# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001410368-26-034745
**Filing Date:** 2026-4
**Character Count:** 284085
**Document Hash:** a4e23dd13e2a9e7e0d0fa4e311e085dc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034745.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034745

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** State Street Navigator Securities Lending Trust
- **CENTRAL INDEX KEY:** 0001011008

**ORGANIZATION NAME:**
- **EIN:** 043313514
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07567
- **FILM NUMBER:** 26843395

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19980914

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19960320

## Series and Classes Contracts Data

### State Street Navigator Securities Lending Government Money Market Portfolio (Series ID: S000009767)

| Class ID   | Class Name                                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000026831 | State Street Navigator Securities Lending Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001011008

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** State Street Navigator Securities Lending Trust

**CIK Number of Registrant:** 0001011008

**LEI of Registrant:** 5493005HD34MZLK62085

**Name of Series:** State Street Navigator Securities Lending Government Money Market Portfolio

**LEI of Series:** 5493008BJIBKQ5KTIF74

**EDGAR Series Identifier:** S000009767

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

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

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

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

### Service Providers
| Role                          | Details                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                      | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA  |  |
| Administrator                 | SSGA Funds Management, Inc.                      |  |
| Transfer Agent                | State Street Bank & Trust Co.<br>CIK: 0000839287 | 085-05003         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 20 days

- **WAL:** 62 days

- **Total Value of Portfolio Securities:** $8524323002.50

- **Amortized Cost of Portfolio Securities:** $8524326086.15

- **Cash:** $700053941.04

- **Total Other Assets:** $48429021.83

- **Total Liabilities:** $51483098.48

- **Net Assets of Series:** $9221325950.54

- **Number of Shares Outstanding (Series):** 9221307476.5000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $8646398028.26            | $8707034617.77             | 84.2300%                  | 84.8200%                   |
| 2026-03-03 | $8555176514.52            | $8600817175.58             | 84.1000%                  | 84.5500%                   |
| 2026-03-04 | $8221347254.10            | $8256989860.35             | 83.5500%                  | 83.9200%                   |
| 2026-03-05 | $8464148075.01            | $8499792563.47             | 83.9500%                  | 84.3000%                   |
| 2026-03-06 | $8726377068.28            | $8768383451.58             | 84.3100%                  | 84.7100%                   |
| 2026-03-09 | $8852817517.80            | $8894834024.37             | 84.5100%                  | 84.9100%                   |
| 2026-03-10 | $7880563565.15            | $7907582851.18             | 83.0500%                  | 83.3400%                   |
| 2026-03-11 | $7777502657.80            | $7842824981.66             | 82.4300%                  | 83.1200%                   |
| 2026-03-12 | $8211116953.19            | $8300141569.49             | 83.1700%                  | 84.0800%                   |
| 2026-03-13 | $8342816770.93            | $8431843358.81             | 83.3800%                  | 84.2700%                   |
| 2026-03-16 | $7697505764.39            | $7786539481.99             | 82.2000%                  | 83.1600%                   |
| 2026-03-17 | $6928039905.61            | $6978776862.28             | 80.9400%                  | 81.5400%                   |
| 2026-03-18 | $6721128447.37            | $6763167809.00             | 80.5600%                  | 81.0600%                   |
| 2026-03-19 | $7923988556.92            | $8021330191.21             | 82.8500%                  | 83.8700%                   |
| 2026-03-20 | $8239323810.93            | $8301668194.96             | 83.3800%                  | 84.0100%                   |
| 2026-03-23 | $8773010168.73            | $8835362620.65             | 84.2000%                  | 84.8000%                   |
| 2026-03-24 | $8556272799.58            | $8603627975.35             | 83.8900%                  | 84.3500%                   |
| 2026-03-25 | $8734803856.20            | $8896863463.20             | 83.9900%                  | 85.5400%                   |
| 2026-03-26 | $9648921187.65            | $9845983723.75             | 85.2600%                  | 87.0000%                   |
| 2026-03-27 | $8610214658.19            | $8807278654.39             | 83.7600%                  | 85.6800%                   |
| 2026-03-30 | $7952045462.04            | $8132618876.19             | 82.7900%                  | 84.6700%                   |
| 2026-03-31 | $7759219873.23            | $7806224159.34             | 83.6800%                  | 84.1800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7300%             |
| 2026-03-03 | 3.7300%             |
| 2026-03-04 | 3.7300%             |
| 2026-03-05 | 3.7300%             |
| 2026-03-06 | 3.7200%             |
| 2026-03-09 | 3.7100%             |
| 2026-03-10 | 3.7100%             |
| 2026-03-11 | 3.7000%             |
| 2026-03-12 | 3.7000%             |
| 2026-03-13 | 3.7000%             |
| 2026-03-16 | 3.7000%             |
| 2026-03-17 | 3.7100%             |
| 2026-03-18 | 3.7000%             |
| 2026-03-19 | 3.7000%             |
| 2026-03-20 | 3.6900%             |
| 2026-03-23 | 3.6800%             |
| 2026-03-24 | 3.6800%             |
| 2026-03-25 | 3.6800%             |
| 2026-03-26 | 3.6800%             |
| 2026-03-27 | 3.6900%             |
| 2026-03-30 | 3.6900%             |
| 2026-03-31 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 1.0000                      |
|  |  |
| 2026-03-20 | 1.0000                      |
|  |  |
| 2026-03-23 | 1.0000                      |
|  |  |
| 2026-03-24 | 1.0000                      |
|  |  |
| 2026-03-25 | 1.0000                      |
|  |  |
| 2026-03-26 | 1.0000                      |
|  |  |
| 2026-03-27 | 1.0000                      |
|  |  |
| 2026-03-30 | 1.0000                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9221325950.54

- **Number of Shares Outstanding:** 9221307476.5000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1384305703.04            | $1090111776.26          |
| 2026-03-03 | $1011352280.96            | $1099435933.23          |
| 2026-03-04 | $485235690.68             | $829154173.75           |
| 2026-03-05 | $750670134.03             | $507938022.13           |
| 2026-03-06 | $925025477.91             | $638400492.97           |
| 2026-03-09 | $1018015155.18            | $890580623.25           |
| 2026-03-10 | $514298910.48             | $1501632089.01          |
| 2026-03-11 | $734102115.17             | $786250828.01           |
| 2026-03-12 | $1186527194.98            | $752685479.12           |
| 2026-03-13 | $1078306687.33            | $942430917.93           |
| 2026-03-16 | $855135249.73             | $1496476210.07          |
| 2026-03-17 | $267782048.23             | $1075534414.25          |
| 2026-03-18 | $570106022.31             | $820333660.34           |
| 2026-03-19 | $1681701752.90            | $653610008.82           |
| 2026-03-20 | $999403775.30             | $486973681.28           |
| 2026-03-23 | $1323953091.51            | $841191530.50           |
| 2026-03-24 | $745760849.50             | $927179998.82           |
| 2026-03-25 | $749192091.87             | $577562782.84           |
| 2026-03-26 | $1344744196.65            | $420710448.66           |
| 2026-03-27 | $503191457.61             | $1516254914.60          |
| 2026-03-30 | $293437864.76             | $957617406.33           |
| 2026-03-31 | $633842116.68             | $972442556.27           |

**Total Gross Subscriptions (Month):** $19056089866.81

**Total Gross Redemptions (Month):** $19784507948.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.7000%           |
| 2026-03-03 | 3.7000%           |
| 2026-03-04 | 3.7000%           |
| 2026-03-05 | 3.7000%           |
| 2026-03-06 | 3.6900%           |
| 2026-03-09 | 3.6800%           |
| 2026-03-10 | 3.6700%           |
| 2026-03-11 | 3.6700%           |
| 2026-03-12 | 3.6700%           |
| 2026-03-13 | 3.6700%           |
| 2026-03-16 | 3.6700%           |
| 2026-03-17 | 3.6700%           |
| 2026-03-18 | 3.6700%           |
| 2026-03-19 | 3.6700%           |
| 2026-03-20 | 3.6600%           |
| 2026-03-23 | 3.6500%           |
| 2026-03-24 | 3.6500%           |
| 2026-03-25 | 3.6500%           |
| 2026-03-26 | 3.6500%           |
| 2026-03-27 | 3.6600%           |
| 2026-03-30 | 3.6600%           |
| 2026-03-31 | 3.6600%           |

## Part C: Schedule of Portfolio Securities

### Security 1: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.680000%
- **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: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.68_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 5.4200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                       | 2029-01-31      | 1.7500%  | 0.0000% | $1105000.00        | $1045898.20        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-01-15      | 0.1250%  | 0.0000% | $885700.00         | $955663.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 2.5000%  | 0.0000% | $1725000.00        | $1703466.83        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-04-15      | 0.1250%  | 0.0000% | $960500.00         | $1100871.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 2.7500%  | 0.0000% | $13094000.00       | $13099866.04       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-07-15      | 0.6250%  | 0.0000% | $1016600.00        | $1073819.65        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-10-15      | 1.6250%  | 0.0000% | $9400.00           | $10553.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-12-31      | 3.8750%  | 0.0000% | $380000.00         | $382977.29         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-01-15      | 1.1250%  | 0.0000% | $992200.00         | $1044659.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-02-15      | 3.5000%  | 0.0000% | $309300.00         | $298355.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-02-29      | 4.0000%  | 0.0000% | $400000.00         | $402432.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-02-28      | 4.0000%  | 0.0000% | $13500000.00       | $13578672.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-04-15      | 3.7500%  | 0.0000% | $2800.00           | $2847.96           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-01-15      | 0.1250%  | 0.0000% | $884300.00         | $1069344.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 0.6250%  | 0.0000% | $1000000.00        | $969246.00         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2045-02-15      | 0.7500%  | 0.0000% | $8800.00           | $8749.98           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2046-02-15      | 1.0000%  | 0.0000% | $13100.00          | $13375.71          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2047-02-15      | 0.8750%  | 0.0000% | $1012200.00        | $969329.14         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2048-02-15      | 1.0000%  | 0.0000% | $2100.00           | $1993.70           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2049-02-15      | 1.0000%  | 0.0000% | $46900.00          | $43024.93          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2050-02-15      | 0.2500%  | 0.0000% | $70600.00          | $50619.40          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2051-02-15      | 0.1250%  | 0.0000% | $68800.00          | $45699.70          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2052-02-15      | 0.1250%  | 0.0000% | $91000.00          | $55238.57          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2053-02-15      | 1.5000%  | 0.0000% | $90900.00          | $76536.58          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2054-02-15      | 2.1250%  | 0.0000% | $82900.00          | $77724.47          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2055-02-15      | 2.3750%  | 0.0000% | $80800.00          | $77637.75          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-04-15      | 1.2500%  | 0.0000% | $55700.00          | $60949.08          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-05-15      | 3.3750%  | 0.0000% | $637300.00         | $614038.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-06-15      | 4.1250%  | 0.0000% | $91600.00          | $92772.24          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-07-15      | 4.5000%  | 0.0000% | $1000.00           | $1011.34           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-07-15      | 1.3750%  | 0.0000% | $1104000.00        | $1157524.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-08-15      | 3.8750%  | 0.0000% | $1622200.00        | $1597068.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-15      | 4.3750%  | 0.0000% | $6997600.00        | $7048750.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-09-30      | 4.6250%  | 0.0000% | $100000.00         | $102691.70         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 0.3750%  | 0.0000% | $973600.00         | $1314185.59        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-07-15      | 0.7500%  | 0.0000% | $33300.00          | $43071.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-31      | 1.3750%  | 0.0000% | $12000.00          | $11894.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-09-30      | 1.6250%  | 0.0000% | $300000.00         | $296795.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-10-31      | 1.6250%  | 0.0000% | $40000.00          | $39767.25          | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $4584318.00        | $3967149.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 2.5000%  | 0.0000% | $426079.00         | $312863.64         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1131.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1286.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1490.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $871.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $1043094.00        | $1069283.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $2213597.00        | $2268474.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-01-20      | 6.5000%  | 0.0000% | $48000.00          | $4585.92           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-06-20      | 6.5000%  | 0.0000% | $15000.00          | $1393.90           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-09-20      | 6.0000%  | 0.0000% | $31000.00          | $3638.90           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-01-20      | 6.0000%  | 0.0000% | $15435.00          | $1717.38           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-02-20      | 5.5000%  | 0.0000% | $21000.00          | $2559.20           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2048-05-20      | 6.0000%  | 0.0000% | $10000.00          | $1274.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 5.0000%  | 0.0000% | $167000.00         | $19676.47          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-09-20      | 6.0000%  | 0.0000% | $10000.00          | $2110.87           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2036-04-20      | 6.0000%  | 0.0000% | $10000.00          | $1314.31           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2039-02-20      | 6.0000%  | 0.0000% | $32000.00          | $5237.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-10-20      | 6.0000%  | 0.0000% | $5000.00           | $572.37            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2037-09-20      | 6.0000%  | 0.0000% | $19000.00          | $3004.14           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-06-20      | 6.0000%  | 0.0000% | $14000.00          | $1821.71           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-01-20      | 6.0000%  | 0.0000% | $8000.00           | $526.41            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-02-20      | 6.0000%  | 0.0000% | $22000.00          | $1607.10           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-03-20      | 5.5000%  | 0.0000% | $1000.00           | $76.87             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-03-20      | 6.0000%  | 0.0000% | $29000.00          | $3018.75           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-04-20      | 6.0000%  | 0.0000% | $20000.00          | $2382.91           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-07-20      | 6.0000%  | 0.0000% | $25000.00          | $2774.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | 5.5000%  | 0.0000% | $40000.00          | $4869.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2050-05-20      | 6.0000%  | 0.0000% | $9000.00           | $1365.37           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2050-09-20      | 5.0000%  | 0.0000% | $35000.00          | $7751.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 5.0000%  | 0.0000% | $10000.00          | $3742.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-07-20      | 2.0000%  | 0.0000% | $271105522.00      | $146361242.59      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-06-20      | 5.0000%  | 0.0000% | $20000.00          | $13737.26          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-11-20      | 4.5000%  | 0.0000% | $25000.00          | $19302.11          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-04-20      | 5.0000%  | 0.0000% | $100000.00         | $75675.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 5.0000%  | 0.0000% | $15000.00          | $9438.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 5.5000%  | 0.0000% | $27000.00          | $12748.44          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-09-20      | 7.5000%  | 0.0000% | $50000.00          | $10163.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 5.5000%  | 0.0000% | $25000.00          | $11461.44          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2053-12-20      | 7.5000%  | 0.0000% | $15000.00          | $2816.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 8.0000%  | 0.0000% | $75000.00          | $11420.69          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-09-20      | 5.0000%  | 0.0000% | $12000.00          | $7349.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 5.0000%  | 0.0000% | $2000.00           | $937.55            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-03-20      | 5.5000%  | 0.0000% | $11000.00          | $2994.37           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2054-10-20      | 6.0000%  | 0.0000% | $31000.00          | $18669.60          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK                | 2026-12-30      | 4.7260%  | 0.0000% | $365000.00         | $371602.49         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-06-23      | 3.6350%  | 0.0000% | $1000000.00        | $1000809.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-09-26      | 4.1250%  | 0.0000% | $17842000.00       | $17812131.01       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-03-19      | 3.6850%  | 0.0000% | $400000.00         | $401206.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-03-09      | 4.0000%  | 0.0000% | $10145000.00       | $10144197.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-17      | 4.1000%  | 0.0000% | $55000.00          | $54680.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-26      | 3.8750%  | 0.0000% | $761000.00         | $759407.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-03-17      | 4.1000%  | 0.0000% | $847000.00         | $840879.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-03-16      | 4.0500%  | 0.0000% | $475000.00         | $473288.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-03-25      | 4.2500%  | 0.0000% | $250000.00         | $249414.58         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-09-01      | 2.1200%  | 0.0000% | $102842463.00      | $102063294.25      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $11402566.00       | $9802722.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-05-01      | 1.5000%  | 0.0000% | $837344.00         | $718381.19         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-02-01      | 4.0000%  | 0.0000% | $55462.00          | $34062.89          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $913.42            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2031-03-31      | 3.8750%  | 0.0000% | $7739400.00        | $7703102.21        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-04-15      | 1.6250%  | 0.0000% | $977800.00         | $1015785.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-07-31      | 4.0000%  | 0.0000% | $300.00            | $302.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-11-15      | 1.7500%  | 0.0000% | $250000.00         | $233670.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-30      | 1.5000%  | 0.0000% | $230000.00         | $217511.06         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2029-03-30      | 4.1250%  | 0.0000% | $250000.00         | $249822.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 6.5000%  | 0.0000% | $20000.00          | $6824.75           | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                       | 2028-01-15      | 1.7500%  | 0.0000% | $2100.00           | $3317.65           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-01-15      | 2.5000%  | 0.0000% | $953700.00         | $1505484.32        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2040-02-15      | 2.1250%  | 0.0000% | $983900.00         | $1452144.39        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2041-02-15      | 2.1250%  | 0.0000% | $988800.00         | $1423987.35        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2042-02-15      | 0.7500%  | 0.0000% | $47200.00          | $52364.53          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2043-02-15      | 0.6250%  | 0.0000% | $52700.00          | $54976.24          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2044-02-15      | 1.3750%  | 0.0000% | $995800.00         | $1151817.23        | U.S. Treasuries (including strips) |
| GINNIE MAE II POOL                    | 2054-11-20      | 5.0000%  | 0.0000% | $13000.00          | $11292.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-07-20      | 7.0000%  | 0.0000% | $27000.00          | $12680.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-11-20      | 5.0000%  | 0.0000% | $32000.00          | $28033.90          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.0000%  | 0.0000% | $27000.00          | $26775.47          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 4.5000%  | 0.0000% | $2143000.00        | $2072602.45        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.0000%  | 0.0000% | $107000.00         | $106314.84         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.5000%  | 0.0000% | $445000.00         | $450161.26         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $373000.00         | $382522.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2034-05-15      | 4.5000%  | 0.0000% | $25267.00          | $505.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2032-02-15      | 6.5000%  | 0.0000% | $397000.00         | $325.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2032-05-15      | 7.0000%  | 0.0000% | $302000.00         | $299.60            | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                       | 2026-10-15      | 0.1250%  | 0.0000% | $980800.00         | $1177845.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-30      | 1.2500%  | 0.0000% | $532000.00         | $525326.18         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2056-02-15      | 2.3750%  | 0.0000% | $26000.00          | $24287.32          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-07-15      | 0.3750%  | 0.0000% | $21900.00          | $29129.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-15      | 2.2500%  | 0.0000% | $2900000.00        | $2850758.11        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-01-15      | 0.5000%  | 0.0000% | $11000.00          | $14400.92          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-15      | 3.1250%  | 0.0000% | $750000.00         | $745020.25         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-01-15      | 0.8750%  | 0.0000% | $893000.00         | $1143292.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-04-30      | 2.3750%  | 0.0000% | $15000.00          | $15128.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-05-31      | 2.1250%  | 0.0000% | $200000.00         | $200839.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-06-30      | 1.8750%  | 0.0000% | $40000.00          | $39997.14          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-07-15      | 0.2500%  | 0.0000% | $952600.00         | $1177997.20        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-07-15      | 0.1250%  | 0.0000% | $979900.00         | $1348678.14        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A        | 2029-01-20      | 6.0000%  | 0.0000% | $74000.00          | $78.14             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2030-04-20      | 8.0000%  | 0.0000% | $25114.00          | $13.66             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2030-04-20      | 8.5000%  | 0.0000% | $1000000.00        | $118.78            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2030-06-20      | 8.0000%  | 0.0000% | $413731.00         | $251.99            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2031-05-20      | 6.5000%  | 0.0000% | $141000.00         | $217.08            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2031-06-20      | 6.5000%  | 0.0000% | $25216.00          | $29.50             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2033-01-20      | 6.0000%  | 0.0000% | $66000.00          | $369.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2032-05-15      | 7.0000%  | 0.0000% | $1085898.00        | $2303.44           | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                       | 2028-04-15      | 3.6250%  | 0.0000% | $12900.00          | $27694.85          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-04-15      | 3.8750%  | 0.0000% | $916900.00         | $1988525.05        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-04-15      | 3.3750%  | 0.0000% | $956600.00         | $1959008.09        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 2.3750%  | 0.0000% | $972400.00         | $1603712.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-08-31      | 3.6250%  | 0.0000% | $399800.00         | $395603.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-10-31      | 3.6250%  | 0.0000% | $3754000.00        | $3757145.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-10-31      | 3.5000%  | 0.0000% | $13000000.00       | $13114652.82       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-10-15      | 1.1250%  | 0.0000% | $1933600.00        | $1934936.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-11-15      | 4.0000%  | 0.0000% | $3669500.00        | $3628253.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-15      | 3.5000%  | 0.0000% | $5340900.00        | $5363167.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-11-30      | 3.5000%  | 0.0000% | $386300.00         | $383145.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-12-15      | 3.5000%  | 0.0000% | $4670500.00        | $4675414.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-12-31      | 3.8750%  | 0.0000% | $3777400.00        | $3752106.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-12-31      | 3.3750%  | 0.0000% | $9998900.00        | $10000808.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-01-15      | 3.5000%  | 0.0000% | $7304600.00        | $7287955.60        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2036-01-15      | 1.8750%  | 0.0000% | $8989800.00        | $8908913.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-01-31      | 3.7500%  | 0.0000% | $995500.00         | $991638.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-01-31      | 4.0000%  | 0.0000% | $2543000.00        | $2535750.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2036-02-15      | 4.1250%  | 0.0000% | $2880000.00        | $2844036.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-02-29      | 3.3750%  | 0.0000% | $456900.00         | $454340.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-02-28      | 3.7500%  | 0.0000% | $361000.00         | $353342.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-28      | 3.5000%  | 0.0000% | $10054000.00       | $9873614.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-03-15      | 3.5000%  | 0.0000% | $6844200.00        | $6787268.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-03-31      | 4.2500%  | 0.0000% | $385200.00         | $387187.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-03-31      | 3.8750%  | 0.0000% | $43400.00          | $43439.02          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-05-15      | 4.2500%  | 0.0000% | $830600.00         | $840232.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-05-15      | 3.7500%  | 0.0000% | $225000.00         | $227731.14         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-05-31      | 4.0000%  | 0.0000% | $10000.00          | $10155.64          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-06-30      | 3.8750%  | 0.0000% | $1000000.00        | $1006880.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2035-07-15      | 1.8750%  | 0.0000% | $47000.00          | $47479.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-08-15      | 4.2500%  | 0.0000% | $1860100.00        | $1859534.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-31      | 3.6250%  | 0.0000% | $143800.00         | $143750.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-10-15      | 4.6250%  | 0.0000% | $9800.00           | $10051.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-10-31      | 4.8750%  | 0.0000% | $999900.00         | $1044840.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-10-31      | 4.8750%  | 0.0000% | $1000.00           | $1057.84           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-10-15      | 2.3750%  | 0.0000% | $908700.00         | $1009143.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-11-15      | 4.5000%  | 0.0000% | $836200.00         | $866182.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-15      | 4.3750%  | 0.0000% | $456100.00         | $463732.55         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2034-01-15      | 1.7500%  | 0.0000% | $81400.00          | $85950.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-02-15      | 4.0000%  | 0.0000% | $903700.00         | $894258.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-28      | 4.2500%  | 0.0000% | $999900.00         | $1013976.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-03-31      | 4.1250%  | 0.0000% | $1814000.00        | $1824160.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-03-31      | 4.1250%  | 0.0000% | $96000.00          | $96701.76          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-04-15      | 2.1250%  | 0.0000% | $902700.00         | $983389.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-05-31      | 4.5000%  | 0.0000% | $100000.00         | $103327.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-07-15      | 4.3750%  | 0.0000% | $298500.00         | $303115.18         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2034-07-15      | 1.8750%  | 0.0000% | $23600.00          | $24635.82          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-10-15      | 3.8750%  | 0.0000% | $371000.00         | $377669.90         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-10-15      | 1.6250%  | 0.0000% | $960000.00         | $1014916.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-11-15      | 4.2500%  | 0.0000% | $569500.00         | $577334.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-15      | 4.1250%  | 0.0000% | $10000.00          | $10194.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 4.2500%  | 0.0000% | $340000.00         | $344751.94         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2035-01-15      | 2.1250%  | 0.0000% | $1035400.00        | $1087498.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-02-15      | 4.6250%  | 0.0000% | $10666100.00       | $10984478.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-02-15      | 4.2500%  | 0.0000% | $4675300.00        | $4732879.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-02-28      | 4.1250%  | 0.0000% | $1000000.00        | $1006504.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-03-31      | 4.1250%  | 0.0000% | $52700.00          | $52794.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 3.8750%  | 0.0000% | $902400.00         | $903266.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-04-15      | 3.7500%  | 0.0000% | $710000.00         | $720802.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 3.7500%  | 0.0000% | $1000000.00        | $1015172.27        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-07-15      | 0.1250%  | 0.0000% | $894300.00         | $1079114.30        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-01-15      | 0.1250%  | 0.0000% | $836900.00         | $982126.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-04-30      | 1.2500%  | 0.0000% | $960000.00         | $915368.72         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-04-15      | 0.1250%  | 0.0000% | $214600.00         | $266424.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-06-30      | 0.8750%  | 0.0000% | $34000.00          | $33829.74          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-07-15      | 0.1250%  | 0.0000% | $883100.00         | $1000435.44        | U.S. Treasuries (including strips) |

### Security 2: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.679900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 15499V008, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499V008_3.68_0427
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $14947800.00       | $15288884.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $11100.00          | $11115.94          | U.S. Treasuries (including strips) |

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13200226.12
- **C.18.a - Value (excl. sponsor support):** $13200226.12
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13600387.06
- **C.18.a - Value (excl. sponsor support):** $13600387.06
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26811824.16
- **C.18.a - Value (excl. sponsor support):** $26811824.16
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7204118.54
- **C.18.a - Value (excl. sponsor support):** $7204118.54
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6203583.17
- **C.18.a - Value (excl. sponsor support):** $6203583.17
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44600137.81
- **C.18.a - Value (excl. sponsor support):** $44600137.81
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5700031.58
- **C.18.a - Value (excl. sponsor support):** $5700031.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7AR5, C.4 - ISIN: US3130B7AR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44099510.05
- **C.18.a - Value (excl. sponsor support):** $44099510.05
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4000115.28
- **C.18.a - Value (excl. sponsor support):** $4000115.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LW2, C.4 - ISIN: US3130B7LW23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24507158.90
- **C.18.a - Value (excl. sponsor support):** $24507158.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2501136.63
- **C.18.a - Value (excl. sponsor support):** $2501136.63
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4599922.67
- **C.18.a - Value (excl. sponsor support):** $4599922.67
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13899761.34
- **C.18.a - Value (excl. sponsor support):** $13899761.34
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21999011.98
- **C.18.a - Value (excl. sponsor support):** $21999011.98
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64998965.85
- **C.18.a - Value (excl. sponsor support):** $64998965.85
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28897856.49
- **C.18.a - Value (excl. sponsor support):** $28897856.49
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9600988.90
- **C.18.a - Value (excl. sponsor support):** $9600988.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20699650.79
- **C.18.a - Value (excl. sponsor support):** $20699650.79
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3499913.45
- **C.18.a - Value (excl. sponsor support):** $3499913.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10599740.62
- **C.18.a - Value (excl. sponsor support):** $10599740.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8799784.93
- **C.18.a - Value (excl. sponsor support):** $8799784.93
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QY9, C.4 - ISIN: US3130B9QY99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6899847.65
- **C.18.a - Value (excl. sponsor support):** $6899847.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RU6, C.4 - ISIN: US3130B9RU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7001523.20
- **C.18.a - Value (excl. sponsor support):** $7001523.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **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 26: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $6377537.79
- **C.18.a - Value (excl. sponsor support):** $6377537.79
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.494960%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16564455.24
- **C.18.a - Value (excl. sponsor support):** $16564455.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **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 28: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12479940.75
- **C.18.a - Value (excl. sponsor support):** $12479940.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 29: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4196649.32
- **C.18.a - Value (excl. sponsor support):** $4196649.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2502077.83
- **C.18.a - Value (excl. sponsor support):** $2502077.83
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **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 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1201705.93
- **C.18.a - Value (excl. sponsor support):** $1201705.93
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3802106.04
- **C.18.a - Value (excl. sponsor support):** $3802106.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5601410.81
- **C.18.a - Value (excl. sponsor support):** $5601410.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **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 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9504352.24
- **C.18.a - Value (excl. sponsor support):** $9504352.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4803996.86
- **C.18.a - Value (excl. sponsor support):** $4803996.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500127.82
- **C.18.a - Value (excl. sponsor support):** $1500127.82
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11107458.65
- **C.18.a - Value (excl. sponsor support):** $11107458.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3004459.32
- **C.18.a - Value (excl. sponsor support):** $3004459.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2680839.88
- **C.18.a - Value (excl. sponsor support):** $2680839.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **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 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8704404.55
- **C.18.a - Value (excl. sponsor support):** $8704404.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2801991.05
- **C.18.a - Value (excl. sponsor support):** $2801991.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000715.47
- **C.18.a - Value (excl. sponsor support):** $3000715.47
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2200306.66
- **C.18.a - Value (excl. sponsor support):** $2200306.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12815937.54
- **C.18.a - Value (excl. sponsor support):** $12815937.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5551612.61
- **C.18.a - Value (excl. sponsor support):** $5551612.61
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11100584.75
- **C.18.a - Value (excl. sponsor support):** $11100584.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29010600.66
- **C.18.a - Value (excl. sponsor support):** $29010600.66
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1430015.70
- **C.18.a - Value (excl. sponsor support):** $1430015.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4900819.77
- **C.18.a - Value (excl. sponsor support):** $4900819.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5300116.81
- **C.18.a - Value (excl. sponsor support):** $5300116.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13104291.95
- **C.18.a - Value (excl. sponsor support):** $13104291.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **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 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000919.35
- **C.18.a - Value (excl. sponsor support):** $5000919.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1900583.53
- **C.18.a - Value (excl. sponsor support):** $1900583.53
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48020686.56
- **C.18.a - Value (excl. sponsor support):** $48020686.56
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500210.93
- **C.18.a - Value (excl. sponsor support):** $1500210.93
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **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 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10603214.03
- **C.18.a - Value (excl. sponsor support):** $10603214.03
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **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 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3599956.66
- **C.18.a - Value (excl. sponsor support):** $3599956.66
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **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 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9805768.48
- **C.18.a - Value (excl. sponsor support):** $9805768.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12091684.38
- **C.18.a - Value (excl. sponsor support):** $12091684.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ57, C.4 - ISIN: US3133ETJ574, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15897110.33
- **C.18.a - Value (excl. sponsor support):** $15897110.33
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3799412.79
- **C.18.a - Value (excl. sponsor support):** $3799412.79
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **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 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999914.76
- **C.18.a - Value (excl. sponsor support):** $1999914.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **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 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5399399.95
- **C.18.a - Value (excl. sponsor support):** $5399399.95
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **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 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1499829.32
- **C.18.a - Value (excl. sponsor support):** $1499829.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7999207.28
- **C.18.a - Value (excl. sponsor support):** $7999207.28
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **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 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999889.92
- **C.18.a - Value (excl. sponsor support):** $999889.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **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 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3601224.04
- **C.18.a - Value (excl. sponsor support):** $3601224.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **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 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15999725.28
- **C.18.a - Value (excl. sponsor support):** $15999725.28
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **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 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000741.20
- **C.18.a - Value (excl. sponsor support):** $5000741.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999987.56
- **C.18.a - Value (excl. sponsor support):** $1999987.56
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **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 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3410512.42
- **C.18.a - Value (excl. sponsor support):** $3410512.42
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999953.48
- **C.18.a - Value (excl. sponsor support):** $1999953.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000582.12
- **C.18.a - Value (excl. sponsor support):** $3000582.12
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999961.33
- **C.18.a - Value (excl. sponsor support):** $2999961.33
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **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 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999898.90
- **C.18.a - Value (excl. sponsor support):** $4999898.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **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 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000174.88
- **C.18.a - Value (excl. sponsor support):** $2000174.88
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **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 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **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 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999959.66
- **C.18.a - Value (excl. sponsor support):** $1999959.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGF1, C.4 - ISIN: US3133EWGF15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999980.13
- **C.18.a - Value (excl. sponsor support):** $999980.13
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **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 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999992.81
- **C.18.a - Value (excl. sponsor support):** $999992.81
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **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 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4400162.84
- **C.18.a - Value (excl. sponsor support):** $4400162.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **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 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999969.01
- **C.18.a - Value (excl. sponsor support):** $2999969.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **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 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHX1, C.4 - ISIN: US3133EWHX12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4399991.11
- **C.18.a - Value (excl. sponsor support):** $4399991.11
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **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 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999986.68
- **C.18.a - Value (excl. sponsor support):** $2999986.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5599974.74
- **C.18.a - Value (excl. sponsor support):** $5599974.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **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 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJW1, C.4 - ISIN: US3133EWJW11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3799986.21
- **C.18.a - Value (excl. sponsor support):** $3799986.21
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-27
- **C.13 - Final Legal Maturity Date:** 2027-09-27
- **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 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJY7, C.4 - ISIN: US3133EWJY76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7999982.00
- **C.18.a - Value (excl. sponsor support):** $7999982.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **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 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKB5, C.4 - ISIN: US3133EWKB54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKD1, C.4 - ISIN: US3133EWKD11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999999.72
- **C.18.a - Value (excl. sponsor support):** $1999999.72
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **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 91: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25008060.00
- **C.18.a - Value (excl. sponsor support):** $25008060.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 92: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26513592.12
- **C.18.a - Value (excl. sponsor support):** $26513592.12
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **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 93: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $35000083.30
- **C.18.a - Value (excl. sponsor support):** $35000083.30
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 94: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17606284.78
- **C.18.a - Value (excl. sponsor support):** $17606284.78
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 95: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17301501.81
- **C.18.a - Value (excl. sponsor support):** $17301501.81
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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 96: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $31916457.85
- **C.18.a - Value (excl. sponsor support):** $31916457.85
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 97: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4299522.18
- **C.18.a - Value (excl. sponsor support):** $4299522.18
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **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 98: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $6799149.73
- **C.18.a - Value (excl. sponsor support):** $6799149.73
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **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 99: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $23026153.53
- **C.18.a - Value (excl. sponsor support):** $23026153.53
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **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 100: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $21622831.85
- **C.18.a - Value (excl. sponsor support):** $21622831.85
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9999133.60
- **C.18.a - Value (excl. sponsor support):** $9999133.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $63913583.86
- **C.18.a - Value (excl. sponsor support):** $63913583.86
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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 103: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25210318.39
- **C.18.a - Value (excl. sponsor support):** $25210318.39
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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 104: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $23708029.32
- **C.18.a - Value (excl. sponsor support):** $23708029.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 105: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5201875.54
- **C.18.a - Value (excl. sponsor support):** $5201875.54
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **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 106: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $29217696.37
- **C.18.a - Value (excl. sponsor support):** $29217696.37
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 107: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4702176.52
- **C.18.a - Value (excl. sponsor support):** $4702176.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **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 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $13404882.16
- **C.18.a - Value (excl. sponsor support):** $13404882.16
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **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 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $28008119.16
- **C.18.a - Value (excl. sponsor support):** $28008119.16
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **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 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8599834.97
- **C.18.a - Value (excl. sponsor support):** $8599834.97
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10000232.70
- **C.18.a - Value (excl. sponsor support):** $10000232.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67218290.93
- **C.18.a - Value (excl. sponsor support):** $67218290.93
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.677500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72423702.47
- **C.18.a - Value (excl. sponsor support):** $72423702.47
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78578527.03
- **C.18.a - Value (excl. sponsor support):** $78578527.03
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $70771266.51
- **C.18.a - Value (excl. sponsor support):** $70771266.51
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44825061.67
- **C.18.a - Value (excl. sponsor support):** $44825061.67
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97230198.20
- **C.18.a - Value (excl. sponsor support):** $97230198.20
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 118: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64987816.45
- **C.18.a - Value (excl. sponsor support):** $64987816.45
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $62820346.53
- **C.18.a - Value (excl. sponsor support):** $62820346.53
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1096783.71
- **C.18.a - Value (excl. sponsor support):** $1096783.71
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47668586.78
- **C.18.a - Value (excl. sponsor support):** $47668586.78
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64645545.92
- **C.18.a - Value (excl. sponsor support):** $64645545.92
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82615802.00
- **C.18.a - Value (excl. sponsor support):** $82615802.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99220650.00
- **C.18.a - Value (excl. sponsor support):** $99220650.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 125: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49576475.50
- **C.18.a - Value (excl. sponsor support):** $49576475.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75002930.93
- **C.18.a - Value (excl. sponsor support):** $75002930.93
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49899222.00
- **C.18.a - Value (excl. sponsor support):** $49899222.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49863856.00
- **C.18.a - Value (excl. sponsor support):** $49863856.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 129: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54891463.36
- **C.18.a - Value (excl. sponsor support):** $54891463.36
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35369359.65
- **C.18.a - Value (excl. sponsor support):** $35369359.65
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 131: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.507500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74690100.75
- **C.18.a - Value (excl. sponsor support):** $74690100.75
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29805042.00
- **C.18.a - Value (excl. sponsor support):** $29805042.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38673907.78
- **C.18.a - Value (excl. sponsor support):** $38673907.78
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $43970968.30
- **C.18.a - Value (excl. sponsor support):** $43970968.30
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25615734.56
- **C.18.a - Value (excl. sponsor support):** $25615734.56
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63658373.45
- **C.18.a - Value (excl. sponsor support):** $63658373.45
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19027368.00
- **C.18.a - Value (excl. sponsor support):** $19027368.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26233421.77
- **C.18.a - Value (excl. sponsor support):** $26233421.77
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34611500.00
- **C.18.a - Value (excl. sponsor support):** $34611500.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.700400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4387280.80
- **C.18.a - Value (excl. sponsor support):** $4387280.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14808271.88
- **C.18.a - Value (excl. sponsor support):** $14808271.88
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2970820.32
- **C.18.a - Value (excl. sponsor support):** $2970820.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.780700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11379115.22
- **C.18.a - Value (excl. sponsor support):** $11379115.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31086351.47
- **C.18.a - Value (excl. sponsor support):** $31086351.47
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $22187657.58
- **C.18.a - Value (excl. sponsor support):** $22187657.58
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.679200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16100363.30
- **C.18.a - Value (excl. sponsor support):** $16100363.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.660700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17283984.38
- **C.18.a - Value (excl. sponsor support):** $17283984.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 148: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47619649.09
- **C.18.a - Value (excl. sponsor support):** $47619649.09
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9311917.74
- **C.18.a - Value (excl. sponsor support):** $9311917.74
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19687311.37
- **C.18.a - Value (excl. sponsor support):** $19687311.37
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.803000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29000313.78
- **C.18.a - Value (excl. sponsor support):** $29000313.78
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12447782.79
- **C.18.a - Value (excl. sponsor support):** $12447782.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.724300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42703689.25
- **C.18.a - Value (excl. sponsor support):** $42703689.25
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 154: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.569300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5799084.70
- **C.18.a - Value (excl. sponsor support):** $5799084.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 155: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $223993339.28
- **C.18.a - Value (excl. sponsor support):** $223993339.28
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 156: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 921BPA003_3.66_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $24852400.00       | $24661545.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $28100.00          | $28581.29          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $34001500.00       | $34287735.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $74400200.00       | $71488421.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $3849800.00        | $3809526.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $37636400.00       | $35765456.92       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $95.76             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $73473000.00       | $84984401.56       | U.S. Treasuries (including strips) |

### Security 157: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.669900%
- **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: 927NEF002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEF002_3.67_0401
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                | 2053-12-01      | 6.0000%  | 0.0000% | $7028.00           | $4205.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $923.67            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2042-05-20      | 4.0000%  | 0.0000% | $1000.00           | $106.24            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2043-03-20      | 3.5000%  | 0.0000% | $1000.00           | $88.75             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2045-10-20      | 4.0000%  | 0.0000% | $1000.00           | $72.34             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $85.36             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-06-20      | 4.0000%  | 0.0000% | $1324.00           | $123.24            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-06-20      | 4.5000%  | 0.0000% | $1000.00           | $84.06             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $117.93            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2034-03-15      | 6.5000%  | 0.0000% | $1024.00           | $5.75              | Agency Mortgage-Backed Securities  |
| STRIP PRINC                    | 2053-02-15      | NA       | 0.0000% | $100.00            | $25.99             | U.S. Treasuries (including strips) |
| STRIPS                         | 2041-02-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| GINNIE MAE II POOL             | 2066-03-20      | 5.5000%  | 0.0000% | $1092.00           | $1102.02           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2030-03-01      | 6.3050%  | 0.0000% | $4288.00           | $2.22              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $536.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $683.75            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $589.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $627.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-07-01      | 4.5000%  | 0.0000% | $49771902.00       | $5171782.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2046-02-01      | 4.5000%  | 0.0000% | $1024.00           | $135.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-03-01      | 5.5000%  | 0.0000% | $1015.00           | $751.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $3947828.00        | $3236372.29        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1027.62           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-10-20      | 3.5000%  | 0.0000% | $1000.00           | $115.82            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-05-20      | 5.5000%  | 0.0000% | $1000.00           | $72.72             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-05-20      | 6.0000%  | 0.0000% | $1000.00           | $127.47            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-10-20      | 5.5000%  | 0.0000% | $1056.00           | $79.83             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-11-20      | 5.0000%  | 0.0000% | $169865.00         | $9812.79           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2038-07-20      | 6.5000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $74.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $127.65            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-06-20      | 3.5000%  | 0.0000% | $1020.00           | $100.27            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $85.90             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-06-20      | 2.0000%  | 0.0000% | $1000.00           | $523.67            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-06-20      | 4.5000%  | 0.0000% | $1000.00           | $267.51            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $703.49            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-12-20      | 5.5000%  | 0.0000% | $1024.00           | $649.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 5.5000%  | 0.0000% | $1000.00           | $553.05            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.55           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1070.54           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.5000%  | 0.0000% | $666656.00         | $704030.51         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-12-20      | 6.0000%  | 0.0000% | $1001.00           | $1031.90           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $853.10            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-12-20      | 5.0000%  | 0.0000% | $1377.00           | $1253.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 3.5000%  | 0.0000% | $1274624.00        | $1133960.28        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-01-20      | 5.5000%  | 0.0000% | $1025.00           | $800.44            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 5.0000%  | 0.0000% | $3709948.00        | $3457082.30        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 5.0000%  | 0.0000% | $1024.00           | $978.34            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1006.93           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $996.02            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1040.32           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $464842.00         | $448076.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 3.5000%  | 0.0000% | $5646.00           | $4855.51           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-01-01      | 6.5000%  | 0.0000% | $4025.00           | $3519.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-09-01      | 5.5000%  | 0.0000% | $16830.00          | $17078.45          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $598.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $906.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $33015615.00       | $31629868.64       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $544.68            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-08-20      | 6.0000%  | 0.0000% | $8428.00           | $4608.83           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $762.62            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-02-20      | 6.5000%  | 0.0000% | $1024.00           | $418.42            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-10-20      | 6.0000%  | 0.0000% | $1000.00           | $832.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $361.25            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-07-20      | 5.0000%  | 0.0000% | $1000.00           | $352.16            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2053-05-15      | 7.0000%  | 0.0000% | $3711605.00        | $3432043.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-15      | 7.0000%  | 0.0000% | $1008.00           | $1024.82           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $292.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.45           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $2168.00           | $2299.26           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1077.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2049-11-01      | 5.0000%  | 0.0000% | $3555776.00        | $1702533.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2048-02-01      | 3.5000%  | 0.0000% | $1008.00           | $232.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $900.52            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.79            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-09-20      | 6.0000%  | 0.0000% | $1000.00           | $119.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.5000%  | 0.0000% | $2574.00           | $2627.34           | Agency Mortgage-Backed Securities  |

### Security 158: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NFC008, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 927NFC008_3.66_0401
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.75             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $9363000.00        | $10199928.85       | U.S. Treasuries (including strips) |

### Security 159: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **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: 929AAV007, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 929AAV007_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $158020588.00      | $16037532.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $399742375.00      | $37042263.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $212900141.00      | $37524989.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $176427251.00      | $37730437.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $218203469.00      | $36795552.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $263820563.00      | $36420578.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $187073194.00      | $37101580.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $122990531.00      | $16347066.12       | Agency Mortgage-Backed Securities |

### Security 160: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.669900%
- **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: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.67_0401
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC NON GOLD POOL             | 2035-09-01      | 6.3750%  | 0.0000% | $110055424.00      | $479586.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 4.1210%  | 0.0000% | $154944255.00      | $263105.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-03-01      | 4.1450%  | 0.0000% | $418853376.00      | $855010.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.9500%  | 0.0000% | $717360.00         | $524028.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 7.0000%  | 0.0000% | $2884977.00        | $9796.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-06-01      | 5.5000%  | 0.0000% | $91001598.00       | $1743175.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2027-03-01      | 3.1300%  | 0.0000% | $4000000.00        | $3645060.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-05-01      | 3.7000%  | 0.0000% | $1438280.00        | $1282188.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2043-04-01      | 3.0000%  | 0.0000% | $1900000.00        | $250508.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 6.3570%  | 0.0000% | $4922136.00        | $478105.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 1.5000%  | 0.0000% | $1590202.00        | $991983.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $1320248.00        | $812951.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-11-01      | 4.5000%  | 0.0000% | $47000.00          | $12515.35          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2035-11-01      | 6.2720%  | 0.0000% | $10680000.00       | $145835.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2035-10-01      | 6.1740%  | 0.0000% | $118954624.00      | $991059.82         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2035-12-01      | 5.8750%  | 0.0000% | $44883520.00       | $258873.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2036-10-01      | 6.8790%  | 0.0000% | $1999999.00        | $8737.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $600000.00         | $411871.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2031-09-01      | 5.0000%  | 0.0000% | $1195928.00        | $16015.30          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-07-01      | 5.0000%  | 0.0000% | $1557336.00        | $1060655.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2033-08-01      | 3.5000%  | 0.0000% | $218000.00         | $14571.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $718204.00         | $702231.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 4.6810%  | 0.0000% | $5002449.00        | $4981237.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-04-01      | NA       | 0.0000% | $15992960.00       | $15629663.92       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-04-01      | 3.0000%  | 0.0000% | $569139.00         | $131230.68         | Agency Mortgage-Backed Securities |

### Security 161: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.64_0420
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $28748900.00       | $35700078.04       | U.S. Treasuries (including strips) |

### Security 162: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0401
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2026-05-15      | NA       | 0.0000% | $317651349.02      | $316200000.01      | U.S. Treasuries (including strips) |

### Security 163: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 930REQ004_3.66_0401
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $499900.00         | $618182.66         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $23692300.00       | $24884436.50       | U.S. Treasuries (including strips) |

### Security 164: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.669900%
- **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: 930RFC004, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 930RFC004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 8.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL                 | 2055-10-01      | 6.0000%  | 0.0000% | $1325649.00        | $1371922.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $2626750.00        | $2711506.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $2331872.00        | $2381567.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-10-01      | 6.0000%  | 0.0000% | $1867857.00        | $1895389.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-10-01      | 5.5000%  | 0.0000% | $1677470.00        | $1700491.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $14155000.00       | $13268761.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $4100040.00        | $3956165.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 6.0000%  | 0.0000% | $3388930.00        | $3455638.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $405000.00         | $307888.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $3079665.00        | $2365620.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $508292.00         | $494308.43         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 5.5000%  | 0.0000% | $54158457.00       | $55115184.18       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-05-01      | 5.5000%  | 0.0000% | $35729310.00       | $34573084.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $1550248.00        | $1022335.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 4.5000%  | 0.0000% | $3649000.00        | $3418583.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-10-01      | 4.0000%  | 0.0000% | $4490000.00        | $526922.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-07-01      | 3.5000%  | 0.0000% | $15000.00          | $1080.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 3.0000%  | 0.0000% | $1400000.00        | $246035.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-12-01      | 4.5000%  | 0.0000% | $216000.00         | $29327.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-03-01      | 4.0000%  | 0.0000% | $50499.00          | $3038.23           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2032-04-01      | 7.0000%  | 0.0000% | $1608512.00        | $1147.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-11-01      | 5.0000%  | 0.0000% | $400000.00         | $2968.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 5.5000%  | 0.0000% | $500000.00         | $2737.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-02-01      | 6.0000%  | 0.0000% | $1979366.00        | $33522.49          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2042-07-01      | 3.5000%  | 0.0000% | $211368.00         | $29407.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-01      | 4.0000%  | 0.0000% | $380611.00         | $62225.01          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2047-06-01      | 4.0000%  | 0.0000% | $102469.00         | $9972.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-05-01      | 2.0000%  | 0.0000% | $760000.00         | $57773.94          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2033-07-01      | 3.0000%  | 0.0000% | $110000.00         | $9189.90           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2033-09-01      | 3.5000%  | 0.0000% | $6742623.00        | $511261.06         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2046-10-01      | 3.0000%  | 0.0000% | $1641000.00        | $360151.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-07-01      | 5.0000%  | 0.0000% | $255000.00         | $25473.76          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2047-01-01      | 4.0000%  | 0.0000% | $1142000.00        | $216204.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 4.0000%  | 0.0000% | $1100000.00        | $227582.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-01      | 3.5000%  | 0.0000% | $4564707.00        | $382564.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-07-01      | 4.0000%  | 0.0000% | $809675.00         | $2659.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-03-01      | 4.0000%  | 0.0000% | $393595.00         | $67804.56          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-12-01      | 5.0000%  | 0.0000% | $292500.00         | $170241.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2034-10-01      | 2.5000%  | 0.0000% | $2000.00           | $564.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-03-01      | 2.5000%  | 0.0000% | $1163882.00        | $685931.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2036-04-01      | 1.5000%  | 0.0000% | $12250000.00       | $5986400.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 5.5000%  | 0.0000% | $10858021.00       | $6253842.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-02-01      | 5.0000%  | 0.0000% | $8862677.00        | $6131077.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-11-01      | 4.0000%  | 0.0000% | $10000000.00       | $2726231.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2047-07-01      | 4.0000%  | 0.0000% | $104465.00         | $37595.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.0000%  | 0.0000% | $3809000.00        | $2765677.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2049-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1008.29           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-07-01      | 3.0000%  | 0.0000% | $264000.00         | $69377.63          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 5.0000%  | 0.0000% | $92000.00          | $80381.29          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-11-01      | 1.5000%  | 0.0000% | $1635000.00        | $874021.23         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-08-01      | 2.5000%  | 0.0000% | $1000.00           | $692.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-11-01      | 5.5000%  | 0.0000% | $17000.00          | $12283.15          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-01-01      | 3.0000%  | 0.0000% | $14000.00          | $10435.74          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3918.74           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-04-01      | 3.5000%  | 0.0000% | $460721.00         | $346534.79         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 6.0000%  | 0.0000% | $3817000.00        | $2751426.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.0000%  | 0.0000% | $3578650.00        | $3256246.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2049-10-01      | 4.0000%  | 0.0000% | $138000.00         | $19967.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 1.5000%  | 0.0000% | $1500000.00        | $869410.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-08-01      | 2.5000%  | 0.0000% | $150000.00         | $87677.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $2500000.00        | $1758025.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $2201828.00        | $1658893.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.0000%  | 0.0000% | $3212698.00        | $2440664.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-06-01      | 6.0000%  | 0.0000% | $7170724.00        | $15929.04          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-08-01      | 6.0000%  | 0.0000% | $380306.00         | $3360.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-03-01      | 4.5000%  | 0.0000% | $78984.00          | $768.59            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-08-01      | 6.0000%  | 0.0000% | $179242.00         | $8815.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-01      | 4.0000%  | 0.0000% | $1500000.00        | $67910.63          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2042-09-01      | 3.5000%  | 0.0000% | $299029.00         | $20112.91          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2048-11-01      | 4.0000%  | 0.0000% | $14000.00          | $2157.93           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-12-01      | 4.5000%  | 0.0000% | $1793237.00        | $1390763.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 6.0000%  | 0.0000% | $224452500.00      | $169528522.23      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $35198981.00       | $36522560.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-12-01      | 4.5000%  | 0.0000% | $21010137.00       | $19819219.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.5000%  | 0.0000% | $23635000.00       | $20051762.28       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 4.5000%  | 0.0000% | $56514993.00       | $53892202.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 4.5000%  | 0.0000% | $178011199.00      | $171549835.52      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-03-01      | 6.0000%  | 0.0000% | $7940721.00        | $8193751.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 5.5000%  | 0.0000% | $1901328.00        | $1932688.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $2154315.00        | $2189215.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-12-01      | 5.0000%  | 0.0000% | $1870590.00        | $1816523.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-11-01      | 5.5000%  | 0.0000% | $1548706.00        | $1582564.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-12-01      | 5.5000%  | 0.0000% | $2440822.00        | $2475392.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-01-01      | 5.5000%  | 0.0000% | $1329547.00        | $1347769.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-01-01      | 5.0000%  | 0.0000% | $2223810.00        | $2127827.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-01-01      | 5.5000%  | 0.0000% | $2067744.00        | $2020848.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-02-01      | 5.5000%  | 0.0000% | $2600903.00        | $2659397.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 5.0000%  | 0.0000% | $999900.00         | $987853.87         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 5.0000%  | 0.0000% | $2712071.00        | $2691876.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-04-01      | 5.5000%  | 0.0000% | $4054730.00        | $4121897.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-02-01      | 5.5000%  | 0.0000% | $3919199.00        | $3955488.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-04-01      | 4.5000%  | 0.0000% | $5221367.00        | $5055405.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-03-01      | 4.5000%  | 0.0000% | $2866551.00        | $2783409.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2056-04-01      | 6.0000%  | 0.0000% | $1187400.00        | $1233908.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-09-01      | 6.5000%  | 0.0000% | $24914335.00       | $19296533.38       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2036-03-01      | 4.5000%  | 0.0000% | $2278247.00        | $2284425.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2049-10-01      | 4.0000%  | 0.0000% | $50000.00          | $7076.43           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-08-01      | 3.0000%  | 0.0000% | $872782.00         | $402871.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-12-01      | 2.5000%  | 0.0000% | $7000.00           | $3692.28           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-02-01      | 2.5000%  | 0.0000% | $722500.00         | $443990.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-05-01      | 3.5000%  | 0.0000% | $297000.00         | $194711.21         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-10-01      | 5.5000%  | 0.0000% | $14000.00          | $10657.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 2.5000%  | 0.0000% | $2821757.00        | $689214.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-07-01      | 3.0000%  | 0.0000% | $191581.00         | $132476.51         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2042-01-01      | 2.0000%  | 0.0000% | $601000.00         | $370512.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $2394772.00        | $1849097.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2037-08-01      | 4.5000%  | 0.0000% | $410413.00         | $243511.78         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2038-12-01      | 6.0000%  | 0.0000% | $1546497.00        | $1163218.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-12-01      | 6.0000%  | 0.0000% | $1095666.00        | $624796.78         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-07-01      | 6.5000%  | 0.0000% | $1125301.00        | $666111.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-08-01      | 6.0000%  | 0.0000% | $1071600.00        | $824899.86         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-04-01      | 5.5000%  | 0.0000% | $1238625.00        | $1006991.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-05-01      | 5.5000%  | 0.0000% | $1501970.00        | $1454253.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-05-01      | 5.5000%  | 0.0000% | $1441896.00        | $1318549.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-05-01      | 5.0000%  | 0.0000% | $1782192.00        | $1543258.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-11-01      | 4.5000%  | 0.0000% | $1404469.00        | $1197285.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 3.5000%  | 0.0000% | $2739803.00        | $1841124.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-12-01      | 4.5000%  | 0.0000% | $1661811.00        | $1323700.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-12-01      | 4.0000%  | 0.0000% | $1154978.00        | $1041383.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.0000%  | 0.0000% | $1815542.00        | $1317347.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.5000%  | 0.0000% | $1526131.00        | $915955.48         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-08-01      | 6.0000%  | 0.0000% | $1132964.00        | $1139027.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-09-01      | 6.5000%  | 0.0000% | $1013341.00        | $1025742.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-09-01      | 5.5000%  | 0.0000% | $1855900.00        | $1747267.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-12-01      | 4.5000%  | 0.0000% | $1257230.00        | $1225061.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-02-01      | 5.5000%  | 0.0000% | $1048527.00        | $1071160.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2041-02-01      | 5.5000%  | 0.0000% | $1012980.00        | $1035661.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-01      | 3.0000%  | 0.0000% | $5615000.00        | $2127081.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $97269.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.0000%  | 0.0000% | $300000.00         | $267411.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $1265963.00        | $1054185.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $1649339.00        | $976895.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 4.5000%  | 0.0000% | $2793135.00        | $2671911.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $3314475.00        | $3385592.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $1157097.00        | $976678.58         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $1276437.00        | $1250442.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $1096167.00        | $1136875.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $4297803.00        | $4444000.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $1085070.00        | $1125510.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 6.0000%  | 0.0000% | $1191560.00        | $1194311.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1442196.00        | $1490689.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-10-01      | 5.5000%  | 0.0000% | $2616000.00        | $2358653.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-10-01      | 5.0000%  | 0.0000% | $1230176.00        | $1213145.59        | Agency Mortgage-Backed Securities |

### Security 165: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $17963900.00       | $17873378.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $900.00            | $914.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $17545900.00       | $17822394.85       | U.S. Treasuries (including strips) |

### Security 166: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.750000%
- **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: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_3.75_0702
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC STRUCTURED PASS THROUGH         | 2043-02-25      | NA       | 0.0000% | $76571000.00       | $22.55             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 5.0000%  | 0.0000% | $10311360.00       | $10124188.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-25      | NA       | 0.0000% | $177922145.00      | $73.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-25      | NA       | 0.0000% | $106904961.00      | $22.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-25      | NA       | 0.0000% | $272540624.00      | $70.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-25      | NA       | 0.0000% | $76116590.00       | $23.57             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-15      | NA       | 0.0000% | $74994452.00       | $12.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-15      | NA       | 0.0000% | $32000000.00       | $20.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-25      | 0.5532%  | 0.0000% | $299999.00         | $969.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-15      | NA       | 0.0000% | $73495879.00       | $10.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-25      | NA       | 0.0000% | $115281898.00      | $1.94              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2721481.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-05-16      | NA       | 0.0000% | $9932752.00        | $1577231.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-12-16      | 0.7197%  | 0.0000% | $145655551.00      | $3063232.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.1000%  | 0.0000% | $49998999.00       | $53795.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-04-20      | 3.0000%  | 0.0000% | $30556070.00       | $27895.15          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 1.7271%  | 0.0000% | $50000000.00       | $1793731.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-04-16      | 0.8172%  | 0.0000% | $375000000.00      | $17558696.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-01-20      | 5.0000%  | 0.0000% | $1038796.00        | $1124355.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 5.5000%  | 0.0000% | $25074.00          | $24658.75          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 4.5000%  | 0.0000% | $9710944.00        | $8436633.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 4.5000%  | 0.0000% | $874188.00         | $730133.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 1.4381%  | 0.0000% | $100000000.00      | $3672647.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-15      | 0.2000%  | 0.0000% | $1455193.00        | $2589.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-15      | 0.3500%  | 0.0000% | $7080565.00        | $194.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-01-25      | 0.1884%  | 0.0000% | $13866599.00       | $3860.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-25      | NA       | 0.0000% | $89838029.00       | $2632.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-25      | 5.0000%  | 0.0000% | $21046559.00       | $21180812.89       | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH         | 2043-02-25      | NA       | 0.0000% | $3595000.00        | $0.90              | Agency Mortgage-Backed Securities |

### Security 167: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.669900%
- **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: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.67_0401
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2051-12-01      | 2.0000%  | 0.0000% | $81709976.00       | $51000000.39       | Agency Mortgage-Backed Securities |

### Security 168: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 10.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $645636900.00      | $1020000028.78     | U.S. Treasuries (including strips) |

### Security 169: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.66_0401
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 3.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $179943600.00      | $183303020.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $106952700.00      | $107729051.63      | U.S. Treasuries (including strips) |

### Security 170: Canadian Imperial Bank of Commerce Tri Party Repo

- **C.1 - Title:** Canadian Imperial Bank of Commerce Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965FJZ003, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 965FJZ003_3.66_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-04-23      | NA       | 0.0000% | $44819900.00       | $44720534.28       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $38754100.00       | $38695387.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $22732100.00       | $22818643.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $19388300.00       | $19408885.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $13566400.00       | $12897835.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $4624800.00        | $4444764.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $2602300.00        | $2615749.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $103089000.00      | $103237035.80      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $3400.00           | $7305.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $14900.00          | $14585.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $6570200.00        | $4804529.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.16             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $1342100.00        | $1334381.58        | U.S. Treasuries (including strips) |

### Security 171: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2038-05-15      | NA       | 0.0000% | $10.93             | $6.19              | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $38000.00          | $38531.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $700.00            | $689.12            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $1452600.00        | $1960749.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $101057100.00      | $99999922.14       | U.S. Treasuries (including strips) |

### Security 172: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0507
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE INTEREST STRIP | 2052-03-01      | 2.0000%  | 0.0000% | $55615171.00       | $4884590.25        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-02-01      | 1.5000%  | 0.0000% | $1970000.00        | $151165.35         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2050-10-25      | 2.0000%  | 0.0000% | $1656752.00        | $162135.89         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2050-08-01      | 3.0000%  | 0.0000% | $100000.00         | $12780.71          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-08-01      | 2.0000%  | 0.0000% | $1296747.00        | $151557.61         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-10-01      | 2.0000%  | 0.0000% | $1512947.00        | $167801.86         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2053-04-01      | 4.0000%  | 0.0000% | $4315064.00        | $713792.57         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-09-01      | 3.5000%  | 0.0000% | $5300000.00        | $787246.02         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2051-03-01      | 2.0000%  | 0.0000% | $76592209.00       | $8268929.78        | Agency Mortgage-Backed Securities |

### Security 173: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.720000%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.72_0708
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIEMAC STRIP         | 2037-10-15      | 4.1457%  | 0.0000% | $4818841.00        | $273320.47         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2042-04-01      | 4.0000%  | 0.0000% | $25704313.00       | $260855.56         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2042-11-01      | 3.0000%  | 0.0000% | $4700000.00        | $371659.10         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2042-11-01      | 2.3736%  | 0.0000% | $59827872.00       | $555008.01         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2050-10-25      | 2.0000%  | 0.0000% | $113561524.00      | $11113551.55       | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2050-08-01      | 3.0000%  | 0.0000% | $641699.00         | $82013.72          | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2051-03-01      | 2.0000%  | 0.0000% | $9038809.00        | $975833.94         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2048-10-01      | 4.5000%  | 0.0000% | $1664554.00        | $225218.23         | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2029-07-15      | NA       | 0.0000% | $1000.00           | $874.45            | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2030-01-15      | NA       | 0.0000% | $638000.00         | $547220.26         | Agency Mortgage-Backed Securities  |
| RFC PRINCIPAL  STRIP     | 2030-01-15      | NA       | 0.0000% | $12000.00          | $10304.04          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2027-02-28      | 1.8750%  | 0.0000% | $27471000.00       | $27044141.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-04-30      | 4.6250%  | 0.0000% | $841500.00         | $875863.60         | U.S. Treasuries (including strips) |
| FREDDIEMAC STRIP         | 2042-07-15      | 5.0000%  | 0.0000% | $11290000.00       | $1490470.52        | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2042-07-15      | 4.0000%  | 0.0000% | $60283329.00       | $1151119.04        | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2042-08-15      | 4.0000%  | 0.0000% | $6333545.00        | $99114.42          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2047-09-15      | 4.5000%  | 0.0000% | $13952867.00       | $671180.88         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2048-09-15      | 3.0000%  | 0.0000% | $11608353.00       | $328318.45         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2046-10-15      | 4.2500%  | 0.0000% | $28006597.00       | $4923997.42        | Agency Mortgage-Backed Securities  |

### Security 174: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.739900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.74_0717
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIP | 2054-11-01      | 5.5000%  | 0.0000% | $35084756.00       | $6619412.89        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-09-01      | 6.5000%  | 0.0000% | $49459902.00       | $5250554.54        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-09-01      | 3.5000%  | 0.0000% | $100000.00         | $14853.70          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-04-01      | 4.0000%  | 0.0000% | $13235174.00       | $2189346.17        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-10-01      | 2.0000%  | 0.0000% | $387053.00         | $42928.28          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-05-01      | 3.5000%  | 0.0000% | $7470376.00        | $1182904.49        | Agency Mortgage-Backed Securities |

### Security 175: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **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: 996JWN000, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWN000_3.67_0401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-15      | 5.0000%  | 0.0000% | $24954464.00       | $1310079.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-11-20      | 6.5000%  | 0.0000% | $566119.00         | $575422.53         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $97583616.00       | $96442359.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-08-20      | 4.5000%  | 0.0000% | $800764.00         | $406941.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 3.0000%  | 0.0000% | $2153870.00        | $760983.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 7.0000%  | 0.0000% | $2912812.00        | $2504213.93        | Agency Mortgage-Backed Securities |

### Security 176: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.63_0410
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2049-02-15      | NA       | 0.0000% | $114100.00         | $35854.67          | U.S. Treasuries (including strips) |
| STRIPS        | 2055-05-15      | NA       | 0.0000% | $7400211.92        | $1746013.40        | U.S. Treasuries (including strips) |
| STRIPS        | 2032-11-15      | NA       | 0.0000% | $44674088.96       | $33918131.93       | U.S. Treasuries (including strips) |

### Security 177: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.669900%
- **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: 99VDKY004, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 99VDKY004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $48000.00          | $38640.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $17178848.00       | $13391471.17       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $15897535.00       | $15778679.73       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.5000%  | 0.0000% | $1441998.00        | $1460255.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.5000%  | 0.0000% | $2769000.00        | $2663107.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-04-01      | 3.5000%  | 0.0000% | $26637180.00       | $3284392.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-07-01      | 6.0000%  | 0.0000% | $5732000.00        | $4377790.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-06-01      | 3.0000%  | 0.0000% | $2666664.00        | $1301834.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.5000%  | 0.0000% | $1588248.00        | $1422612.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-06-01      | 3.6000%  | 0.0000% | $26983600.00       | $26152442.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 6.0000%  | 0.0000% | $1324578.00        | $1365140.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 7.0000%  | 0.0000% | $5453752.00        | $5446384.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $24586304.00       | $6368142.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-07-01      | 2.5000%  | 0.0000% | $3545968.00        | $2087768.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $16074688.00       | $16810129.96       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 5.5000%  | 0.0000% | $30853.00          | $25742.72          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-12-01      | 2.0000%  | 0.0000% | $40000.00          | $25465.71          | Agency Mortgage-Backed Securities |

### Security 178: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDMN006_3.66_0401
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 7.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $251227000.00      | $254428402.32      | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $166751988.58      | $150610562.84      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-02-15      | NA       | 0.0000% | $225118400.00      | $70740980.90       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-05-15      | NA       | 0.0000% | $112679900.00      | $28961663.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $23452000.00       | $22513956.28       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2029-08-15      | NA       | 0.0000% | $6000.00           | $5267.44           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $136301000.00      | $135739167.28      | U.S. Treasuries (including strips) |

### Security 179: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **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: 99VDNE005, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNE005_3.67_0401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $550000.00         | $62001.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $400000.00         | $30667.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $230000.00         | $45407.89          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-10-01      | 3.0000%  | 0.0000% | $275000.00         | $41715.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2034-06-01      | 5.5000%  | 0.0000% | $28991.00          | $259.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-10-01      | 4.5000%  | 0.0000% | $567839.00         | $547418.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 3.7800%  | 0.0000% | $8057360.00        | $7738361.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 3.6900%  | 0.0000% | $5691000.00        | $5410161.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-02-01      | 4.5000%  | 0.0000% | $43994.00          | $13435.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.2650%  | 0.0000% | $16908200.00       | $12309380.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-06-01      | 5.4200%  | 0.0000% | $815998.00         | $834554.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-02-01      | 2.5000%  | 0.0000% | $3999.00           | $1865.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1091306.00        | $813357.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $26456576.00       | $24390308.60       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $334999.00         | $201306.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-25      | 6.5000%  | 0.0000% | $27055872.00       | $25499984.50       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-07-01      | 3.5000%  | 0.0000% | $15000.00          | $8379.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $2973228.00        | $2267394.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.0000%  | 0.0000% | $3943356.00        | $3188595.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-01-20      | 6.0000%  | 0.0000% | $4328208.00        | $4478965.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.0000%  | 0.0000% | $13703820.00       | $14116477.99       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** State Street Navigator Securities Lending Trust

**Date:** 2026-04-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Treasurer