AMERICAN CENTURY INVESTMENT TRUST Form

SECURITIES AND EXCHANGE COMMISSION

FORM N-CEN

Filing Date: 2021-06-04 | Period of Report: 2021-03-31 SEC Accession No. 0001145549-21-034928

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To the Board of Trustees of American Century Investment Trust and Shareholders of each of the funds constituting American Century Investment Trust listed in Appendix A

In planning and performing our audits of the financial statements of each of the funds constituting American Century Investment Trust listed in Appendix A (hereafter referred to as the "Funds") as of and for the year ended March 31, 2021, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (“PCAOB”), we considered the Funds’ internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds’ internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds’ internal control over financial reporting.

The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund’s internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management and trustees of the fund; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a fund’s assets that could have a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the fund’s annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Funds’ internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds’ internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be material weaknesses as defined above as of March 31, 2021.

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document This report is intended solely for the information and use of the Board of Trustees of American Century Investment Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document /s/ PricewaterhouseCoopers LLP Kansas City, Missouri May 18, 2021 Appendix A American Century Investment Trust

Prime Money Market Fund U.S. Government Money Market Fund Diversified Bond Fund High-Yield Fund NT Diversified Bond Fund Short Duration Fund Core Plus Fund Short Duration Inflation Protection Bond Fund Strategic Income Fund High Income Fund NT High Income Fund Short Duration Strategic Income Fund

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Pursuant to the Fund’s procedures adopted under Rule 10f-3, the Fund’s Board of Directors/Trustees receives a quarterly report in the form of a checklist as to the satisfaction of the applicable conditions of paragraph (c)(1) through (c)(8) of Rule 10f-3.

Fund NT Diversified Bond Issuer Apollo Management Holdings, L.P. Ticker/Sedol 03765HAF8 Principal Amount (US$) $498,520,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $2,492,600.00 Amount Purchased (Foreign$) N/A Trade Date 6/2/2020 Price (US$) $99.704 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Goldman Sachs & Co. LLC, BofA Securities, Inc., Apollo Global Securities, LLC, Barclays Capital Inc, BNP Paribas Securities Corp., .S.U Bancorp Investments, Inc., BMO Capital Markets Corp, Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., HSBC Securities (USA) Inc, J.P. Morgan Securities LLC, Mizuho Securities USA LLC, Morgan Stanley & Co. LLC, MUFG Securities Americas Inc, Nomura Securities International, Inc, RBC Capital Markets, LLC, SG Americas Securities, LLC, UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.650% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Strategic Income Fund Issuer Apollo Management Holdings, L.P. Ticker/Sedol 03765HAF8 Principal Amount (US$) $498,520,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $69.792.80 Amount Purchased (Foreign$) N/A Trade Date 6/2/2020 Price (US$) $99.704 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Goldman Sachs & Co. LLC, BofA Securities, Inc., Apollo Global Securities, LLC, Barclays Capital Inc, BNP Paribas Securities Corp., .S.U Bancorp Investments, Inc., BMO Capital Markets Corp, Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., HSBC Securities (USA) Inc, J.P. Morgan Securities LLC, Mizuho Securities USA LLC, Morgan Stanley & Co. LLC, MUFG Securities Americas Inc, Nomura Securities International, Inc, RBC Capital Markets, LLC, SG Americas Securities, LLC, UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.650% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer Bank of America Corp.. Ticker/Sedol 06051GJB6 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $200,000.00 Amount Purchased (Foreign$) N/A Trade Date 4/22/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Banco de Sabadell, S.A., BBVA Securities Inc., BMO Capital Markets Corp., BNY Mellon Capital Markets, LLC, Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., Huntington Securities, Inc., ING Financial Markets LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc. nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., Scotia Capital (USA) Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SunTrust Robinson Humphrey, Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Apto Partners, LLC, Drexel Hamilton, LLC Underwriting Spread 0.450% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJB6 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $300,000.00 Amount Purchased (Foreign$) N/A Trade Date 4/22/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Banco de Sabadell, S.A., BBVA Securities Inc., BMO Capital Markets Corp., BNY Mellon Capital Markets, LLC, Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., Huntington Securities, Inc., ING Financial Markets LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc. nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., Scotia Capital (USA) Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SunTrust Robinson Humphrey, Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Apto Partners, LLC, Drexel Hamilton, LLC Underwriting Spread 0.450% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJB6 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $3,300,000.00 Amount Purchased (Foreign$) N/A Trade Date 4/22/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Banco de Sabadell, S.A., BBVA Securities Inc., BMO Capital Markets Corp., BNY Mellon Capital Markets, LLC, Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., Huntington Securities, Inc., ING Financial Markets LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc. nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., Scotia Capital (USA) Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SunTrust Robinson Humphrey, Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Apto Partners, LLC, Drexel Hamilton, LLC Underwriting Spread 0.450% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Strategic Income Fund Issuer Bank of America Corp.. Ticker/Sedol 06051GJB6 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $3,600,000.00 Amount Purchased (Foreign$) N/A Trade Date 4/22/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Banco de Sabadell, S.A., BBVA Securities Inc., BMO Capital Markets Corp., BNY Mellon Capital Markets, LLC, Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., Huntington Securities, Inc., ING Financial Markets LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc. nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., Scotia Capital (USA) Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SunTrust Robinson Humphrey, Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Apto Partners, LLC, Drexel Hamilton, LLC Underwriting Spread 0.450% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJD2 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $280,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Bankinter S.A., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., DZ Financial Markets LLC, Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Rabo Securities USA, Inc., RBC Capital Markets, LLC, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SG Americas Securities, LLC, TD Securities (USA) LLC, UniCredit Capital Markets LLC, Academy Securities, Inc., Bancroft Capital, LLC, CastleOak Securities, L.P., Siebert Williams Shank & Co., LLC Underwriting Spread 0.350% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJD2 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $4,420,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Bankinter S.A., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., DZ Financial Markets LLC, Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Rabo Securities USA, Inc., RBC Capital Markets, LLC, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SG Americas Securities, LLC, TD Securities (USA) LLC, UniCredit Capital Markets LLC, Academy Securities, Inc., Bancroft Capital, LLC, CastleOak Securities, L.P., Siebert Williams Shank & Co., LLC Underwriting Spread 0.350% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJD2 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $4,350,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Bankinter S.A., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., DZ Financial Markets LLC, Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Rabo Securities USA, Inc., RBC Capital Markets, LLC, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SG Americas Securities, LLC, TD Securities (USA) LLC, UniCredit Capital Markets LLC, Academy Securities, Inc., Bancroft Capital, LLC, CastleOak Securities, L.P., Siebert Williams Shank & Co., LLC Underwriting Spread 0.350% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJE0 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $300,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Bankinter S.A., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., DZ Financial Markets LLC, Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC , KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Rabo Securities USA, Inc., RBC Capital Markets, LLC, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SG Americas Securities, LLC, TD Securities (USA) LLC, UniCredit Capital Markets LLC, Academy Securities, Inc., Bancroft Capital, LLC, CastleOak Securities, L.P., Siebert Williams Shank & Co., LLC Underwriting Spread 0.750% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJE0 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $4,100,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Bankinter S.A., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., DZ Financial Markets LLC, Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC , KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Rabo Securities USA, Inc., RBC Capital Markets, LLC, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SG Americas Securities, LLC, TD Securities (USA) LLC, UniCredit Capital Markets LLC, Academy Securities, Inc., Bancroft Capital, LLC, CastleOak Securities, L.P., Siebert Williams Shank & Co., LLC Underwriting Spread 0.750% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Bank of America Corp. Ticker/Sedol 06051GJE0 Principal Amount (US$) $3,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $4,000,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: ABN AMRO Securities (USA) LLC, ANZ Securities, Inc., Banca IMI S.p.A., Bankinter S.A., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CIBC orldW Markets Corp., Citizens Capital Markets, Inc., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Agricole Securities (USA) Inc., Danske Markets Inc., DBS Bank Ltd., DZ Financial Markets LLC, Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC , KeyBanc Capital Markets Inc., Lloyds Securities Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, Natixis Securities Americas LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Rabo Securities USA, Inc., RBC Capital Markets, LLC, RB International Markets (USA) LLC, Regions Securities LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, SG Americas Securities, LLC, TD Securities (USA) LLC, UniCredit Capital Markets LLC, Academy Securities, Inc., Bancroft Capital, LLC, CastleOak Securities, L.P., Siebert Williams Shank & Co., LLC Underwriting Spread 0.750% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer Citigroup Inc. Ticker/Sedol 172967MS7 Principal Amount (US$) $3,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $240,000.00 Amount Purchased (Foreign$) N/A Trade Date 5/26/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Banca IMI S.p.A., BMO Capital Markets Corp., Deutsche Bank Securities Inc., Huntington Securities, Inc., Lloyds Securities Inc., NatWest Markets Securities Inc., RBC Capital Markets, LLC, Scotia Capital (USA) Inc., SG Americas Securities, LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, UniCredit Capital Markets LLC, ABN AMRO Securities (USA) LLC, Academy Securities, Inc., Bank of China Limited, London Branch, BBVA Securities Inc., Cabrera Capital Markets LLC, Capital One Securities, Inc., CastleOak Securities, L.P., CIBC World Markets Corp., Citizens Capital Markets, Inc., Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Fifth Third Securities, Inc., HSBC Securities (USA) Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, KeyBanc Capital Markets Inc., Mischler Financial Group, Inc., nabSecurities, LLC, National Bank of Canada Financial Inc., Natixis Securities Americas LLC, Nomura Securities International, Inc., egionsR Securities LLC, Roberts & Ryan Investments Inc., Santander Investment Securities Inc., TD Securities (USA) LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.425% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Citigroup Inc. Ticker/Sedol 172967MS7 Principal Amount (US$) $3,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $2,540,000.00 Amount Purchased (Foreign$) N/A Trade Date 5/26/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Banca IMI S.p.A., BMO Capital Markets Corp., Deutsche Bank Securities Inc., Huntington Securities, Inc., Lloyds Securities Inc., NatWest Markets Securities Inc., RBC Capital Markets, LLC, Scotia Capital (USA) Inc., SG Americas Securities, LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, UniCredit Capital Markets LLC, ABN AMRO Securities (USA) LLC, Academy Securities, Inc., Bank of China Limited, London Branch, BBVA Securities Inc., Cabrera Capital Markets LLC, Capital One Securities, Inc., CastleOak Securities, L.P., CIBC World Markets Corp., Citizens Capital Markets, Inc., Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Fifth Third Securities, Inc., HSBC Securities (USA) Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, KeyBanc Capital Markets Inc., Mischler Financial Group, Inc., nabSecurities, LLC, National Bank of Canada Financial Inc., Natixis Securities Americas LLC, Nomura Securities International, Inc., egionsR Securities LLC, Roberts & Ryan Investments Inc., Santander Investment Securities Inc., TD Securities (USA) LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.425% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Citigroup Inc. Ticker/Sedol 172967MS7 Principal Amount (US$) $3,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $2,370,000.00 Amount Purchased (Foreign$) N/A Trade Date 5/26/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Banca IMI S.p.A., BMO Capital Markets Corp., Deutsche Bank Securities Inc., Huntington Securities, Inc., Lloyds Securities Inc., NatWest Markets Securities Inc., RBC Capital Markets, LLC, Scotia Capital (USA) Inc., SG Americas Securities, LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, UniCredit Capital Markets LLC, ABN AMRO Securities (USA) LLC, Academy Securities, Inc., Bank of China Limited, London Branch, BBVA Securities Inc., Cabrera Capital Markets LLC, Capital One Securities, Inc., CastleOak Securities, L.P., CIBC World Markets Corp., Citizens Capital Markets, Inc., Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Fifth Third Securities, Inc., HSBC Securities (USA) Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, KeyBanc Capital Markets Inc., Mischler Financial Group, Inc., nabSecurities, LLC, National Bank of Canada Financial Inc., Natixis Securities Americas LLC, Nomura Securities International, Inc., egionsR Securities LLC, Roberts & Ryan Investments Inc., Santander Investment Securities Inc., TD Securities (USA) LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.425% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Strategic Income Fund Issuer Citigroup Inc. Ticker/Sedol 172967MS7 Principal Amount (US$) $3,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $40,000.00 Amount Purchased (Foreign$) N/A Trade Date 5/26/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Banca IMI S.p.A., BMO Capital Markets Corp., Deutsche Bank Securities Inc., Huntington Securities, Inc., Lloyds Securities Inc., NatWest Markets Securities Inc., RBC Capital Markets, LLC, Scotia Capital (USA) Inc., SG Americas Securities, LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, UniCredit Capital Markets LLC, ABN AMRO Securities (USA) LLC, Academy Securities, Inc., Bank of China Limited, London Branch, BBVA Securities Inc., Cabrera Capital Markets LLC, Capital One Securities, Inc., CastleOak Securities, L.P., CIBC World Markets Corp., Citizens Capital Markets, Inc., Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Fifth Third Securities, Inc., HSBC Securities (USA) Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, KeyBanc Capital Markets Inc., Mischler Financial Group, Inc., nabSecurities, LLC, National Bank of Canada Financial Inc., Natixis Securities Americas LLC, Nomura Securities International, Inc., egionsR Securities LLC, Roberts & Ryan Investments Inc., Santander Investment Securities Inc., TD Securities (USA) LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.425% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Fannie Mae Ticker/Sedol 3135G04Z3 Principal Amount (US$) $4,989,650,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $4,889,857.00 Amount Purchased (Foreign$) N/A Trade Date 6/17/2020 Price (US$) $99.793 Price-Foreign N/A Underwriter Wells Fargo Securities, LLC Other Syndicate Members: Loop Capital Markets, LLC, Nomura Securities International, Inc., TD Securities (USA) LLC, CastleOak Securities, L.P., Mischler Financial Group Inc., Samuel A. Ramirez & Company, Inc., Stern Brothers & Co, Tribal Capital Markets, LLC Underwriting Spread 0.125% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Fannie Mae Ticker/Sedol 3135G04Z3 Principal Amount (US$) $4,989,650,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $ 4,790,064.00 Amount Purchased (Foreign$) N/A Trade Date 6/17/2020 Price (US$) $99.793 Price-Foreign N/A Underwriter Wells Fargo Securities, LLC Other Syndicate Members: Loop Capital Markets, LLC, Nomura Securities International, Inc., TD Securities (USA) LLC, CastleOak Securities, L.P., Mischler Financial Group Inc., Samuel A. Ramirez & Company, Inc., Stern Brothers & Co, Tribal Capital Markets, LLC Underwriting Spread 0.125% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Fund Issuer Sumitomo Mitsui Financial Group, Inc. Ticker/Sedol 86562MCA6 Principal Amount (US$) $1,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $ 1,150,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/29/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter SMBC Nikko Securities America, Inc. Other Syndicate Members: Goldman Sachs & Co. LLC, Citigroup Global Markets Inc., J.P. Morgan Securities LLC, Barclays Capital Inc., BofA Securities, Inc., Nomura Securities International, Inc., Daiwa Capital Markets America Inc., HSBC Securities (USA) Inc., BNY Mellon Capital Markets LLC, CCB International Capital Limited, ING Financial Markets LLC, TD Securities (USA) LLC Underwriting Spread 0.350% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Strategic Income Fund Issuer Sumitomo Mitsui Financial Group, Inc. Ticker/Sedol 86562MCA6 Principal Amount (US$) $1,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $ 1,080,000.00 Amount Purchased (Foreign$) N/A Trade Date 6/29/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter SMBC Nikko Securities America, Inc. Other Syndicate Members: Goldman Sachs & Co. LLC, Citigroup Global Markets Inc., J.P. Morgan Securities LLC, Barclays Capital Inc., BofA Securities, Inc., Nomura Securities International, Inc., Daiwa Capital Markets America Inc., HSBC Securities (USA) Inc., BNY Mellon Capital Markets LLC, CCB International Capital Limited, ING Financial Markets LLC, TD Securities (USA) LLC Underwriting Spread 0.350% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Fund Issuer Toronto Dominion Bank Ticker/Sedol 89114QCG1 Principal Amount (US$) $1,748,705,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $ 839,378.40 Amount Purchased (Foreign$) N/A Trade Date 6/10/2020 Price (US$) $99.926 Price-Foreign N/A Underwriter TD Securities (USA) LLC Other Syndicate Members: Goldman Sachs & Co. LLC, J.P. Morgan Securities LLC, Wells Fargo Securities, LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Banca IMI S.p.A, CIBC World Markets Corp., Danske Markets Inc., DBS Bank Ltd., ING Financial Markets LLC, nabSecurities, LLC, Nomura Securities International, Inc., Rabo Securities USA, Inc., Westpac Capital Markets LLC, Academy Securities, Inc., Capital Institutional Services, Inc., R. Seelaus & Co., LLC, Samuel A. Ramirez & Company, Inc., Siebert Williams Shank & Co., LLC Underwriting Spread 0.250% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Strategic Income Fund Issuer Toronto Dominion Bank Ticker/Sedol 89114QCG1 Principal Amount (US$) $1,748,705,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $ 479,644.80 Amount Purchased (Foreign$) N/A Trade Date 6/10/2020 Price (US$) $99.926 Price-Foreign N/A Underwriter TD Securities (USA) LLC Other Syndicate Members: Goldman Sachs & Co. LLC, J.P. Morgan Securities LLC, Wells Fargo Securities, LLC, Santander Investment Securities Inc., SMBC Nikko Securities America, Inc., Banca IMI S.p.A, CIBC World Markets Corp., Danske Markets Inc., DBS Bank Ltd., ING Financial Markets LLC, nabSecurities, LLC, Nomura Securities International, Inc., Rabo Securities USA, Inc., Westpac Capital Markets LLC, Academy Securities, Inc., Capital Institutional Services, Inc., R. Seelaus & Co., LLC, Samuel A. Ramirez & Company, Inc., Siebert Williams Shank & Co., LLC Underwriting Spread 0.250% Currency USD Fund NT Diversified Bond Fund Issuer BRAVO Residential Funding rusT t Ticker/Sedol 105699AA0 Principal Amount (US$) $254,736,274.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $ 6,499,930.45 Amount Purchased (Foreign$) N/A Trade Date 8/12/2020 Price (US$) $99.999 Price-Foreign N/A Underwriter Barclays Capital Other Syndicate Members: Bank of America Securities, Deutsche Bank Securities, Drexel Hamilton, Nomura Securities International, Inc. Underwriting Spread 0.290% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Fund Issuer Federal Home Loan Bank Ticker/Sedol 3130AK5E2 Principal Amount (US$) $997,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $1,096,700.00 Amount Purchased (Foreign$) N/A Trade Date 9/10/2020 Price (US$) $99.700 Price-Foreign N/A Underwriter Wells Fargo Securities, LLC Other Syndicate Members: Nomura Securities International, Inc., Academy Securities, Inc., Citigroup Global Markets Inc., Loop Capital Markets LLC Underwriting Spread 0.100% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Freddie Mac Ticker/Sedol 3137EAEX3 Principal Amount (US$) $4,984,950,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $14,855,151.00 Amount Purchased (Foreign$) N/A Trade Date 9/23/2020 Price (US$) $99.699 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Deutsche Bank Securities Inc., Nomura Securities International, Inc., Academy Securities Inc., Bancroft Capital LLC/CA, Blaylock Van LLC, CastleOak Securities, R Seelaus & Co. Inc., Siebert Williams Shank & Co LLC Underwriting Spread 0.100% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Freddie Mac Ticker/Sedol 3137EAEX3 Principal Amount (US$) $4,984,950,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $7,477,425.00 Amount Purchased (Foreign$) N/A Trade Date 9/23/2020 Price (US$) $99.699 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Deutsche Bank Securities Inc., Nomura Securities International, Inc., Academy Securities Inc., Bancroft Capital LLC/CA, Blaylock Van LLC, CastleOak Securities, R Seelaus & Co. Inc., Siebert Williams Shank & Co LLC Underwriting Spread 0.100% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Inflation Protection Bond Fund Issuer Sumitomo Mitsui Trust Bank Ticker/Sedol 86563VAQ2 Principal Amount (US$) $1,499,340,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $2,998,680.00 Amount Purchased (Foreign$) N/A Trade Date 9/9/2020 Price (US$) $99.956 Price-Foreign N/A Underwriter Goldman Sachs & Co. LLC Other Syndicate Members: J.P. Morgan Securities LLC, Citigroup Global Markets Inc., Daiwa Capital Markets America Inc., BNP Paribas Securities Corp., Credit Agricole Corporate and Investment Bank, Barclays Capital Inc., BofA Securities, Inc., Deutsche Bank Securities Inc., HSBC Securities International, Inc., Nomura Securities International, Inc., DBS Bank tL d., SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.250% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Fund Issuer Sumitomo Mitsui Trust Bank Ticker/Sedol 86563VAQ2 Principal Amount (US$) $1,499,340,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $1,199,472.00 Amount Purchased (Foreign$) N/A Trade Date 9/9/2020 Price (US$) $99.956 Price-Foreign N/A Underwriter Goldman Sachs & Co. LLC Other Syndicate Members: J.P. Morgan Securities LLC, Citigroup Global Markets Inc., Daiwa Capital Markets America Inc., BNP Paribas Securities Corp., Credit Agricole Corporate and Investment Bank, Barclays Capital Inc., BofA Securities, Inc., Deutsche Bank Securities Inc., HSBC Securities International, Inc., Nomura Securities International, Inc., DBS Bank tL d., SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.250% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Strategic Income Fund Issuer Sumitomo Mitsui Trust Bank Ticker/Sedol 86563VAQ2 Principal Amount (US$) $1,499,340,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $599,736.00 Amount Purchased (Foreign$) N/A Trade Date 9/9/2020 Price (US$) $99.956 Price-Foreign N/A Underwriter Goldman Sachs & Co. LLC Other Syndicate Members: J.P. Morgan Securities LLC, Citigroup Global Markets Inc., Daiwa Capital Markets America Inc., BNP Paribas Securities Corp., Credit Agricole Corporate and Investment Bank, Barclays Capital Inc., BofA Securities, Inc., Deutsche Bank Securities Inc., HSBC Securities International, Inc., Nomura Securities International, Inc., DBS Bank tL d., SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.250% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Sumitomo Mitsui Trust Bank Ticker/Sedol 86563VAT6 Principal Amount (US$) $499,395,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $1,058,717.40 Amount Purchased (Foreign$) N/A Trade Date 9/9/2020 Price (US$) $99.879 Price-Foreign N/A Underwriter Goldman Sachs & Co. LLC Other Syndicate Members: J.P. Morgan Securities LLC, Citigroup Global Markets Inc., Daiwa Capital Markets America Inc., BNP Paribas Securities Corp., Credit Agricole Corporate and Investment Bank, Barclays Capital Inc., BofA Securities, Inc., Deutsche Bank Securities Inc., HSBC Securities International, Inc., Nomura Securities International, Inc., DBS Bank tL d., SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.350% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Sumitomo Mitsui Trust Bank Ticker/Sedol 86563VAT6 Principal Amount (US$) $499,395,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $1,797,822.00 Amount Purchased (Foreign$) N/A Trade Date 9/9/2020 Price (US$) $99.879 Price-Foreign N/A Underwriter Goldman Sachs & Co. LLC Other Syndicate Members: J.P. Morgan Securities LLC, Citigroup Global Markets Inc., Daiwa Capital Markets America Inc., BNP Paribas Securities Corp., Credit Agricole Corporate and Investment Bank, Barclays Capital Inc., BofA Securities, Inc., Deutsche Bank Securities Inc., HSBC Securities International, Inc., Nomura Securities International, Inc., DBS Bank tL d., SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.350% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Fannie Mae Ticker/Sedol 3135G05Y5 Principal Amount (US$) $3,994,280,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $9,985,700.00 Amount Purchased (Foreign$) N/A Trade Date 10/7/2020 Price (US$) $99.857 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: J.P. Morgan Securities LLC, Nomura Securities International, Inc., Siebert Williams Shank & Co, LLC, Alamo Capital Financial Services, Bancroft Capital, LLC, CastleOak Securities, L.P., MFR Securities, Inc, Multi-Bank Securities, Inc. Underwriting Spread 0.125% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Fannie Mae Ticker/Sedol 3135G05Y5 Principal Amount (US$) $3,994,280,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $20,969,970.00 Amount Purchased (Foreign$) N/A Trade Date 10/7/2020 Price (US$) $99.857 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: J.P. Morgan Securities LLC, Nomura Securities International, Inc., Siebert Williams Shank & Co, LLC, Alamo Capital Financial Services, Bancroft Capital, LLC, CastleOak Securities, L.P., MFR Securities, Inc, Multi-Bank Securities, Inc. Underwriting Spread 0.125% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer Bank of America Corporation Ticker/Sedol 06051GJM2 Principal Amount (US$) $1,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $65,000.00 Amount Purchased (Foreign$) N/A Trade Date 10/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: Academy Securities, Inc., ANZ Securities, Inc., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CastleOak Securities, L.P., CIBC World Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Danske Markets Inc., DNB Markets, Inc., Drexel Hamilton, LLC, HSBC Securities (USA) Inc., Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, Intesa Sanpaolo S.p.A., KeyBanc Capital Markets Inc., Lloyds Securities Inc., MFR Securities, Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Nykredit Bank A/S, Penserra Securities LLC, PNC Capital Markets LLC, R. Seelaus & Co., LLC, Rabo Securities USA, Inc., Regions Securities LLC, Santander Investment Securities Inc., Scotia Capital (USA) Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, Truist Securities, Inc., .S.U Bancorp Investments, Inc., UBS Securities LLC, UniCredit Capital Markets LLC, Westpac Capital Markets LLC Underwriting Spread 0.875% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer Bank of America Corporation Ticker/Sedol 06051GJM2 Principal Amount (US$) $1,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $955,000.00 Amount Purchased (Foreign$) N/A Trade Date 10/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: Academy Securities, Inc., ANZ Securities, Inc., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CastleOak Securities, L.P., CIBC World Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Danske Markets Inc., DNB Markets, Inc., Drexel Hamilton, LLC, HSBC Securities (USA) Inc., Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, Intesa Sanpaolo S.p.A., KeyBanc Capital Markets Inc., Lloyds Securities Inc., MFR Securities, Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Nykredit Bank A/S, Penserra Securities LLC, PNC Capital Markets LLC, R. Seelaus & Co., LLC, Rabo Securities USA, Inc., Regions Securities LLC, Santander Investment Securities Inc., Scotia Capital (USA) Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, Truist Securities, Inc., .S.U Bancorp Investments, Inc., UBS Securities LLC, UniCredit Capital Markets LLC, Westpac Capital Markets LLC Underwriting Spread 0.875% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer Bank of America Corporation Ticker/Sedol 06051GJM2 Principal Amount (US$) $1,000,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $1,695,000.00 Amount Purchased (Foreign$) N/A Trade Date 10/16/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter BofA Securities, Inc. Other Syndicate Members: Academy Securities, Inc., ANZ Securities, Inc., BBVA Securities Inc., BMO Capital Markets Corp., Capital One Securities, Inc., CastleOak Securities, L.P., CIBC World Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Danske Markets Inc., DNB Markets, Inc., Drexel Hamilton, LLC, HSBC Securities (USA) Inc., Huntington Securities, Inc., ICBC Standard Bank Plc, ING Financial Markets LLC, Intesa Sanpaolo S.p.A., KeyBanc Capital Markets Inc., Lloyds Securities Inc., MFR Securities, Inc., Mizuho Securities USA LLC, MUFG Securities Americas Inc., nabSecurities, LLC, NatWest Markets Securities Inc., Nomura Securities International, Inc., Nordea Bank ABP, Nykredit Bank A/S, Penserra Securities LLC, PNC Capital Markets LLC, R. Seelaus & Co., LLC, Rabo Securities USA, Inc., Regions Securities LLC, Santander Investment Securities Inc., Scotia Capital (USA) Inc., SMBC Nikko Securities America, Inc., Standard Chartered Bank, Truist Securities, Inc., .S.U Bancorp Investments, Inc., UBS Securities LLC, UniCredit Capital Markets LLC, Westpac Capital Markets LLC Underwriting Spread 0.875% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer Citigroup Inc. Ticker/Sedol 172967MU2 Principal Amount (US$) $1,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $590,000.00 Amount Purchased (Foreign$) N/A Trade Date 12/3/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Cabrera Capital Markets LLC, CastleOak Securities, L.P., PNC Capital Markets LLC, Samuel A. Ramirez & Company, Inc., Santander Investment Securities Inc., Scotia Capital (USA) Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Barclays Capital Inc., Blaylock Van, LLC, BMO Capital Markets Corp, BNP Paribas Securities Corp., Capital Institutional Services, Inc., Capital One Securities, Inc., CIBC orldW Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Deutsche Bank Securities Inc., Drexel Hamilton, LLC, Fifth Third Securities, Inc., Great Pacific Securities, HSBC Securities (USA) Inc., KeyBanc Capital Markets Inc., Mizuho Securities USA LLC, nabSecurities, LLC, National Bank of Canada Financial Inc., Nomura Securities International, Inc., Penserra Securities LLC, R. Seelaus & Co., LLC,Rabo Securities USA, Inc., RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Siebert Williams Shank & Co., LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.500% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund High Yield Fund Issuer Citigroup Inc. Ticker/Sedol 172967MU2 Principal Amount (US$) $1,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $705,000.00 Amount Purchased (Foreign$) N/A Trade Date 12/3/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Cabrera Capital Markets LLC, CastleOak Securities, L.P., PNC Capital Markets LLC, Samuel A. Ramirez & Company, Inc., Santander Investment Securities Inc., Scotia Capital (USA) Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Barclays Capital Inc., Blaylock Van, LLC, BMO Capital Markets Corp, BNP Paribas Securities Corp., Capital Institutional Services, Inc., Capital One Securities, Inc., CIBC orldW Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Deutsche Bank Securities Inc., Drexel Hamilton, LLC, Fifth Third Securities, Inc., Great Pacific Securities, HSBC Securities (USA) Inc., KeyBanc Capital Markets Inc., Mizuho Securities USA LLC, nabSecurities, LLC, National Bank of Canada Financial Inc., Nomura Securities International, Inc., Penserra Securities LLC, R. Seelaus & Co., LLC,Rabo Securities USA, Inc., RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Siebert Williams Shank & Co., LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.500% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Strategic Income Fund Issuer Citigroup Inc. Ticker/Sedol 172967MU2 Principal Amount (US$) $1,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $130,000.00 Amount Purchased (Foreign$) N/A Trade Date 12/3/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Cabrera Capital Markets LLC, CastleOak Securities, L.P., PNC Capital Markets LLC, Samuel A. Ramirez & Company, Inc., Santander Investment Securities Inc., Scotia Capital (USA) Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Barclays Capital Inc., Blaylock Van, LLC, BMO Capital Markets Corp, BNP Paribas Securities Corp., Capital Institutional Services, Inc., Capital One Securities, Inc., CIBC orldW Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Deutsche Bank Securities Inc., Drexel Hamilton, LLC, Fifth Third Securities, Inc., Great Pacific Securities, HSBC Securities (USA) Inc., KeyBanc Capital Markets Inc., Mizuho Securities USA LLC, nabSecurities, LLC, National Bank of Canada Financial Inc., Nomura Securities International, Inc., Penserra Securities LLC, R. Seelaus & Co., LLC,Rabo Securities USA, Inc., RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Siebert Williams Shank & Co., LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.500% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Strategic Income Fund Issuer Citigroup Inc. Ticker/Sedol 172967MU2 Principal Amount (US$) $1,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $780,000.00 Amount Purchased (Foreign$) N/A Trade Date 12/3/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Cabrera Capital Markets LLC, CastleOak Securities, L.P., PNC Capital Markets LLC, Samuel A. Ramirez & Company, Inc., Santander Investment Securities Inc., Scotia Capital (USA) Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Barclays Capital Inc., Blaylock Van, LLC, BMO Capital Markets Corp, BNP Paribas Securities Corp., Capital Institutional Services, Inc., Capital One Securities, Inc., CIBC orldW Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Deutsche Bank Securities Inc., Drexel Hamilton, LLC, Fifth Third Securities, Inc., Great Pacific Securities, HSBC Securities (USA) Inc., KeyBanc Capital Markets Inc., Mizuho Securities USA LLC, nabSecurities, LLC, National Bank of Canada Financial Inc., Nomura Securities International, Inc., Penserra Securities LLC, R. Seelaus & Co., LLC,Rabo Securities USA, Inc., RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Siebert Williams Shank & Co., LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.500% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund High Yield Fund Issuer Citigroup Inc. Ticker/Sedol 172967MU2 Principal Amount (US$) $1,500,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $340,000.00 Amount Purchased (Foreign$) N/A Trade Date 12/3/2020 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: Cabrera Capital Markets LLC, CastleOak Securities, L.P., PNC Capital Markets LLC, Samuel A. Ramirez & Company, Inc., Santander Investment Securities Inc., Scotia Capital (USA) Inc., TD Securities (USA) LLC, UniCredit Capital Markets LLC, Barclays Capital Inc., Blaylock Van, LLC, BMO Capital Markets Corp, BNP Paribas Securities Corp., Capital Institutional Services, Inc., Capital One Securities, Inc., CIBC orldW Markets Corp., Commerz Markets LLC, Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, DBS Bank Ltd., Desjardins Securities Inc., Deutsche Bank Securities Inc., Drexel Hamilton, LLC, Fifth Third Securities, Inc., Great Pacific Securities, HSBC Securities (USA) Inc., KeyBanc Capital Markets Inc., Mizuho Securities USA LLC, nabSecurities, LLC, National Bank of Canada Financial Inc., Nomura Securities International, Inc., Penserra Securities LLC, R. Seelaus & Co., LLC,Rabo Securities USA, Inc., RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Siebert Williams Shank & Co., LLC, SMBC Nikko Securities America, Inc., UBS Securities LLC, Wells Fargo Securities, LLC Underwriting Spread 0.500% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Fund Issuer 7-Eleven Inc. Ticker/Sedol 817826AB6 Principal Amount (US$) $2,248,132,500.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $5,995,020.00 Amount Purchased (Foreign$) N/A Trade Date 1/27/2021 Price (US$) $99.917 Price-Foreign N/A Underwriter SMBC Nikko Securities America, Inc. Other Syndicate Members: Credit Suisse Securities (USA) LLC, BofA Securities, Inc., Citigroup Global Markets Inc., J.P. Morgan Securities LLC, Mizuho Securities USA LLC, MUFG Securities Americas Inc., Nomura Securities International, Inc., Scotia Capital (USA) Inc., Wells Fargo Securities, LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.450% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer 7-Eleven Inc. Ticker/Sedol 817826AG5 Principal Amount (US$) $1,245,51`2,500.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $195,249.32 Amount Purchased (Foreign$) N/A Trade Date 1/27/2021 Price (US$) $99.617 Price-Foreign N/A Underwriter Credit Suisse Securities (USA) LLC Other Syndicate Members: SMBC Nikko Securities America, Inc., BofA Securities, Inc., Citigroup Global Markets Inc., J.P. Morgan Securities LLC, Mizuho Securities USA LLC, MUFG Securities Americas Inc., Nomura Securities International, Inc., Scotia Capital (USA) Inc., Wells Fargo Securities, LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.875% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Diversified Bond Fund Issuer 7-Eleven Inc. Ticker/Sedol 817826AG5 Principal Amount (US$) $1,245,51`2,500.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $804,905.36 Amount Purchased (Foreign$) N/A Trade Date 1/27/2021 Price (US$) $99.617 Price-Foreign N/A Underwriter Credit Suisse Securities (USA) LLC Other Syndicate Members: SMBC Nikko Securities America, Inc., BofA Securities, Inc., Citigroup Global Markets Inc., J.P. Morgan Securities LLC, Mizuho Securities USA LLC, MUFG Securities Americas Inc., Nomura Securities International, Inc., Scotia Capital (USA) Inc., Wells Fargo Securities, LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.875% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund NT Diversified Bond Fund Issuer 7-Eleven Inc. Ticker/Sedol 817826AG5 Principal Amount (US$) $1,245,51`2,500.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $1,797,090.68 Amount Purchased (Foreign$) N/A Trade Date 1/27/2021 Price (US$) $99.617 Price-Foreign N/A Underwriter Credit Suisse Securities (USA) LLC Other Syndicate Members: SMBC Nikko Securities America, Inc., BofA Securities, Inc., Citigroup Global Markets Inc., J.P. Morgan Securities LLC, Mizuho Securities USA LLC, MUFG Securities Americas Inc., Nomura Securities International, Inc., Scotia Capital (USA) Inc., Wells Fargo Securities, LLC, U.S. Bancorp Investments, Inc. Underwriting Spread 0.875% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Core Plus Fund Issuer Citigroup Inc. Ticker/Sedol 172967MV0 Principal Amount (US$) $2,300,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $645,000.00 Amount Purchased (Foreign$) N/A Trade Date 2/10/2021 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: BofA Securities, Inc., Deutsche Bank Securities Inc., Scotia Capital (USA) Inc., Wells Fargo Securities, LLC, Barclays Capital Inc., BMO Capital Markets Corp., Capital One Securities, Inc., Danske Markets Inc., Drexel Hamilton, LLC, J.P. Morgan Securities LLC, MFR Securities, Inc., Mizuho Securities USA LLC, nabSecurities, LLC, RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Samuel A. Ramirez & Company, Inc., SG Americas Securities, LLC, SMBC Nikko Securities America, Inc., TD Securities (USA) LLC, UBS Securities LLC, Academy Securities, Inc., Banca IMI S.p.A., Bank of China Limited, London Branch, BBVA Securities Inc., Cabrera Capital Markets LLC, CastleOak Securities, L.P., CIBC World Markets Corp., Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, Great Pacific Securities, ING Financial Markets LLC, Jefferies LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., MUFG Securities Americas Inc., Nomura Securities International, Inc., Nordea Bank Abp, PNC Capital Markets LLC, R. Seelaus & Co., LLC, Regions Securities LLC, Santander Investment Securities Inc., Siebert Williams Shank & Co., LLC, Standard Chartered Bank, Stern Brothers & Co., Truist Securities, Inc., .S.U Bancorp Investments, Inc., UniCredit Capital Markets LLC, United Overseas Bank Limited Underwriting Spread 1.500% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Strategic Income Fund Issuer Citigroup Inc. Ticker/Sedol 172967MV0 Principal Amount (US$) $2,300,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $310,000.00 Amount Purchased (Foreign$) N/A Trade Date 2/10/2021 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: BofA Securities, Inc., Deutsche Bank Securities Inc., Scotia Capital (USA) Inc., Wells Fargo Securities, LLC, Barclays Capital Inc., BMO Capital Markets Corp., Capital One Securities, Inc., Danske Markets Inc., Drexel Hamilton, LLC, J.P. Morgan Securities LLC, MFR Securities, Inc., Mizuho Securities USA LLC, nabSecurities, LLC, RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Samuel A. Ramirez & Company, Inc., SG Americas Securities, LLC, SMBC Nikko Securities America, Inc., TD Securities (USA) LLC, UBS Securities LLC, Academy Securities, Inc., Banca IMI S.p.A., Bank of China Limited, London Branch, BBVA Securities Inc., Cabrera Capital Markets LLC, CastleOak Securities, L.P., CIBC World Markets Corp., Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, Great Pacific Securities, ING Financial Markets LLC, Jefferies LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., MUFG Securities Americas Inc., Nomura Securities International, Inc., Nordea Bank Abp, PNC Capital Markets LLC, R. Seelaus & Co., LLC, Regions Securities LLC, Santander Investment Securities Inc., Siebert Williams Shank & Co., LLC, Standard Chartered Bank, Stern Brothers & Co., Truist Securities, Inc., .S.U Bancorp Investments, Inc., UniCredit Capital Markets LLC, United Overseas Bank Limited Underwriting Spread 1.500% Currency USD

Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Fund Short Duration Strategic Income Fund Issuer Citigroup Inc. Ticker/Sedol 172967MV0 Principal Amount (US$) $2,300,000,000.00 Principal Amount (Foreign$) N/A Amount Purchased (US$) $1,670,000.00 Amount Purchased (Foreign$) N/A Trade Date 2/10/2021 Price (US$) $100.00 Price-Foreign N/A Underwriter Citigroup Global Markets Inc. Other Syndicate Members: BofA Securities, Inc., Deutsche Bank Securities Inc., Scotia Capital (USA) Inc., Wells Fargo Securities, LLC, Barclays Capital Inc., BMO Capital Markets Corp., Capital One Securities, Inc., Danske Markets Inc., Drexel Hamilton, LLC, J.P. Morgan Securities LLC, MFR Securities, Inc., Mizuho Securities USA LLC, nabSecurities, LLC, RBC Capital Markets, LLC, Roberts & Ryan Investments Inc., Samuel A. Ramirez & Company, Inc., SG Americas Securities, LLC, SMBC Nikko Securities America, Inc., TD Securities (USA) LLC, UBS Securities LLC, Academy Securities, Inc., Banca IMI S.p.A., Bank of China Limited, London Branch, BBVA Securities Inc., Cabrera Capital Markets LLC, CastleOak Securities, L.P., CIBC World Markets Corp., Commonwealth Bank of Australia, Credit Suisse Securities (USA) LLC, Great Pacific Securities, ING Financial Markets LLC, Jefferies LLC, KeyBanc Capital Markets Inc., Lloyds Securities Inc., MUFG Securities Americas Inc., Nomura Securities International, Inc., Nordea Bank Abp, PNC Capital Markets LLC, R. Seelaus & Co., LLC, Regions Securities LLC, Santander Investment Securities Inc., Siebert Williams Shank & Co., LLC, Standard Chartered Bank, Stern Brothers & Co., Truist Securities, Inc., .S.U Bancorp Investments, Inc., UniCredit Capital Markets LLC, United Overseas Bank Limited Underwriting Spread 1.500% Currency USD