | $1457801.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0870 | 2053-09-01      | 5.0000%  | 0.0000% | $11364493.61       | $11237686.07       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0397 | 2054-08-01      | 6.5000%  | 0.0000% | $11127331.29       | $11637298.12       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1699 | 2055-06-01      | 6.5000%  | 0.0000% | $12596475.73       | $13169931.69       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL1284 | 2052-04-01      | 2.5000%  | 0.0000% | $12643240.46       | $10647844.92       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2551 | 2050-11-01      | 4.0000%  | 0.0000% | $13760990.15       | $12997547.24       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3051 | 2053-06-01      | 5.0000%  | 0.0000% | $4571580.02        | $4521949.94        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3119 | 2052-08-01      | 3.5000%  | 0.0000% | $8382401.04        | $7637787.70        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3380 | 2053-07-01      | 6.5000%  | 0.0000% | $20056200.54       | $21268038.51       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5329 | 2054-05-01      | 6.5000%  | 0.0000% | $31436927.02       | $32770987.94       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5986 | 2054-07-01      | 6.5000%  | 0.0000% | $73270956.43       | $76797935.32       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7136 | 2054-12-01      | 5.0000%  | 0.0000% | $107482584.02      | $106113339.55      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7191 | 2054-12-01      | 5.0000%  | 0.0000% | $1917660.59        | $1884764.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6397 | 2054-10-01      | 6.0000%  | 0.0000% | $142331765.82      | $146886002.76      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD6583 | 2050-07-01      | 4.0000%  | 0.0000% | $17349098.03       | $16329929.12       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6585 | 2054-10-01      | 5.5000%  | 0.0000% | $4476681.85        | $4490897.81        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6922 | 2048-07-01      | 3.5000%  | 0.0000% | $11030302.60       | $10128194.20       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7262 | 2054-12-01      | 6.5000%  | 0.0000% | $10372720.40       | $10933055.91       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7386 | 2054-06-01      | 6.5000%  | 0.0000% | $31003468.49       | $32227488.87       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7519 | 2050-05-01      | 3.5000%  | 0.0000% | $213446.20         | $196730.26         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $237272.18         | $205806.73         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $6715502.69        | $5818685.36        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $1184733.37        | $1068771.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $118441.49         | $113664.86         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $1882529.56        | $1805632.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $1460474.64        | $1400208.15        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8414 | 2054-02-01      | 4.5000%  | 0.0000% | $343911.95         | $329672.28         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $76892928.23       | $77137106.03       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $227153528.67      | $235711108.73      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3720 | 2053-08-01      | 5.0000%  | 0.0000% | $6512647.59        | $6458643.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $376132.58         | $385054.57         | Agency Mortgage-Backed Securities |
| FHDN 07/01/25        | 2025-07-01      | 0.0000%  | 0.0000% | $8668800.00        | $8668800.00        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA3868 | 2049-10-01      | 3.0000%  | 0.0000% | $110953966.67      | $97300600.32       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB6228 | 2050-12-01      | 2.0000%  | 0.0000% | $16787245.99       | $13280408.96       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9703 | 2051-02-01      | 2.0000%  | 0.0000% | $2635760.63        | $2104025.21        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2157 | 2054-08-01      | 6.5000%  | 0.0000% | $62402795.57       | $64753703.01       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2212 | 2054-08-01      | 6.0000%  | 0.0000% | $21649453.23       | $22297255.38       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2854 | 2054-11-01      | 5.0000%  | 0.0000% | $84375337.27       | $83534771.42       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $1297162.32        | $1242905.91        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0007 | 2040-06-01      | 4.0000%  | 0.0000% | $40060876.80       | $39236112.37       | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $115233.54         | $106277.44         | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $520128.70         | $482543.91         | Agency Mortgage-Backed Securities |
| GNMI SF AA6300 X     | 2043-04-15      | 3.5000%  | 0.0000% | $7414.93           | $6899.88           | Agency Mortgage-Backed Securities |
| GNMI SF AA8274 X     | 2042-07-15      | 3.5000%  | 0.0000% | $22846.23          | $21195.35          | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $11202.45          | $10375.25          | Agency Mortgage-Backed Securities |
| GNII SF MA4172 M     | 2032-01-20      | 4.0000%  | 0.0000% | $18235.03          | $18020.26          | Agency Mortgage-Backed Securities |
| GNII SF MA4559 M     | 2032-07-20      | 3.0000%  | 0.0000% | $114953.99         | $112253.34         | Agency Mortgage-Backed Securities |
| GNII JM MA5978 M     | 2049-06-20      | 4.5000%  | 0.0000% | $150762.96         | $144122.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $15747829.56       | $13972366.76       | Agency Mortgage-Backed Securities |
| GNII SF MA6686 M     | 2035-04-20      | 4.0000%  | 0.0000% | $293584.48         | $287082.24         | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $151901.69         | $123878.73         | Agency Mortgage-Backed Securities |
| GNII JM MA7928 M     | 2052-03-20      | 3.0000%  | 0.0000% | $1735858.63        | $1504705.91        | Agency Mortgage-Backed Securities |
| GNII SF MA7965 M     | 2037-04-20      | 4.0000%  | 0.0000% | $253083.15         | $250646.53         | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $756178.85         | $649871.95         | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $17240949.99       | $16661395.45       | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $3001595.13        | $2553435.63        | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M     | 2052-07-20      | 2.0000%  | 0.0000% | $919723.84         | $750218.84         | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $445042.52         | $394221.63         | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $415320.44         | $415423.67         | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $48795373.44       | $50429340.73       | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $59252.61          | $61888.74          | Agency Mortgage-Backed Securities |
| GNII SF BB4480 C     | 2047-07-20      | 4.0000%  | 0.0000% | $1043320.67        | $975338.12         | Agency Mortgage-Backed Securities |
| GNMI SF BC3562 X     | 2047-08-15      | 4.5000%  | 0.0000% | $200463.82         | $195144.91         | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $103736.53         | $95048.23          | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $9703.55           | $9139.30           | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $19350.98          | $17635.66          | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $1703748.31        | $1535106.94        | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $684160.40         | $703291.65         | Agency Mortgage-Backed Securities |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $6508.50           | $6130.25           | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $37341.57          | $35857.40          | Agency Mortgage-Backed Securities |
| GNII SF BK2493 C     | 2049-03-20      | 4.5000%  | 0.0000% | $275283.41         | $267089.59         | Agency Mortgage-Backed Securities |
| GNII SF BL4661 C     | 2049-05-20      | 4.5000%  | 0.0000% | $9427.32           | $8991.83           | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  | 0.0000% | $18218.87          | $16665.17          | Agency Mortgage-Backed Securities |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $212373.18         | $193015.03         | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X     | 2050-08-15      | 2.5000%  | 0.0000% | $262125.94         | $223788.95         | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $45724.94          | $39383.12          | Agency Mortgage-Backed Securities |
| GNII SF BY0318 C     | 2050-09-20      | 4.0000%  | 0.0000% | $60010.40          | $56223.88          | Agency Mortgage-Backed Securities |
| GNII RG CI9441 C     | 2043-08-20      | 3.0000%  | 0.0000% | $174389.11         | $155120.10         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $402334.01         | $377109.77         | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1291650.76        | $1086825.81        | Agency Mortgage-Backed Securities |
| GNII SF CM6944 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2027852.75        | $2110425.57        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  | 0.0000% | $15351200.34       | $12729428.53       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4220 | 2052-06-01      | 5.0000%  | 0.0000% | $1367092.74        | $1349919.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE4543 | 2052-06-01      | 4.5000%  | 0.0000% | $3171848.56        | $3056818.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6974 | 2052-08-01      | 5.0000%  | 0.0000% | $15282254.20       | $15116239.68       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7528 | 2052-08-01      | 4.5000%  | 0.0000% | $41809184.59       | $40115703.56       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5822 | 2053-01-01      | 5.5000%  | 0.0000% | $636554.17         | $640542.53         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4185 | 2053-06-01      | 6.0000%  | 0.0000% | $1069912.29        | $1110664.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH0800 | 2053-08-01      | 4.5000%  | 0.0000% | $796380.52         | $763406.38         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0132 | 2053-08-01      | 5.0000%  | 0.0000% | $1066887.10        | $1061013.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1538 | 2053-09-01      | 6.5000%  | 0.0000% | $369870.48         | $384863.59         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH4088 | 2053-11-01      | 7.5000%  | 0.0000% | $537046.83         | $580569.46         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5910 | 2053-12-01      | 7.0000%  | 0.0000% | $6852966.29        | $7317658.33        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1213 | 2054-08-01      | 6.5000%  | 0.0000% | $1481547.45        | $1548386.15        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2533 | 2054-08-01      | 7.0000%  | 0.0000% | $1284927.83        | $1362131.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3497 | 2054-09-01      | 5.5000%  | 0.0000% | $1073511.51        | $1085132.87        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQJ2759 | 2054-09-01      | 7.5000%  | 0.0000% | $981690.70         | $1051933.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5096 | 2054-09-01      | 6.0000%  | 0.0000% | $6437623.06        | $6651849.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5760 | 2054-10-01      | 5.5000%  | 0.0000% | $4211836.30        | $4227750.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6118 | 2054-09-01      | 5.5000%  | 0.0000% | $18024789.02       | $18124115.62       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6698 | 2054-10-01      | 6.0000%  | 0.0000% | $2080682.98        | $2143256.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ7041 | 2054-10-01      | 5.0000%  | 0.0000% | $20213006.46       | $19868835.11       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7525 | 2054-10-01      | 5.5000%  | 0.0000% | $8244825.27        | $8271007.17        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7631 | 2054-11-01      | 4.5000%  | 0.0000% | $2220387.17        | $2131505.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8185 | 2054-10-01      | 6.5000%  | 0.0000% | $12978959.67       | $13500053.36       | Agency Mortgage-Backed Securities |
| 4.00 FCOR 23-33 AL   | 2033-09-26      | 4.0000%  | 0.0000% | $4919600.00        | $4736347.08        | Agency Mortgage-Backed Securities |
| 2.99 FCOR 22-34 AM   | 2034-07-18      | 2.9900%  | 0.0000% | $9080400.00        | $8134040.71        | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D    | 2046-08-24      | 2.3500%  | 0.0000% | $2613333.33        | $1643870.29        | Agency Mortgage-Backed Securities |
| 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $15086400.00       | $11980859.53       | Agency Mortgage-Backed Securities |
| 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $13678933.33       | $10980225.69       | Agency Mortgage-Backed Securities |
| 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  | 0.0000% | $13360666.67       | $10918547.60       | Agency Mortgage-Backed Securities |
| 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $4121600.00        | $3356157.06        | Agency Mortgage-Backed Securities |
| 4.49 FCOR 23-37 AL   | 2037-04-20      | 4.4900%  | 0.0000% | $17237733.33       | $16437843.13       | Agency Mortgage-Backed Securities |
| 4.98 FCOR 23-42 Q    | 2042-06-09      | 4.9800%  | 0.0000% | $1933866.67        | $1835299.41        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU8037 | 2051-12-01      | 2.5000%  | 0.0000% | $1194132.99        | $968097.81         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7491 | 2050-08-01      | 2.5000%  | 0.0000% | $119327.25         | $97373.29          | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8220 | 2054-10-01      | 6.5000%  | 0.0000% | $2457641.07        | $2543182.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8298 | 2055-05-01      | 6.5000%  | 0.0000% | $8914287.16        | $9197512.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA2017 | 2050-01-01      | 3.5000%  | 0.0000% | $7273859.76        | $6625463.86        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5040 | 2051-04-01      | 2.0000%  | 0.0000% | $242480.06         | $192890.00         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | 0.0000% | $213107.96         | $186796.94         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7551 | 2052-06-01      | 4.5000%  | 0.0000% | $7355928.30        | $7075704.22        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $3423810.31        | $3285026.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7936 | 2052-09-01      | 5.0000%  | 0.0000% | $428138.17         | $424652.17         | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $81730.34          | $70603.89          | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $6733.11           | $6259.15           | Agency Mortgage-Backed Securities |
| GNMI SF AE9888 X     | 2043-05-15      | 3.5000%  | 0.0000% | $11306.93          | $10496.99          | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X     | 2045-07-15      | 4.5000%  | 0.0000% | $156487.87         | $153214.46         | Agency Mortgage-Backed Securities |
| GNMI SF AQ0531 X     | 2046-09-15      | 4.0000%  | 0.0000% | $187321.64         | $176389.41         | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X     | 2047-02-15      | 4.0000%  | 0.0000% | $613234.97         | $578484.30         | Agency Mortgage-Backed Securities |
| GNII ET CQ5809 C     | 2064-12-20      | 6.5000%  | 0.0000% | $16460.74          | $16898.27          | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1166135.18        | $1225685.17        | Agency Mortgage-Backed Securities |
| GNII SF CS1932 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1618708.86        | $1691326.30        | Agency Mortgage-Backed Securities |
| GNII RG CS3955 C     | 2040-05-20      | 5.5000%  | 0.0000% | $2865784.07        | $2936971.74        | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C     | 2053-04-20      | 6.0000%  | 0.0000% | $1443382.66        | $1495910.72        | Agency Mortgage-Backed Securities |
| GNII ET CT2666 C     | 2063-06-20      | 6.5000%  | 0.0000% | $396127.06         | $406650.61         | Agency Mortgage-Backed Securities |
| GNII RG CT5309 C     | 2035-06-20      | 5.5000%  | 0.0000% | $1129820.21        | $1157787.28        | Agency Mortgage-Backed Securities |
| GNII ET CT5341 C     | 2063-02-20      | 5.5000%  | 0.0000% | $734492.93         | $733318.15         | Agency Mortgage-Backed Securities |
| GNII ET CT6288 C     | 2063-07-20      | 6.0000%  | 0.0000% | $3297921.30        | $3344703.41        | Agency Mortgage-Backed Securities |
| GNII ET CT6289 C     | 2063-07-20      | 6.5000%  | 0.0000% | $504272.80         | $517669.37         | Agency Mortgage-Backed Securities |
| GNII SF CT6718 C     | 2053-05-20      | 6.0000%  | 0.0000% | $923495.84         | $986459.17         | Agency Mortgage-Backed Securities |
| GNII SF CT6731 C     | 2053-06-20      | 6.5000%  | 0.0000% | $961062.03         | $1049011.81        | Agency Mortgage-Backed Securities |
| GNII SF CT8317 C     | 2053-05-20      | 6.0000%  | 0.0000% | $870496.68         | $912749.13         | Agency Mortgage-Backed Securities |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $715889.57         | $736866.09         | Agency Mortgage-Backed Securities |
| GNII SF CT8325 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1393482.68        | $1473180.29        | Agency Mortgage-Backed Securities |
| GNII SF CT9104 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2186863.82        | $2278249.21        | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C     | 2053-05-20      | 7.0000%  | 0.0000% | $834266.46         | $878736.95         | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1565299.56        | $1635647.42        | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1272147.96        | $1316726.99        | Agency Mortgage-Backed Securities |
| GNII SF CU9631 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1672556.54        | $1756529.10        | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $871837.71         | $905837.54         | Agency Mortgage-Backed Securities |
| GNII SF CV1576 C     | 2053-06-20      | 6.5000%  | 0.0000% | $2700840.99        | $2836358.69        | Agency Mortgage-Backed Securities |
| GNII ET CV4370 C     | 2063-07-20      | 6.5000%  | 0.0000% | $2421761.30        | $2486098.08        | Agency Mortgage-Backed Securities |
| GNII ET CV4231 C     | 2063-07-20      | 6.5000%  | 0.0000% | $793819.57         | $814908.27         | Agency Mortgage-Backed Securities |
| GNII ET CV5461 C     | 2062-11-20      | 6.5000%  | 0.0000% | $83367.56          | $85582.31          | Agency Mortgage-Backed Securities |
| GNII ET CV7873 C     | 2064-09-20      | 6.5000%  | 0.0000% | $35311.21          | $36249.43          | Agency Mortgage-Backed Securities |
| GNII SF CV9457 C     | 2053-07-20      | 5.5000%  | 0.0000% | $1431540.94        | $1500944.27        | Agency Mortgage-Backed Securities |
| GNII ET CV9959 C     | 2063-03-20      | 6.0000%  | 0.0000% | $114949.01         | $116579.60         | Agency Mortgage-Backed Securities |
| GNII ET CV9960 C     | 2063-04-20      | 6.5000%  | 0.0000% | $254289.52         | $261045.01         | Agency Mortgage-Backed Securities |
| GNII ET CW6777 C     | 2063-07-20      | 6.0000%  | 0.0000% | $736751.84         | $747201.44         | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C     | 2063-06-20      | 6.0000%  | 0.0000% | $3323001.07        | $3361977.65        | Agency Mortgage-Backed Securities |
| GNII ET CW9144 C     | 2063-07-20      | 6.5000%  | 0.0000% | $1457716.53        | $1496442.39        | Agency Mortgage-Backed Securities |
| GNII SF CX0271 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1459352.85        | $1542822.16        | Agency Mortgage-Backed Securities |
| GNII SF CX0272 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1815879.42        | $1908609.31        | Agency Mortgage-Backed Securities |
| GNII SF CX0278 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1447067.66        | $1520963.78        | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $839607.75         | $875548.93         | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $11954984.53       | $12664762.59       | Agency Mortgage-Backed Securities |
| GNII RG CY2477 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1167483.91        | $1024118.83        | Agency Mortgage-Backed Securities |
| GNII SF CY6902 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1372322.01        | $1455068.45        | Agency Mortgage-Backed Securities |
| GNPL PN CY8219       | 2059-01-15      | 6.9300%  | 0.0000% | $236274.44         | $259545.47         | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $209800.91         | $217469.94         | Agency Mortgage-Backed Securities |
| GNII ET CZ0411 C     | 2065-03-20      | 6.5000%  | 0.0000% | $678449.37         | $696482.63         | Agency Mortgage-Backed Securities |
| GNII ET DB6349 C     | 2064-05-20      | 5.0000%  | 0.0000% | $509224.88         | $497305.34         | Agency Mortgage-Backed Securities |
| GNII SF DB6406 C     | 2054-10-20      | 6.0000%  | 0.0000% | $17196811.02       | $17688645.54       | Agency Mortgage-Backed Securities |
| GNII SF DB7554 C     | 2054-07-20      | 6.0000%  | 0.0000% | $177253.96         | $184608.11         | Agency Mortgage-Backed Securities |
| GNII ET DB9195 C     | 2064-04-20      | 4.5000%  | 0.0000% | $178958.04         | $169839.41         | Agency Mortgage-Backed Securities |
| GNII ET DD2383 C     | 2065-02-20      | 6.5000%  | 0.0000% | $982915.65         | $1009041.66        | Agency Mortgage-Backed Securities |
| GNII ET DD2532 C     | 2064-12-20      | 4.0000%  | 0.0000% | $145316.60         | $133312.03         | Agency Mortgage-Backed Securities |
| GNII ET DD6156 C     | 2064-07-20      | 6.5000%  | 0.0000% | $7036.10           | $7223.05           | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $186808.42         | $193732.41         | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1055662.21        | $1133408.21        | Agency Mortgage-Backed Securities |
| GNII ET DD9336 C     | 2065-01-20      | 6.5000%  | 0.0000% | $634663.01         | $651529.88         | Agency Mortgage-Backed Securities |
| GNII SF DE2031 C     | 2054-10-20      | 5.0000%  | 0.0000% | $932899.90         | $931913.62         | Agency Mortgage-Backed Securities |
| GNII ET DE2735 C     | 2064-03-20      | 6.5000%  | 0.0000% | $13728.69          | $14093.46          | Agency Mortgage-Backed Securities |
| GNII ET DE2997 C     | 2064-08-20      | 6.5000%  | 0.0000% | $6676.91           | $6854.31           | Agency Mortgage-Backed Securities |
| GNII ET DE4644 C     | 2064-09-20      | 6.5000%  | 0.0000% | $6603.27           | $6778.72           | Agency Mortgage-Backed Securities |
| GNII SF DF0702 C     | 2054-09-20      | 5.5000%  | 0.0000% | $1249726.68        | $1261746.00        | Agency Mortgage-Backed Securities |
| GNII SF DF1729 C     | 2054-10-20      | 4.5000%  | 0.0000% | $4260329.88        | $4047560.48        | Agency Mortgage-Backed Securities |
| GNII ET DF3863 C     | 2064-09-20      | 6.5000%  | 0.0000% | $456685.45         | $468819.63         | Agency Mortgage-Backed Securities |
| GNII SF DF4214 C     | 2051-03-20      | 4.5000%  | 0.0000% | $894976.96         | $848410.42         | Agency Mortgage-Backed Securities |
| GNII ET DF5684 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1579899.54        | $1602315.69        | Agency Mortgage-Backed Securities |
| GNII ET DF5688 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1789280.42        | $1814667.33        | Agency Mortgage-Backed Securities |
| GNII ET DF5714 C     | 2064-11-20      | 6.0000%  | 0.0000% | $619922.07         | $628717.73         | Agency Mortgage-Backed Securities |
| GNII BD DF7001 C     | 2055-02-20      | 4.5000%  | 0.0000% | $13658909.30       | $12694385.42       | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $2229671.33        | $2233123.11        | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $841281.20         | $838886.63         | Agency Mortgage-Backed Securities |
| GNII ET DG3136 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1045605.83        | $1060437.05        | Agency Mortgage-Backed Securities |
| GNII ET DG4037 C     | 2064-12-20      | 6.5000%  | 0.0000% | $18532.20          | $19024.77          | Agency Mortgage-Backed Securities |
| GNII ET DG4215 C     | 2065-01-20      | 5.5000%  | 0.0000% | $559803.22         | $558910.64         | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $55550.88          | $42803.95          | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $3458302.95        | $3543649.64        | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $872153.68         | $914547.03         | Agency Mortgage-Backed Securities |
| GNII SF DG9215 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1546881.23        | $1607172.31        | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4769569.40        | $5042893.81        | Agency Mortgage-Backed Securities |
| GNII ET DG9632 C     | 2064-11-20      | 6.0000%  | 0.0000% | $642762.34         | $651882.07         | Agency Mortgage-Backed Securities |
| GNII SF DH4808 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2586733.33        | $2674235.62        | Agency Mortgage-Backed Securities |
| GNII SF DH4809 C     | 2055-06-20      | 6.0000%  | 0.0000% | $680085.47         | $702151.74         | Agency Mortgage-Backed Securities |
| GNII ET DH5153 C     | 2065-02-20      | 6.5000%  | 0.0000% | $765572.92         | $785921.93         | Agency Mortgage-Backed Securities |
| GNII SF DH6478 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1776897.66        | $1856799.62        | Agency Mortgage-Backed Securities |
| GNII ET DH7564 C     | 2065-02-20      | 3.5000%  | 0.0000% | $560499.34         | $496048.33         | Agency Mortgage-Backed Securities |
| GNII ET DH7716 C     | 2064-11-20      | 6.0000%  | 0.0000% | $220766.29         | $223898.59         | Agency Mortgage-Backed Securities |
| GNII SF DH8922 C     | 2055-02-20      | 5.0000%  | 0.0000% | $3581307.34        | $3532271.28        | Agency Mortgage-Backed Securities |
| GNII ET DH8955 C     | 2065-02-20      | 6.5000%  | 0.0000% | $784670.34         | $805526.97         | Agency Mortgage-Backed Securities |
| GNII ET DH9068 C     | 2065-01-20      | 6.5000%  | 0.0000% | $203665.52         | $209952.70         | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1828070.60        | $1876660.91        | Agency Mortgage-Backed Securities |
| GNII ET DJ1467 C     | 2065-03-20      | 6.5000%  | 0.0000% | $782004.85         | $802790.62         | Agency Mortgage-Backed Securities |
| GNII ET DJ1603 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1127152.20        | $1157110.90        | Agency Mortgage-Backed Securities |
| GNII ET DJ2060 C     | 2065-06-20      | 4.5000%  | 0.0000% | $830401.60         | $788083.50         | Agency Mortgage-Backed Securities |
| GNII ET DJ2204 C     | 2065-06-20      | 5.0000%  | 0.0000% | $3137183.47        | $3063731.90        | Agency Mortgage-Backed Securities |
| GNII SF DJ4961 C     | 2055-06-20      | 5.0000%  | 0.0000% | $3929930.67        | $3842209.81        | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3146964.80        | $3230611.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $14802608.77       | $15371477.96       | Agency Mortgage-Backed Securities |
| GNII ET DJ8088 C     | 2065-04-20      | 4.0000%  | 0.0000% | $196457.60         | $180228.09         | Agency Mortgage-Backed Securities |
| GNII ET DJ7420 C     | 2065-03-20      | 7.0000%  | 0.0000% | $52662.40          | $54436.06          | Agency Mortgage-Backed Securities |
| GNII SF DK0076 C     | 2055-05-20      | 6.5000%  | 0.0000% | $954700.66         | $997630.79         | Agency Mortgage-Backed Securities |
| GNII SF DK0282 C     | 2055-05-20      | 4.5000%  | 0.0000% | $1010792.72        | $960305.65         | Agency Mortgage-Backed Securities |
| GNII SF DK2510 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2340142.93        | $2416069.65        | Agency Mortgage-Backed Securities |
| GNII SF DK2511 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2464201.60        | $2538483.31        | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1816529.87        | $1864813.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8539 | 2053-02-01      | 5.0000%  | 0.0000% | $5535380.93        | $5475104.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9875 | 2053-09-01      | 6.5000%  | 0.0000% | $27758773.80       | $28835428.68       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9392 | 2053-07-01      | 5.0000%  | 0.0000% | $19004925.55       | $18742387.29       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9430 | 2053-07-01      | 5.5000%  | 0.0000% | $99529233.53       | $100814211.31      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1178 | 2045-06-01      | 6.5000%  | 0.0000% | $2901494.40        | $3084831.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5313 | 2044-10-01      | 4.5000%  | 0.0000% | $2925290.96        | $2864465.39        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5140 | 2042-01-01      | 1.5000%  | 0.0000% | $1465714.75        | $1206266.14        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5155 | 2042-03-01      | 3.0000%  | 0.0000% | $8538800.66        | $7782661.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRC3543 | 2040-06-01      | 5.5000%  | 0.0000% | $2339724.80        | $2397903.36        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE5011 | 2049-10-01      | 3.0000%  | 0.0000% | $313894.95         | $268362.50         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PSE9003 | 2049-08-01      | 3.5000%  | 0.0000% | $425046.02         | $378842.43         | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLSI2017 | 2048-12-01      | 4.0000%  | 0.0000% | $1312532.05        | $1242431.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0479 | 2054-03-01      | 5.0000%  | 0.0000% | $1088123.58        | $1082317.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI3559 | 2054-03-01      | 5.5000%  | 0.0000% | $272802.57         | $273668.87         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5040 | 2054-05-01      | 5.5000%  | 0.0000% | $2365723.89        | $2412710.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5442 | 2054-05-01      | 5.5000%  | 0.0000% | $6158773.75        | $6242197.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6302 | 2054-05-01      | 6.0000%  | 0.0000% | $12235067.30       | $12561038.04       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7306 | 2054-06-01      | 5.5000%  | 0.0000% | $3986071.03        | $3998729.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7743 | 2054-06-01      | 6.0000%  | 0.0000% | $17072193.13       | $17527019.11       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9293 | 2054-07-01      | 7.0000%  | 0.0000% | $1720500.60        | $1848584.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2673 | 2039-09-01      | 6.0000%  | 0.0000% | $893385.80         | $926478.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3571 | 2040-05-01      | 5.5000%  | 0.0000% | $5327598.08        | $5452224.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3012 | 2040-01-01      | 5.5000%  | 0.0000% | $949942.54         | $974166.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3083 | 2040-02-01      | 5.5000%  | 0.0000% | $1204806.77        | $1235234.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3088 | 2040-02-01      | 5.5000%  | 0.0000% | $1285281.42        | $1319473.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3249 | 2040-03-01      | 5.5000%  | 0.0000% | $1431093.65        | $1472846.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3354 | 2040-03-01      | 6.0000%  | 0.0000% | $2405756.78        | $2503929.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3401 | 2040-04-01      | 5.0000%  | 0.0000% | $1562826.51        | $1581600.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3410 | 2054-11-01      | 5.0000%  | 0.0000% | $1049484.36        | $1032130.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0156 | 2046-11-01      | 4.0000%  | 0.0000% | $27440.42          | $26297.69          | Agency Mortgage-Backed Securities |
| GNII SF DK5073 C     | 2055-05-20      | 6.0000%  | 0.0000% | $990132.27         | $1018457.31        | Agency Mortgage-Backed Securities |
| GNII SF DK5064 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3523740.27        | $3561516.72        | Agency Mortgage-Backed Securities |
| GNII SF DK5114 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3371414.67        | $3467868.59        | Agency Mortgage-Backed Securities |
| GNII SF DK5152 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2107138.13        | $2167550.49        | Agency Mortgage-Backed Securities |
| GNII SF DK5665 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2387974.40        | $2468743.66        | Agency Mortgage-Backed Securities |
| GNII SF DK6352 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3344820.27        | $3380681.95        | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1544564.00        | $1623483.67        | Agency Mortgage-Backed Securities |
| GNII SF DK7712 C     | 2055-06-20      | 5.5000%  | 0.0000% | $46743005.87       | $47192465.86       | Agency Mortgage-Backed Securities |
| GNII ET DL0700 C     | 2065-05-20      | 7.0000%  | 0.0000% | $117919.20         | $121274.10         | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M     | 2054-10-20      | 4.0000%  | 0.0000% | $1360920.17        | $1246041.11        | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $123609053.65      | $124266228.15      | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $116628679.29      | $117230548.12      | Agency Mortgage-Backed Securities |
| GNII ET DI0795 C     | 2065-04-20      | 5.0000%  | 0.0000% | $317561.79         | $310126.96         | Agency Mortgage-Backed Securities |
| GNII ET DI0698 C     | 2065-01-20      | 7.0000%  | 0.0000% | $1668656.02        | $1723521.24        | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2508190.44        | $2543777.49        | Agency Mortgage-Backed Securities |
| GNII ET DI1265 C     | 2064-12-20      | 3.5000%  | 0.0000% | $151684.50         | $134242.98         | Agency Mortgage-Backed Securities |
| GNII ET DI1267 C     | 2065-01-20      | 6.0000%  | 0.0000% | $564708.32         | $572720.59         | Agency Mortgage-Backed Securities |
| GNII ET DI1268 C     | 2065-02-20      | 6.5000%  | 0.0000% | $158852.11         | $163074.42         | Agency Mortgage-Backed Securities |
| GNII ET DI3218 C     | 2065-05-20      | 6.5000%  | 0.0000% | $764626.70         | $784950.56         | Agency Mortgage-Backed Securities |
| GNII ET DI3614 C     | 2065-04-20      | 6.5000%  | 0.0000% | $4725811.52        | $4851405.22        | Agency Mortgage-Backed Securities |
| GNII ET DI3932 C     | 2065-02-20      | 5.0000%  | 0.0000% | $81239.69          | $79337.60          | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3670958.45        | $3768518.25        | Agency Mortgage-Backed Securities |
| GNII ET DI4286 C     | 2065-03-20      | 4.0000%  | 0.0000% | $291167.30         | $267114.91         | Agency Mortgage-Backed Securities |
| GNII ET DI4290 C     | 2065-03-20      | 6.0000%  | 0.0000% | $802383.20         | $813767.68         | Agency Mortgage-Backed Securities |
| GNII ET DI6283 C     | 2063-12-20      | 7.5000%  | 0.0000% | $171188.82         | $177529.76         | Agency Mortgage-Backed Securities |
| GNII ET DI6286 C     | 2064-12-20      | 6.0000%  | 0.0000% | $579087.72         | $585881.19         | Agency Mortgage-Backed Securities |
| GNII ET DI5839 C     | 2065-03-20      | 3.0000%  | 0.0000% | $132614.53         | $114569.77         | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C     | 2055-06-20      | 5.5000%  | 0.0000% | $386382.89         | $385767.60         | Agency Mortgage-Backed Securities |
| GNII SF DI8042 C     | 2055-04-20      | 5.0000%  | 0.0000% | $970781.83         | $957489.66         | Agency Mortgage-Backed Securities |
| GNII SF DI8359 C     | 2055-05-20      | 5.5000%  | 0.0000% | $985500.08         | $1003147.98        | Agency Mortgage-Backed Securities |
| GNII SF DI8364 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1201612.68        | $1249750.63        | Agency Mortgage-Backed Securities |
| GNMI SF AT7682 X     | 2046-08-15      | 4.5000%  | 0.0000% | $86075.68          | $83982.66          | Agency Mortgage-Backed Securities |
| GNMI SF AU3366 X     | 2046-07-15      | 4.5000%  | 0.0000% | $21578.20          | $20887.37          | Agency Mortgage-Backed Securities |
| GNMI SF AV6117 X     | 2047-02-15      | 4.5000%  | 0.0000% | $300490.88         | $293190.16         | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $28033.41          | $26444.95          | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $33948.98          | $33071.54          | Agency Mortgage-Backed Securities |
| GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  | 0.0000% | $163722.08         | $160164.56         | Agency Mortgage-Backed Securities |
| GNMI SF AZ3490 X     | 2049-02-15      | 4.5000%  | 0.0000% | $120654.43         | $119300.57         | Agency Mortgage-Backed Securities |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $27521.98          | $28956.32          | Agency Mortgage-Backed Securities |
| GNMI SF 578273 X     | 2032-06-15      | 6.5000%  | 0.0000% | $15637.99          | $16032.82          | Agency Mortgage-Backed Securities |
| GNMI SF 590432 X     | 2032-09-15      | 6.5000%  | 0.0000% | $6723.85           | $6885.81           | Agency Mortgage-Backed Securities |
| GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $23010.79          | $23877.29          | Agency Mortgage-Backed Securities |
| GNII SF 005333 M     | 2042-03-20      | 4.5000%  | 0.0000% | $1599026.01        | $1588736.28        | Agency Mortgage-Backed Securities |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $34517.16          | $36270.40          | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $11741.11          | $12301.18          | Agency Mortgage-Backed Securities |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $64293.64          | $65884.75          | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $5209.13           | $5261.32           | Agency Mortgage-Backed Securities |
| GNMI SF 723225 X     | 2039-10-15      | 5.5000%  | 0.0000% | $10382.13          | $10752.01          | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X     | 2040-05-15      | 5.0000%  | 0.0000% | $17514.36          | $17691.38          | Agency Mortgage-Backed Securities |
| GNMI SF 743095 X     | 2040-07-15      | 5.0000%  | 0.0000% | $11143.29          | $11211.29          | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 5.3750%  | 0.0000% | $51347.87          | $52623.25          | Agency Mortgage-Backed Securities |
| GNAR AT 080952 M     | 2034-06-20      | 4.8750%  | 0.0000% | $134287.48         | $136575.75         | Agency Mortgage-Backed Securities |
| GNAR AR 080968 M     | 2034-07-20      | 4.6250%  | 0.0000% | $6198.69           | $6296.77           | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $47551.40          | $48623.27          | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 4.7500%  | 0.0000% | $6659.67           | $6832.91           | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $430551.24         | $398369.88         | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $385731.10         | $350740.14         | Agency Mortgage-Backed Securities |
| GNMI SP 783760 X     | 2042-02-15      | 5.0000%  | 0.0000% | $5463.35           | $5547.46           | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $5862.63           | $5952.84           | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X     | 2044-05-15      | 4.5000%  | 0.0000% | $82744.30          | $83071.22          | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $520183.67         | $527766.79         | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X     | 2044-03-15      | 5.0000%  | 0.0000% | $24389.45          | $24755.72          | Agency Mortgage-Backed Securities |
| GNII JP 784362 M     | 2032-08-20      | 4.0000%  | 0.0000% | $151843.39         | $151192.32         | Agency Mortgage-Backed Securities |
| GNII SP 784626 C     | 2048-10-20      | 4.5000%  | 0.0000% | $127944.57         | $123589.59         | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $7227.99           | $7098.71           | Agency Mortgage-Backed Securities |
| GNMI SP 784647 X     | 2045-12-15      | 5.0000%  | 0.0000% | $2750978.26        | $2755343.45        | Agency Mortgage-Backed Securities |
| GNII SP 784705 C     | 2049-03-20      | 4.5000%  | 0.0000% | $8685.33           | $8363.83           | Agency Mortgage-Backed Securities |
| GNMI SP 784830 X     | 2047-09-15      | 4.5000%  | 0.0000% | $82794.02          | $80781.05          | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $1980047.96        | $2031837.65        | Agency Mortgage-Backed Securities |
| GNII JP 786298 M     | 2037-12-20      | 2.5000%  | 0.0000% | $30852.03          | $28486.42          | Agency Mortgage-Backed Securities |
| GNMI SP 786309 X     | 2047-11-15      | 3.0000%  | 0.0000% | $645981.36         | $585599.33         | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $137194.74         | $120666.43         | Agency Mortgage-Backed Securities |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $472268.45         | $378925.11         | Agency Mortgage-Backed Securities |
| GNMI SP 786767 X     | 2048-02-15      | 5.0000%  | 0.0000% | $6332408.98        | $6349492.42        | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $46185966.90       | $38892781.93       | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $6591297.74        | $5078859.29        | Agency Mortgage-Backed Securities |
| GNII EP 787847 C     | 2065-02-20      | 7.0000%  | 0.0000% | $22139581.95       | $22867528.95       | Agency Mortgage-Backed Securities |
| GNII SP 788040 C     | 2055-06-20      | 6.0000%  | 0.0000% | $48865689.60       | $49776464.61       | Agency Mortgage-Backed Securities |
| GNMI SF 758921 X     | 2038-06-15      | 3.0000%  | 0.0000% | $22770.12          | $20631.44          | Agency Mortgage-Backed Securities |
| GNMI SP 782694 X     | 2039-06-15      | 5.0000%  | 0.0000% | $6418.16           | $6515.18           | Agency Mortgage-Backed Securities |
| GNMI SP 782310 X     | 2038-04-15      | 5.0000%  | 0.0000% | $388254.28         | $386362.62         | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $319895.03         | $320105.45         | Agency Mortgage-Backed Securities |
| GNMI SP 782858 X     | 2039-11-15      | 6.0000%  | 0.0000% | $1431565.80        | $1509505.01        | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X     | 2039-07-15      | 6.0000%  | 0.0000% | $2466942.14        | $2637287.79        | Agency Mortgage-Backed Securities |
| GNII SP 783366 M     | 2041-07-20      | 5.0000%  | 0.0000% | $56550.31          | $57367.28          | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $17487.31          | $18212.97          | Agency Mortgage-Backed Securities |
| GNMI SF 707098 X     | 2039-01-15      | 5.5000%  | 0.0000% | $11975.41          | $12366.72          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0940 | 2054-12-01      | 6.0000%  | 0.0000% | $8600665.60        | $8830074.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1611 | 2054-12-01      | 4.5000%  | 0.0000% | $2192421.11        | $2107508.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  | 0.0000% | $56920902.27       | $55931319.75       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX3325 | 2055-01-01      | 4.5000%  | 0.0000% | $5672228.98        | $5435725.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4991 | 2055-01-01      | 6.0000%  | 0.0000% | $1149741.27        | $1188851.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5203 | 2055-01-01      | 5.0000%  | 0.0000% | $6090805.41        | $6018835.11        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX5816 | 2055-02-01      | 7.0000%  | 0.0000% | $349978.90         | $372146.87         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6840 | 2055-02-01      | 5.0000%  | 0.0000% | $10642445.17       | $10461436.10       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX7483 | 2055-03-01      | 5.0000%  | 0.0000% | $2885831.41        | $2859763.05        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8285 | 2055-03-01      | 7.0000%  | 0.0000% | $1409263.47        | $1498392.18        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8499 | 2055-03-01      | 7.0000%  | 0.0000% | $8447897.43        | $8954221.22        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8775 | 2055-03-01      | 6.5000%  | 0.0000% | $7459912.67        | $7761458.09        | Agency Mortgage-Backed Securities |

### Security 308: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959NLE008, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959NLE008_4.40_0701
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note/Bond | 2025-09-30      | 0.2500%  | 0.0000% | $783000000.00      | $775547864.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-03-31      | 0.7500%  | 0.0000% | $667785513.33      | $652480372.90      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-08-15      | 3.1250%  | 0.0000% | $50481073.33       | $50971850.63       | U.S. Treasuries (including strips) |

### Security 309: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.790000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47F2, C.4 - ISIN: US9612C47F23, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100116810.00
- **C.18.a - Value (excl. sponsor support):** $100116810.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AXW3, C.4 - ISIN: US96130AXW34, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $80028288.00
- **C.18.a - Value (excl. sponsor support):** $80028288.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: Westpac Banking Corp./NY

- **C.1 - Title:** Westpac Banking Corp./NY 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYZ5, C.4 - ISIN: US96130AYZ55, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $149979405.00
- **C.18.a - Value (excl. sponsor support):** $149979405.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.40_0701
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 05.000 FGPC N70075 G             | 2035-01-01      | 5.0000%  | 0.0000% | $342.71            | $343.82            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G01777 G             | 2035-02-01      | 6.0000%  | 0.0000% | $8.94              | $9.31              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G             | 2036-12-01      | 7.5000%  | 0.0000% | $97.99             | $101.27            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G             | 2035-01-01      | 5.0000%  | 0.0000% | $51.48             | $51.94             | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G             | 2031-03-01      | 8.0000%  | 0.0000% | $35.42             | $35.81             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G             | 2034-11-01      | 6.0000%  | 0.0000% | $78.84             | $80.91             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G             | 2036-07-01      | 6.0000%  | 0.0000% | $72.98             | $76.90             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3921             | 2049-03-01      | 4.5000%  | 0.0000% | $961.23            | $935.55            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS6993             | 2029-07-01      | 2.5000%  | 0.0000% | $53566.70          | $52386.18          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543             | 2048-08-01      | 4.5000%  | 0.0000% | $213.69            | $209.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502             | 2048-11-01      | 3.5000%  | 0.0000% | $16843.92          | $15526.15          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT2086             | 2049-06-01      | 3.5000%  | 0.0000% | $74167.58          | $67625.81          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0661             | 2037-04-01      | 2.5000%  | 0.0000% | $50420.65          | $47379.98          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8092             | 2036-03-01      | 1.5000%  | 0.0000% | $276058.50         | $245596.37         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8183             | 2037-10-01      | 3.5000%  | 0.0000% | $30426.13          | $29402.88          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380             | 2040-04-01      | 6.0000%  | 0.0000% | $35124.48          | $36289.26          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512             | 2036-05-01      | 2.0000%  | 0.0000% | $9948.07           | $9134.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958             | 2052-04-01      | 3.5000%  | 0.0000% | $612877.48         | $558496.53         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1305             | 2052-07-01      | 5.0000%  | 0.0000% | $148114.42         | $146198.52         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2251             | 2052-11-01      | 4.5000%  | 0.0000% | $148575.20         | $142598.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361             | 2053-02-01      | 6.0000%  | 0.0000% | $711.22            | $738.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0631             | 2055-04-01      | 6.0000%  | 0.0000% | $1212865.42        | $1251434.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0641             | 2055-04-01      | 6.0000%  | 0.0000% | $945.68            | $973.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1751             | 2055-05-01      | 6.0000%  | 0.0000% | $1178035.13        | $1213137.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1409             | 2055-04-01      | 6.0000%  | 0.0000% | $3188700.43        | $3267749.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1446             | 2055-04-01      | 6.5000%  | 0.0000% | $1231080.13        | $1298041.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2593             | 2055-04-01      | 5.5000%  | 0.0000% | $1896.47           | $1918.76           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1814             | 2055-05-01      | 6.0000%  | 0.0000% | $2131933.29        | $2192502.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1872             | 2055-05-01      | 6.0000%  | 0.0000% | $1620725.58        | $1666770.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2150             | 2050-04-01      | 5.0000%  | 0.0000% | $1565256.84        | $1541830.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5433             | 2055-06-01      | 6.0000%  | 0.0000% | $1662635.85        | $1713459.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7538             | 2055-07-01      | 6.0000%  | 0.0000% | $950.00            | $982.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0792             | 2054-09-01      | 5.0000%  | 0.0000% | $581768.03         | $574131.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0096             | 2054-11-01      | 5.0000%  | 0.0000% | $943.89            | $932.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0242             | 2054-12-01      | 5.5000%  | 0.0000% | $2807.06           | $2827.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0334             | 2055-02-01      | 5.5000%  | 0.0000% | $2022.95           | $2033.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1706             | 2055-04-01      | 5.0000%  | 0.0000% | $972.80            | $964.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1183             | 2054-03-01      | 6.0000%  | 0.0000% | $1879.50           | $1921.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1208             | 2055-01-01      | 5.0000%  | 0.0000% | $961.19            | $954.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0835             | 2054-02-01      | 5.5000%  | 0.0000% | $637723.81         | $643887.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0710             | 2054-01-01      | 6.5000%  | 0.0000% | $848.19            | $896.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068             | 2054-03-01      | 5.5000%  | 0.0000% | $1638477.06        | $1643680.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1069             | 2054-03-01      | 5.5000%  | 0.0000% | $178024.43         | $179580.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1227             | 2054-04-01      | 6.0000%  | 0.0000% | $3849.03           | $3935.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1274             | 2054-04-01      | 6.0000%  | 0.0000% | $29664893.89       | $30386828.62       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ1375             | 2054-02-01      | 4.5000%  | 0.0000% | $922.45            | $883.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1540             | 2054-05-01      | 6.5000%  | 0.0000% | $2965232.14        | $3085487.46        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2494             | 2052-03-01      | 3.5000%  | 0.0000% | $12749.26          | $11486.42          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2792             | 2047-03-01      | 4.5000%  | 0.0000% | $143994.48         | $142627.11         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3107             | 2053-03-01      | 4.0000%  | 0.0000% | $37791.63          | $35401.77          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129             | 2052-10-01      | 5.0000%  | 0.0000% | $25378.66          | $24984.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4994             | 2053-07-01      | 5.5000%  | 0.0000% | $95834.00          | $97459.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5063             | 2054-03-01      | 5.5000%  | 0.0000% | $597106.49         | $606170.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5134             | 2052-06-01      | 4.0000%  | 0.0000% | $1019.65           | $966.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661             | 2054-05-01      | 6.0000%  | 0.0000% | $1454444.43        | $1507590.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6429             | 2054-05-01      | 5.5000%  | 0.0000% | $35722.31          | $35924.09          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016             | 2049-10-01      | 3.0000%  | 0.0000% | $85320.59          | $74821.44          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7288             | 2055-01-01      | 5.0000%  | 0.0000% | $2123.71           | $2106.24           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544             | 2051-07-01      | 3.0000%  | 0.0000% | $3091604.89        | $2729567.65        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121             | 2050-12-01      | 2.0000%  | 0.0000% | $2603372.95        | $2074104.91        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8133             | 2051-03-01      | 1.5000%  | 0.0000% | $377889.03         | $284478.01         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221             | 2052-06-01      | 3.5000%  | 0.0000% | $531412.61         | $479455.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244             | 2052-09-01      | 4.0000%  | 0.0000% | $805.19            | $751.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288             | 2053-01-01      | 5.0000%  | 0.0000% | $797.49            | $787.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348             | 2053-08-01      | 5.0000%  | 0.0000% | $52033.30          | $51225.36          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382             | 2053-12-01      | 5.0000%  | 0.0000% | $237630.25         | $233898.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372             | 2053-11-01      | 5.5000%  | 0.0000% | $152816.89         | $153582.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475             | 2054-11-01      | 5.5000%  | 0.0000% | $889.38            | $892.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508             | 2055-02-01      | 6.5000%  | 0.0000% | $21835.31          | $22657.92          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3838             | 2053-10-01      | 6.0000%  | 0.0000% | $159339.12         | $164392.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3839             | 2053-09-01      | 5.5000%  | 0.0000% | $284770.44         | $287522.91         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G             | 2048-03-01      | 3.5000%  | 0.0000% | $6701670.89        | $6166237.16        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59742 G             | 2048-11-01      | 4.0000%  | 0.0000% | $608342.04         | $577067.91         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G             | 2048-11-01      | 3.5000%  | 0.0000% | $1002.93           | $925.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2682             | 2054-10-01      | 6.0000%  | 0.0000% | $892.94            | $913.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4183             | 2055-05-01      | 6.5000%  | 0.0000% | $941.12            | $981.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0011             | 2055-06-01      | 4.5000%  | 0.0000% | $1928.01           | $1847.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M                 | 2044-09-20      | 4.0000%  | 0.0000% | $85.69             | $81.46             | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M                 | 2051-02-20      | 3.0000%  | 0.0000% | $476.77            | $422.75            | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M                 | 2052-04-20      | 3.5000%  | 0.0000% | $55972.83          | $50815.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M                 | 2052-04-20      | 4.0000%  | 0.0000% | $731.03            | $682.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M                 | 2052-06-20      | 4.0000%  | 0.0000% | $759.00            | $709.34            | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M                 | 2051-09-20      | 3.5000%  | 0.0000% | $630.50            | $573.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $694.14            | $613.94            | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M                 | 2053-06-20      | 5.5000%  | 0.0000% | $4808.42           | $4854.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA8149 M                 | 2052-07-20      | 3.5000%  | 0.0000% | $3907.17           | $3546.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M                 | 2052-09-20      | 4.5000%  | 0.0000% | $1614.18           | $1560.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA8348 M                 | 2052-10-20      | 5.0000%  | 0.0000% | $4244925.70        | $4201872.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M                 | 2052-11-20      | 4.5000%  | 0.0000% | $498630.13         | $481868.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M                 | 2053-01-20      | 5.0000%  | 0.0000% | $1518.01           | $1501.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                 | 2053-01-20      | 6.0000%  | 0.0000% | $571.38            | $582.61            | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                 | 2053-01-20      | 6.0000%  | 0.0000% | $585.09            | $596.59            | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $744.16            | $751.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $135101.35         | $136423.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA9360 M                 | 2053-09-20      | 4.5000%  | 0.0000% | $903.02            | $867.55            | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $1521084.27        | $1532523.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M                 | 2054-02-20      | 6.0000%  | 0.0000% | $646.06            | $660.82            | Agency Mortgage-Backed Securities  |
| GNCL CL CN7591                   | 2065-02-15      | 4.4700%  | 0.0000% | $950.00            | $908.30            | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C                 | 2050-12-20      | 2.5000%  | 0.0000% | $595.28            | $501.42            | Agency Mortgage-Backed Securities  |
| GNPL PN BW0715                   | 2062-10-15      | 2.9000%  | 0.0000% | $927.78            | $814.36            | Agency Mortgage-Backed Securities  |
| GNII SF BZ4054 C                 | 2050-12-20      | 2.0000%  | 0.0000% | $923.15            | $742.98            | Agency Mortgage-Backed Securities  |
| GNII SF BZ4350 C                 | 2051-03-20      | 2.5000%  | 0.0000% | $50060.02          | $41564.03          | Agency Mortgage-Backed Securities  |
| GNCL CL CJ9612                   | 2063-12-15      | 2.8700%  | 0.0000% | $950.00            | $824.99            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6820             | 2051-08-01      | 2.5000%  | 0.0000% | $7721.19           | $6436.99           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559             | 2047-05-01      | 3.0000%  | 0.0000% | $3912584.26        | $3439958.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123             | 2052-08-01      | 4.0000%  | 0.0000% | $11140747.50       | $10400636.69       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444             | 2052-08-01      | 4.5000%  | 0.0000% | $110375.70         | $105924.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2351             | 2053-05-01      | 5.0000%  | 0.0000% | $3351437.00        | $3307086.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360             | 2053-05-01      | 6.0000%  | 0.0000% | $256277.20         | $262283.40         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5775             | 2053-06-01      | 6.5000%  | 0.0000% | $76170.48          | $79272.61          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2611             | 2053-10-01      | 6.0000%  | 0.0000% | $864672.43         | $887691.16         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5263             | 2053-11-01      | 6.5000%  | 0.0000% | $7565.59           | $7911.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5503             | 2053-11-01      | 6.5000%  | 0.0000% | $2737663.78        | $2904108.57        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7578             | 2053-12-01      | 7.5000%  | 0.0000% | $651.41            | $703.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923             | 2054-01-01      | 6.5000%  | 0.0000% | $970094.62         | $1009047.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ3011             | 2054-08-01      | 5.0000%  | 0.0000% | $2899887.93        | $2877732.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ3868             | 2054-09-01      | 6.5000%  | 0.0000% | $852.76            | $885.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3592             | 2050-09-01      | 3.5000%  | 0.0000% | $8690340.07        | $7928131.59        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4728             | 2051-02-01      | 2.0000%  | 0.0000% | $11357.05          | $9064.95           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247             | 2051-05-01      | 2.0000%  | 0.0000% | $674.04            | $538.50            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5744             | 2051-09-01      | 2.5000%  | 0.0000% | $509575.00         | $425553.16         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815             | 2052-02-01      | 2.5000%  | 0.0000% | $18741.12          | $15701.69          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7483             | 2052-06-01      | 4.0000%  | 0.0000% | $31723.98          | $29591.88          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7678             | 2052-07-01      | 5.0000%  | 0.0000% | $697770.56         | $688732.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7706             | 2052-07-01      | 5.0000%  | 0.0000% | $10500.08          | $10444.89          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774             | 2052-08-01      | 4.5000%  | 0.0000% | $21916.69          | $21173.96          | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $928.57            | $914.72            | Agency Mortgage-Backed Securities  |
| GNII SF CV9045 C                 | 2053-09-20      | 6.5000%  | 0.0000% | $926.73            | $1011.54           | Agency Mortgage-Backed Securities  |
| GNII SF CX3231 C                 | 2053-10-20      | 6.0000%  | 0.0000% | $1532.76           | $1581.60           | Agency Mortgage-Backed Securities  |
| GNPL PN DA4291                   | 2059-10-15      | 4.6700%  | 0.0000% | $3773.31           | $3689.16           | Agency Mortgage-Backed Securities  |
| GNPL PN DD2263                   | 2060-04-15      | 5.7900%  | 0.0000% | $948.68            | $996.68            | Agency Mortgage-Backed Securities  |
| GNPL PN DE5560                   | 2060-01-15      | 5.6900%  | 0.0000% | $946.59            | $993.57            | Agency Mortgage-Backed Securities  |
| GNPL PN DE5565                   | 2060-01-15      | 6.2000%  | 0.0000% | $946.96            | $1026.58           | Agency Mortgage-Backed Securities  |
| GNII SF DF6858 C                 | 2054-11-20      | 5.0000%  | 0.0000% | $949.90            | $942.75            | Agency Mortgage-Backed Securities  |
| GNII SF DF8850 C                 | 2055-02-20      | 5.5000%  | 0.0000% | $3631.19           | $3666.11           | Agency Mortgage-Backed Securities  |
| GNII SF DG5226 C                 | 2054-12-20      | 4.5000%  | 0.0000% | $942.77            | $908.73            | Agency Mortgage-Backed Securities  |
| GNII SF DG6548 C                 | 2054-12-20      | 5.5000%  | 0.0000% | $8172.16           | $8299.70           | Agency Mortgage-Backed Securities  |
| GNII SF DH4485 C                 | 2055-03-20      | 6.5000%  | 0.0000% | $400354.13         | $420811.08         | Agency Mortgage-Backed Securities  |
| GNII SF DH4184 C                 | 2055-04-20      | 5.5000%  | 0.0000% | $947.39            | $962.90            | Agency Mortgage-Backed Securities  |
| GNII SF DH6706 C                 | 2055-03-20      | 5.5000%  | 0.0000% | $844415.12         | $859535.69         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3572 C                 | 2055-02-20      | 6.5000%  | 0.0000% | $46512.03          | $49116.99          | Agency Mortgage-Backed Securities  |
| GNII SF DJ4228 C                 | 2055-06-20      | 7.0000%  | 0.0000% | $950.00            | $1012.58           | Agency Mortgage-Backed Securities  |
| GNII SF DJ6207 C                 | 2055-04-20      | 5.5000%  | 0.0000% | $1894.32           | $1919.74           | Agency Mortgage-Backed Securities  |
| GNII SF DK0303 C                 | 2055-05-20      | 5.5000%  | 0.0000% | $948.93            | $958.06            | Agency Mortgage-Backed Securities  |
| GNII SF DK1618 C                 | 2055-05-20      | 5.5000%  | 0.0000% | $1987493.03        | $1992200.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI4601             | 2054-05-01      | 5.5000%  | 0.0000% | $559721.67         | $562888.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055             | 2054-06-01      | 5.5000%  | 0.0000% | $6158.27           | $6184.02           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9010             | 2054-07-01      | 6.0000%  | 0.0000% | $79879.55          | $81981.36          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3638             | 2040-06-01      | 5.0000%  | 0.0000% | $619709.83         | $627306.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255538             | 2034-11-01      | 5.5000%  | 0.0000% | $31314.82          | $31425.60          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NQ256109             | 2036-01-01      | 6.5000%  | 0.0000% | $61786.36          | $64032.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198             | 2042-01-01      | 3.5000%  | 0.0000% | $34557.24          | $32543.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731             | 2042-03-01      | 3.5000%  | 0.0000% | $93302907.92       | $87875705.80       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9434             | 2042-03-01      | 3.5000%  | 0.0000% | $85.65             | $80.66             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL5166             | 2033-11-01      | 3.0000%  | 0.0000% | $68330.56          | $65447.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL5974             | 2037-07-01      | 5.0000%  | 0.0000% | $312080.68         | $316079.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL6144             | 2030-01-01      | 3.0000%  | 0.0000% | $75643.37          | $74219.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6663             | 2039-03-01      | 4.0000%  | 0.0000% | $174322.25         | $171627.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7890             | 2045-12-01      | 3.5000%  | 0.0000% | $177592.50         | $165054.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8301             | 2042-08-01      | 3.5000%  | 0.0000% | $209598.73         | $197186.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8632             | 2042-07-01      | 3.5000%  | 0.0000% | $36070.68          | $33957.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8754             | 2042-08-01      | 3.5000%  | 0.0000% | $571170.66         | $537350.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP0354             | 2042-08-01      | 3.5000%  | 0.0000% | $210406.22         | $197769.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAP0452             | 2027-07-01      | 3.0000%  | 0.0000% | $628429.93         | $621274.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2134             | 2042-08-01      | 3.5000%  | 0.0000% | $1280.60           | $1205.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAQ4542             | 2027-11-01      | 2.5000%  | 0.0000% | $228495.20         | $224329.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS1359             | 2028-12-01      | 3.5000%  | 0.0000% | $86785.58          | $86044.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5372             | 2045-07-01      | 3.5000%  | 0.0000% | $137.27            | $127.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4786             | 2045-04-01      | 3.0000%  | 0.0000% | $67847.76          | $60707.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5127             | 2045-06-01      | 3.5000%  | 0.0000% | $7330094.08        | $6808671.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6185             | 2045-11-01      | 3.5000%  | 0.0000% | $211.66            | $196.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7580             | 2046-07-01      | 3.0000%  | 0.0000% | $119313586.25      | $105413991.01      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8192             | 2046-10-01      | 3.5000%  | 0.0000% | $2132378.03        | $1969972.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8303             | 2046-11-01      | 3.0000%  | 0.0000% | $18717074.20       | $16615552.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8422             | 2046-12-01      | 3.0000%  | 0.0000% | $298.76            | $265.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8694             | 2047-01-01      | 3.5000%  | 0.0000% | $342.23            | $315.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3074             | 2043-04-01      | 3.0000%  | 0.0000% | $245744.96         | $223114.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653             | 2043-07-01      | 4.0000%  | 0.0000% | $18522.81          | $17856.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU3746             | 2043-08-01      | 3.5000%  | 0.0000% | $116.50            | $109.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX5308             | 2042-01-01      | 3.5000%  | 0.0000% | $102.65            | $96.61             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAY4658             | 2031-04-01      | 4.0000%  | 0.0000% | $32.12             | $31.97             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676             | 2035-07-01      | 5.0000%  | 0.0000% | $1294282.14        | $1314858.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984             | 2035-06-01      | 4.5000%  | 0.0000% | $7.54              | $7.48              | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA1712             | 2053-10-01      | 7.0000%  | 0.0000% | $1884249.37        | $2002815.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2597             | 2053-09-01      | 5.5000%  | 0.0000% | $926.71            | $939.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5787             | 2054-01-01      | 6.0000%  | 0.0000% | $183188.59         | $187129.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6382             | 2053-10-01      | 6.0000%  | 0.0000% | $422687.65         | $434112.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA7801             | 2054-01-01      | 5.5000%  | 0.0000% | $27323.12          | $27416.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0508             | 2054-07-01      | 6.5000%  | 0.0000% | $377638.16         | $395193.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1908             | 2054-08-01      | 6.0000%  | 0.0000% | $1917452.27        | $1974171.15        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1928             | 2054-08-01      | 7.0000%  | 0.0000% | $965962.03         | $1024961.92        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6488             | 2054-06-01      | 7.0000%  | 0.0000% | $1129760.95        | $1203118.47        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9800             | 2054-08-01      | 7.0000%  | 0.0000% | $1336553.12        | $1440069.01        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9369             | 2054-08-01      | 7.0000%  | 0.0000% | $356824.85         | $379437.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB9724             | 2054-08-01      | 5.5000%  | 0.0000% | $2837178.67        | $2872500.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1417             | 2054-08-01      | 6.5000%  | 0.0000% | $990227.89         | $1036771.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2047             | 2054-09-01      | 6.0000%  | 0.0000% | $1899284.86        | $1963046.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2392             | 2054-09-01      | 6.0000%  | 0.0000% | $905.23            | $933.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2834             | 2054-07-01      | 6.5000%  | 0.0000% | $473139.37         | $494184.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3199             | 2054-10-01      | 5.5000%  | 0.0000% | $1925410.04        | $1941345.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4434             | 2054-11-01      | 4.5000%  | 0.0000% | $1177209.32        | $1127971.36        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC4022             | 2054-10-01      | 7.5000%  | 0.0000% | $827.06            | $894.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC6428             | 2054-11-01      | 4.0000%  | 0.0000% | $1086732.06        | $1015297.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7878             | 2054-11-01      | 5.0000%  | 0.0000% | $1785095.10        | $1761513.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDC9194             | 2039-12-01      | 4.5000%  | 0.0000% | $158973.34         | $158387.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC9729             | 2055-01-01      | 4.5000%  | 0.0000% | $85329.03          | $82447.21          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD0258             | 2055-01-01      | 5.0000%  | 0.0000% | $941085.20         | $938116.80         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0756             | 2055-02-01      | 6.0000%  | 0.0000% | $575845.67         | $587858.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1707             | 2055-03-01      | 6.0000%  | 0.0000% | $1973535.36        | $2016590.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1660             | 2055-02-01      | 5.5000%  | 0.0000% | $1289424.99        | $1303884.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2386             | 2055-03-01      | 4.5000%  | 0.0000% | $442958.46         | $424489.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3470             | 2055-03-01      | 6.0000%  | 0.0000% | $2491796.17        | $2565509.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3026             | 2055-03-01      | 5.0000%  | 0.0000% | $970069.65         | $957704.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD3814             | 2055-03-01      | 4.5000%  | 0.0000% | $1308234.96        | $1256108.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7752             | 2055-04-01      | 5.0000%  | 0.0000% | $1005693.86        | $995489.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8531             | 2055-05-01      | 5.5000%  | 0.0000% | $3076759.20        | $3087388.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9817             | 2055-05-01      | 5.5000%  | 0.0000% | $2053705.12        | $2075594.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9290             | 2055-05-01      | 5.0000%  | 0.0000% | $1146314.89        | $1131722.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0305             | 2055-06-01      | 5.5000%  | 0.0000% | $950.86            | $957.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0957             | 2055-06-01      | 6.0000%  | 0.0000% | $861779.98         | $882599.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1306             | 2055-06-01      | 6.0000%  | 0.0000% | $5700.00           | $5855.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1470             | 2055-06-01      | 6.0000%  | 0.0000% | $5700.95           | $5870.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC3473             | 2046-01-01      | 3.5000%  | 0.0000% | $168.58            | $154.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440             | 2047-01-01      | 3.5000%  | 0.0000% | $11203.74          | $10329.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0152             | 2046-09-01      | 3.5000%  | 0.0000% | $12781529.95       | $12026351.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0398             | 2047-05-01      | 4.0000%  | 0.0000% | $204.00            | $193.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2269             | 2047-04-01      | 4.0000%  | 0.0000% | $93.02             | $88.14             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0650             | 2048-03-01      | 3.5000%  | 0.0000% | $161.63            | $148.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2689             | 2048-04-01      | 4.0000%  | 0.0000% | $1720961.63        | $1630621.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6737             | 2048-07-01      | 4.5000%  | 0.0000% | $39474.73          | $38423.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663             | 2047-04-01      | 3.0000%  | 0.0000% | $217.40            | $193.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3932             | 2046-10-01      | 3.5000%  | 0.0000% | $218239.01         | $201976.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4322             | 2048-07-01      | 4.0000%  | 0.0000% | $330.94            | $313.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBM4645             | 2038-10-01      | 3.0000%  | 0.0000% | $1932.19           | $1821.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM4862             | 2031-08-01      | 3.0000%  | 0.0000% | $35817.64          | $35347.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5019             | 2047-12-01      | 4.0000%  | 0.0000% | $281804.59         | $268411.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CJBM7190             | 2034-09-01      | 3.5000%  | 0.0000% | $563205.65         | $548162.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWBM6522             | 2033-11-01      | 3.5000%  | 0.0000% | $825721.09         | $812976.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWBM6665             | 2032-12-01      | 2.5000%  | 0.0000% | $413248.19         | $398098.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBM7284             | 2048-11-01      | 3.5000%  | 0.0000% | $558892.50         | $511778.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKBM7323             | 2050-01-01      | 5.0000%  | 0.0000% | $1417476.76        | $1381016.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8491             | 2049-01-01      | 3.5000%  | 0.0000% | $382029.25         | $349284.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800             | 2050-05-01      | 2.5000%  | 0.0000% | $900.18            | $756.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8105             | 2050-08-01      | 2.0000%  | 0.0000% | $5485898.36        | $4379146.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ4793             | 2050-10-01      | 2.5000%  | 0.0000% | $1674.57           | $1403.87           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823             | 2051-10-01      | 2.5000%  | 0.0000% | $153281.78         | $127163.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $2576089.41        | $2040239.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4047             | 2053-07-01      | 5.5000%  | 0.0000% | $771.87            | $775.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4255             | 2053-10-01      | 6.0000%  | 0.0000% | $3405.76           | $3526.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4852             | 2054-08-01      | 6.0000%  | 0.0000% | $862.32            | $880.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU4913             | 2054-08-01      | 5.0000%  | 0.0000% | $3375636.84        | $3342011.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4916             | 2054-08-01      | 6.0000%  | 0.0000% | $1276670.98        | $1305464.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBU5195             | 2039-11-01      | 5.0000%  | 0.0000% | $685430.21         | $694498.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8931             | 2052-04-01      | 3.5000%  | 0.0000% | $29988.52          | $27056.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3042             | 2052-02-01      | 2.5000%  | 0.0000% | $757.75            | $631.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4158             | 2052-03-01      | 3.5000%  | 0.0000% | $180373.29         | $162595.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV7937             | 2052-08-01      | 4.0000%  | 0.0000% | $246508.78         | $229978.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8464             | 2052-04-01      | 3.0000%  | 0.0000% | $797.41            | $691.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1139             | 2052-09-01      | 4.0000%  | 0.0000% | $690605.09         | $649497.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330             | 2052-11-01      | 5.0000%  | 0.0000% | $16084.65          | $15964.30          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW1412             | 2052-12-01      | 6.0000%  | 0.0000% | $1433.96           | $1491.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2293             | 2052-08-01      | 5.0000%  | 0.0000% | $898.75            | $885.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW6224             | 2052-08-01      | 6.0000%  | 0.0000% | $573.70            | $588.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6179             | 2053-02-01      | 5.0000%  | 0.0000% | $24065.43          | $23740.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108             | 2053-01-01      | 5.5000%  | 0.0000% | $2647171.91        | $2666206.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7863             | 2053-03-01      | 6.5000%  | 0.0000% | $1556153.27        | $1652662.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9208             | 2053-04-01      | 5.5000%  | 0.0000% | $157466.36         | $159692.55         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0909             | 2053-03-01      | 6.0000%  | 0.0000% | $3300775.31        | $3375522.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1373             | 2053-10-01      | 5.0000%  | 0.0000% | $12148139.86       | $11984574.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4146             | 2053-06-01      | 6.0000%  | 0.0000% | $2253.45           | $2343.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4223             | 2053-06-01      | 5.5000%  | 0.0000% | $1728050.78        | $1735095.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5373             | 2053-07-01      | 6.0000%  | 0.0000% | $21744.62          | $22369.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6785             | 2053-08-01      | 5.5000%  | 0.0000% | $809.53            | $814.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483             | 2047-10-01      | 3.5000%  | 0.0000% | $248.27            | $228.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0997             | 2048-01-01      | 3.5000%  | 0.0000% | $59137.55          | $54263.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1056             | 2048-01-01      | 4.0000%  | 0.0000% | $417.01            | $395.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2632             | 2048-11-01      | 4.0000%  | 0.0000% | $234.84            | $221.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA2897             | 2034-01-01      | 4.5000%  | 0.0000% | $449241.92         | $455308.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2950             | 2049-01-01      | 4.5000%  | 0.0000% | $101154.54         | $98642.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3838             | 2049-07-01      | 4.5000%  | 0.0000% | $51931.38          | $50603.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4114             | 2049-09-01      | 3.5000%  | 0.0000% | $266.93            | $244.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4316             | 2049-10-01      | 3.5000%  | 0.0000% | $58684.61          | $54133.59          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5291             | 2035-02-01      | 3.5000%  | 0.0000% | $394251.46         | $383563.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4804             | 2049-12-01      | 3.5000%  | 0.0000% | $767411.11         | $702921.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141             | 2050-06-01      | 2.0000%  | 0.0000% | $236361.38         | $189951.14         | Agency Mortgage-Backed Securities  |
| GNII SF DK4601 C                 | 2055-05-20      | 6.5000%  | 0.0000% | $949.17            | $994.58            | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                 | 2054-11-20      | 5.5000%  | 0.0000% | $929.85            | $934.79            | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M                 | 2054-09-20      | 6.0000%  | 0.0000% | $1433.88           | $1461.89           | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M                 | 2054-12-20      | 5.5000%  | 0.0000% | $957.16            | $962.10            | Agency Mortgage-Backed Securities  |
| GNII SF MB0368 M                 | 2055-05-20      | 6.5000%  | 0.0000% | $8277276.27        | $8554450.06        | Agency Mortgage-Backed Securities  |
| United States Treasury Bill      | 2025-12-26      | 0.0000%  | 0.0000% | $1703920.00        | $1669163.44        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-07-22      | 0.0000%  | 0.0000% | $12065.00          | $12034.60          | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2025-08-12      | 0.0000%  | 0.0000% | $95.00             | $94.52             | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 45                    | 2045-08-15      | 0.0000%  | 0.0000% | $190.00            | $69.84             | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46                    | 2046-08-15      | 0.0000%  | 0.0000% | $1413030.00        | $493322.69         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                    | 2047-11-15      | 0.0000%  | 0.0000% | $320245.00         | $104586.90         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49                    | 2049-05-15      | 0.0000%  | 0.0000% | $322240.00         | $97537.21          | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 50                    | 2050-08-15      | 0.0000%  | 0.0000% | $2292730.00        | $657804.87         | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29                    | 2029-04-15      | 3.8750%  | 0.0000% | $84684.43          | $93022.50          | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29                    | 2029-01-15      | 2.5000%  | 0.0000% | $283.77            | $298.15            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $190.00            | $192.95            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $95.00             | $72.03             | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                    | 2047-02-15      | 0.8750%  | 0.0000% | $6562.25           | $4733.42           | U.S. Treasuries (including strips) |
| 1 TRIB 48                        | 2048-02-15      | 1.0000%  | 0.0000% | $123.53            | $90.45             | U.S. Treasuries (including strips) |
| FNMS 04.500 CLCA6381             | 2050-07-01      | 4.5000%  | 0.0000% | $6706066.30        | $6492746.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8799             | 2051-02-01      | 2.0000%  | 0.0000% | $377584.79         | $303396.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9380             | 2051-03-01      | 2.0000%  | 0.0000% | $1106479.60        | $886424.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0370             | 2051-05-01      | 2.0000%  | 0.0000% | $1685628.70        | $1345656.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496             | 2051-05-01      | 2.0000%  | 0.0000% | $196077.01         | $156090.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0988             | 2051-07-01      | 2.5000%  | 0.0000% | $702.14            | $589.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1331             | 2051-08-01      | 2.5000%  | 0.0000% | $696.31            | $583.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664             | 2052-01-01      | 3.0000%  | 0.0000% | $35820.59          | $31354.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1869             | 2051-10-01      | 2.5000%  | 0.0000% | $1332.74           | $1105.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876             | 2051-10-01      | 3.0000%  | 0.0000% | $808.20            | $700.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596             | 2052-05-01      | 3.5000%  | 0.0000% | $7188.50           | $6580.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2899             | 2052-02-01      | 3.0000%  | 0.0000% | $1333.65           | $1163.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255             | 2052-04-01      | 3.5000%  | 0.0000% | $4386.30           | $3988.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4563             | 2052-09-01      | 5.0000%  | 0.0000% | $46746.86          | $46180.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4613             | 2052-09-01      | 4.5000%  | 0.0000% | $37398.99          | $35878.35          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4752             | 2037-09-01      | 4.5000%  | 0.0000% | $27669.88          | $27589.11          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108             | 2052-11-01      | 5.5000%  | 0.0000% | $77226.76          | $77972.81          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5525             | 2053-01-01      | 6.0000%  | 0.0000% | $26219.74          | $26885.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8982             | 2054-08-01      | 5.0000%  | 0.0000% | $25109.76          | $24706.19          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348             | 2054-04-01      | 6.0000%  | 0.0000% | $214738.71         | $223617.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8512             | 2054-05-01      | 6.5000%  | 0.0000% | $1480.30           | $1539.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8679             | 2054-06-01      | 5.5000%  | 0.0000% | $22310939.09       | $22609382.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8699             | 2054-06-01      | 6.0000%  | 0.0000% | $41996.14          | $43383.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847             | 2054-07-01      | 6.0000%  | 0.0000% | $322215.00         | $334644.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9784             | 2055-01-01      | 5.0000%  | 0.0000% | $913.38            | $903.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795             | 2055-01-01      | 5.5000%  | 0.0000% | $1901910.54        | $1924084.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9003             | 2054-08-01      | 6.0000%  | 0.0000% | $35998614.65       | $37387309.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9208             | 2054-09-01      | 5.5000%  | 0.0000% | $407029.29         | $410963.86         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9230             | 2054-08-01      | 7.0000%  | 0.0000% | $1219116.34        | $1295017.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9331             | 2054-10-01      | 5.5000%  | 0.0000% | $22750053.22       | $23019221.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0565             | 2054-06-01      | 6.0000%  | 0.0000% | $877.09            | $898.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1717             | 2055-01-01      | 5.5000%  | 0.0000% | $3794.14           | $3829.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024             | 2051-05-01      | 2.5000%  | 0.0000% | $1924.33           | $1595.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1148             | 2054-06-01      | 5.5000%  | 0.0000% | $25264922.96       | $25517813.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1140             | 2054-06-01      | 6.5000%  | 0.0000% | $37099633.94       | $38664203.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827             | 2055-05-01      | 5.0000%  | 0.0000% | $1022697.00        | $1005707.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076             | 2050-03-01      | 3.0000%  | 0.0000% | $7984.34           | $7018.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2274             | 2049-08-01      | 4.0000%  | 0.0000% | $1946537.81        | $1842558.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3055             | 2048-11-01      | 3.5000%  | 0.0000% | $174690.47         | $160920.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118             | 2050-05-01      | 3.0000%  | 0.0000% | $2009113.58        | $1783174.03        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4528             | 2050-10-01      | 2.0000%  | 0.0000% | $278110.24         | $222066.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4904             | 2050-11-01      | 2.5000%  | 0.0000% | $1709633.45        | $1437432.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5721             | 2040-12-01      | 3.0000%  | 0.0000% | $1099.05           | $1015.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM6353             | 2034-08-01      | 4.0000%  | 0.0000% | $513421.95         | $504407.92         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411             | 2051-05-01      | 2.0000%  | 0.0000% | $4632.29           | $3664.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786             | 2049-01-01      | 4.0000%  | 0.0000% | $138567.13         | $131354.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM8546             | 2034-07-01      | 4.0000%  | 0.0000% | $1713002.96        | $1711936.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9476             | 2051-11-01      | 2.5000%  | 0.0000% | $2025126.77        | $1705124.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9515             | 2051-11-01      | 2.5000%  | 0.0000% | $765.57            | $637.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9973             | 2051-08-01      | 3.0000%  | 0.0000% | $1404.55           | $1231.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034             | 2051-12-01      | 3.0000%  | 0.0000% | $531928.76         | $467115.73         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067             | 2051-09-01      | 4.5000%  | 0.0000% | $333809.66         | $322665.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0146             | 2043-09-01      | 3.5000%  | 0.0000% | $227087.53         | $213740.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434             | 2051-11-01      | 2.5000%  | 0.0000% | $684.32            | $579.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0551             | 2052-02-01      | 2.5000%  | 0.0000% | $148633.66         | $125131.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1069             | 2051-12-01      | 2.0000%  | 0.0000% | $796.53            | $630.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1118             | 2052-03-01      | 3.5000%  | 0.0000% | $541757.34         | $490110.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1112             | 2052-03-01      | 2.0000%  | 0.0000% | $1161819.81        | $937700.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171             | 2052-01-01      | 3.0000%  | 0.0000% | $3906698.40        | $3392985.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1240             | 2051-12-01      | 3.5000%  | 0.0000% | $69518.80          | $63039.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1443             | 2052-04-01      | 3.5000%  | 0.0000% | $743.89            | $672.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1603             | 2052-05-01      | 3.5000%  | 0.0000% | $145517.77         | $132121.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891             | 2050-01-01      | 4.0000%  | 0.0000% | $10465.22          | $9915.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1932             | 2051-07-01      | 2.5000%  | 0.0000% | $1610771.67        | $1348818.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009             | 2052-05-01      | 3.0000%  | 0.0000% | $32509.92          | $28636.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463             | 2052-02-01      | 3.0000%  | 0.0000% | $760.53            | $660.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2707             | 2052-04-01      | 3.5000%  | 0.0000% | $432058.47         | $392468.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2946             | 2052-10-01      | 5.0000%  | 0.0000% | $100109.80         | $99429.74          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3021             | 2052-10-01      | 4.0000%  | 0.0000% | $777.37            | $728.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3168             | 2052-09-01      | 3.0000%  | 0.0000% | $7974821.17        | $6972144.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3347             | 2052-12-01      | 5.0000%  | 0.0000% | $293207.40         | $290805.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3827             | 2053-02-01      | 5.5000%  | 0.0000% | $241034.39         | $242174.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3978             | 2053-01-01      | 5.0000%  | 0.0000% | $78341.79          | $77809.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4136             | 2053-04-01      | 5.0000%  | 0.0000% | $253406.92         | $251602.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523             | 2053-04-01      | 5.0000%  | 0.0000% | $47573.80          | $46989.49          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4683             | 2053-06-01      | 5.0000%  | 0.0000% | $12393578.78       | $12258647.14       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4748             | 2052-08-01      | 3.5000%  | 0.0000% | $163064.58         | $147121.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4943             | 2048-01-01      | 3.5000%  | 0.0000% | $2481095.19        | $2285293.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125             | 2051-10-01      | 2.5000%  | 0.0000% | $56020.06          | $46459.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6206             | 2053-10-01      | 5.5000%  | 0.0000% | $82484.83          | $83174.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256             | 2052-08-01      | 3.5000%  | 0.0000% | $160605.43         | $145143.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5654             | 2053-08-01      | 5.0000%  | 0.0000% | $845.63            | $837.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626             | 2053-08-01      | 5.0000%  | 0.0000% | $6095.72           | $6018.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5833             | 2053-10-01      | 6.0000%  | 0.0000% | $58409.40          | $60194.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7082             | 2052-09-01      | 3.5000%  | 0.0000% | $275909.76         | $248933.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7155             | 2051-12-01      | 3.0000%  | 0.0000% | $7673.41           | $6726.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333             | 2052-10-01      | 4.0000%  | 0.0000% | $3293.42           | $3103.52           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6697             | 2051-05-01      | 2.5000%  | 0.0000% | $1432068.51        | $1212337.49        | Agency Mortgage-Backed Securities  |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $95.00             | $71.77             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                    | 2048-11-15      | 3.3750%  | 0.0000% | $2828815.00        | $2228135.22        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $10874745.00       | $5352742.64        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $95.00             | $58.26             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $3325.00           | $1869.84           | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                    | 2051-02-15      | 0.1250%  | 0.0000% | $2223.13           | $1198.15           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $23845.00          | $17401.89          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $1045.00           | $731.62            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $95.00             | $80.29             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                    | 2053-02-15      | 1.5000%  | 0.0000% | $819.85            | $648.31            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $5795.00           | $5164.98           | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $1045.00           | $940.58            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                    | 2054-02-15      | 2.1250%  | 0.0000% | $99.26             | $90.87             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $4245360.00        | $4142956.69        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $285.00            | $262.34            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $380.00            | $351.41            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $190.00            | $180.44            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $190.00            | $188.25            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $95.00             | $92.06             | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29                  | 2029-01-15      | 0.8750%  | 0.0000% | $72750443.21       | $71837601.98       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29                  | 2029-07-15      | 0.2500%  | 0.0000% | $203409.14         | $195271.43         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26                  | 2026-07-15      | 0.1250%  | 0.0000% | $5421539.95        | $5374688.11        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28                  | 2028-07-15      | 0.7500%  | 0.0000% | $11021953.57       | $10914976.99       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                 | 2025-08-31      | 0.2500%  | 0.0000% | $1607210.00        | $1596929.97        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25                 | 2025-11-30      | 0.3750%  | 0.0000% | $190.00            | $186.96            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                  | 2026-01-31      | 0.3750%  | 0.0000% | $96995.00          | $94989.04          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $95.00             | $88.34             | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $95.00             | $87.88             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $14923360.00       | $12801580.58       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $950.00            | $883.03            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32                  | 2032-01-15      | 0.1250%  | 0.0000% | $11890541.62       | $10757411.11       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $425600.00         | $375722.41         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $34231920.00       | $31969250.00       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $4655.00           | $4610.98           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $95.00             | $94.17             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $123215.00         | $125517.41         | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28                  | 2028-04-15      | 1.2500%  | 0.0000% | $2402599.01        | $2402081.56        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $10640.00          | $10634.28          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-05-15      | 3.6250%  | 0.0000% | $190.00            | $190.12            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $474620.00         | $481869.93         | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $622440.00         | $635868.89         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $95.00             | $96.63             | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFS6871             | 2054-01-01      | 6.5000%  | 0.0000% | $1528.28           | $1596.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6883             | 2053-05-01      | 4.0000%  | 0.0000% | $1391240.47        | $1313598.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8087             | 2054-06-01      | 5.5000%  | 0.0000% | $530699.91         | $533762.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7684             | 2054-04-01      | 5.5000%  | 0.0000% | $25913967.31       | $26002944.36       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879             | 2052-07-01      | 2.5000%  | 0.0000% | $889.49            | $737.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7909             | 2054-02-01      | 6.0000%  | 0.0000% | $844.51            | $869.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154             | 2054-06-01      | 6.0000%  | 0.0000% | $880.59            | $906.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278             | 2054-06-01      | 6.0000%  | 0.0000% | $5901134.17        | $6137854.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8661             | 2054-08-01      | 5.5000%  | 0.0000% | $873783.11         | $886292.68         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9778             | 2054-10-01      | 7.0000%  | 0.0000% | $1600.84           | $1696.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9881             | 2053-05-01      | 4.5000%  | 0.0000% | $881.77            | $854.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9098             | 2054-09-01      | 5.0000%  | 0.0000% | $466399.92         | $458833.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9174             | 2052-08-01      | 3.0000%  | 0.0000% | $5727026.90        | $5006255.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345             | 2054-10-01      | 5.0000%  | 0.0000% | $906.51            | $890.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9324             | 2052-09-01      | 3.5000%  | 0.0000% | $2736.30           | $2467.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0076             | 2055-03-01      | 5.5000%  | 0.0000% | $945.95            | $954.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0218             | 2055-04-01      | 6.0000%  | 0.0000% | $2886713.90        | $2950938.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CI890790             | 2032-08-01      | 3.0000%  | 0.0000% | $238937.35         | $232382.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7962             | 2043-02-01      | 3.5000%  | 0.0000% | $163.67            | $153.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB9703             | 2043-06-01      | 3.5000%  | 0.0000% | $4045000.29        | $3765480.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB9672             | 2043-06-01      | 3.5000%  | 0.0000% | $118.00            | $110.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1177             | 2042-08-01      | 3.5000%  | 0.0000% | $1425830.61        | $1327319.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA1372             | 2043-02-01      | 3.5000%  | 0.0000% | $151.46            | $140.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1627             | 2043-09-01      | 3.5000%  | 0.0000% | $3808807.76        | $3545639.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2230             | 2035-04-01      | 3.0000%  | 0.0000% | $102.73            | $97.61             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3520             | 2048-11-01      | 3.5000%  | 0.0000% | $32832.62          | $29897.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3597             | 2049-02-01      | 3.5000%  | 0.0000% | $163136.90         | $148848.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238             | 2048-01-01      | 3.5000%  | 0.0000% | $16424349.72       | $15059559.25       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332             | 2048-04-01      | 3.5000%  | 0.0000% | $135.53            | $123.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378             | 2051-07-01      | 2.0000%  | 0.0000% | $53448.26          | $42467.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4497             | 2036-12-01      | 2.0000%  | 0.0000% | $27632.22          | $25220.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692             | 2049-07-01      | 3.5000%  | 0.0000% | $435077.41         | $396611.98         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181             | 2050-11-01      | 1.5000%  | 0.0000% | $2732819.77        | $2054302.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325             | 2051-05-01      | 2.0000%  | 0.0000% | $1619048.05        | $1286610.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4327             | 2051-05-01      | 3.0000%  | 0.0000% | $32311.93          | $28221.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5326             | 2054-04-01      | 4.5000%  | 0.0000% | $893.44            | $856.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4512             | 2052-01-01      | 2.5000%  | 0.0000% | $44209.91          | $36774.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547             | 2052-02-01      | 2.0000%  | 0.0000% | $9124422.11        | $7233997.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604             | 2037-05-01      | 3.0000%  | 0.0000% | $296215.75         | $282260.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628             | 2037-06-01      | 2.5000%  | 0.0000% | $8125.66           | $7580.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4786             | 2052-10-01      | 5.5000%  | 0.0000% | $63669.24          | $64038.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4840             | 2052-12-01      | 4.5000%  | 0.0000% | $2434.02           | $2336.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073             | 2053-07-01      | 6.0000%  | 0.0000% | $3398438.22        | $3473826.90        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5236             | 2053-12-01      | 4.0000%  | 0.0000% | $865.90            | $806.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245             | 2054-01-01      | 5.0000%  | 0.0000% | $880.45            | $867.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5256             | 2033-11-01      | 4.0000%  | 0.0000% | $90538.61          | $90011.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5434             | 2034-05-01      | 4.0000%  | 0.0000% | $873302.73         | $862852.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558             | 2039-12-01      | 5.0000%  | 0.0000% | $29214.22          | $29515.21          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5540             | 2044-11-01      | 5.5000%  | 0.0000% | $1655855.78        | $1689222.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674             | 2055-04-01      | 6.0000%  | 0.0000% | $8872070.57        | $9056816.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5741             | 2045-06-01      | 5.5000%  | 0.0000% | $1893.29           | $1924.57           | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CLAD0273             | 2032-10-01      | 8.5000%  | 0.0000% | $79355.00          | $83370.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0933             | 2040-04-01      | 5.5000%  | 0.0000% | $1393123.93        | $1431786.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE8359             | 2040-11-01      | 4.0000%  | 0.0000% | $3135342.31        | $3042884.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0221             | 2054-12-01      | 5.5000%  | 0.0000% | $624582.00         | $631488.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0292             | 2054-11-01      | 5.5000%  | 0.0000% | $949353.03         | $963725.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0538             | 2054-12-01      | 5.0000%  | 0.0000% | $1830.85           | $1802.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2415             | 2055-01-01      | 5.5000%  | 0.0000% | $907.58            | $914.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2880             | 2054-12-01      | 5.5000%  | 0.0000% | $940.31            | $954.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3989             | 2055-01-01      | 5.5000%  | 0.0000% | $8939424.26        | $9006501.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5070             | 2055-02-01      | 6.0000%  | 0.0000% | $1227683.50        | $1270504.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5543             | 2055-02-01      | 6.0000%  | 0.0000% | $481517.14         | $495761.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6685             | 2055-02-01      | 5.5000%  | 0.0000% | $948.27            | $957.15            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8007             | 2055-03-01      | 7.0000%  | 0.0000% | $877.77            | $936.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7671             | 2055-03-01      | 6.0000%  | 0.0000% | $7411371.23        | $7577188.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8610             | 2055-03-01      | 6.0000%  | 0.0000% | $1521750.37        | $1566015.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9793             | 2055-04-01      | 6.0000%  | 0.0000% | $1746784.82        | $1796411.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9146             | 2055-04-01      | 6.0000%  | 0.0000% | $206357.18         | $212506.08         | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $190.00            | $193.44            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $19319295.00       | $19630142.46       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34                  | 2034-07-15      | 1.8750%  | 0.0000% | $19113777.08       | $19240464.46       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $1447800.00        | $1429139.25        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $95.00             | $96.32             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $33440.00          | $33770.79          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $95.00             | $95.07             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $2354575.00        | $2359927.37        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $570.00            | $568.39            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $950.00            | $958.91            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $285.00            | $287.38            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $95.00             | $96.58             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $74290.00          | $76013.53          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $95.00             | $98.40             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $1140.00           | $1184.62           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $760.00            | $774.07            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $3487450.00        | $3525409.37        | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $95.00             | $95.48             | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $93575.00          | $94620.11          | U.S. Treasuries (including strips) |

### Security 313: Willow Partners LP

- **C.1 - Title:** Willow Partners LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 97115AAA3, C.4 - ISIN: US97115AAA34, C.3 - LEI: 9845003FG2F600IF0793
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2063-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: ABN AMRO

- **C.1 - Title:** ABN AMRO 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 973SGT002, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 976YDK008, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $251625000.00
- **C.18.a - Value (excl. sponsor support):** $251625000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-07-08

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer