# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-26-009376
**Filing Date:** 2026-5
**Character Count:** 268515
**Document Hash:** e7487bf5bd06dad88edcccdcd038eba2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009376.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0002071691-26-009376

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19991015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE INVESTING FOUNDATION III
- **DATE OF NAME CHANGE:** 19971029

## Series and Classes Contracts Data

### Nationwide Government Money Market Fund (Series ID: S000005013)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000013648 | Class R6      | GMIXX           |
| C000013649 | Investor      | MIFXX           |
| C000013650 | Service Class | NWSXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001048702

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** NATIONWIDE MUTUAL FUNDS

**CIK Number of Registrant:** 0001048702

**LEI of Registrant:** 549300NXDT8MH8Z3PQ44

**Name of Series:** Nationwide Government Money Market Fund

**LEI of Series:** 549300W3E6FAWSVJEZ47

**EDGAR Series Identifier:** S000005013

**Total number of share classes in the series:** 3

**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            | Nationwide Fund Advisors                                       | 801-56370         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | Nationwide Fund Management, LLC                                |  |
| Transfer Agent                | Nationwide Fund Management, LLC<br>CIK: 0000216108             | 084-00825         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-40455

- **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:** 48 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $611923880.96

- **Amortized Cost of Portfolio Securities:** $611937359.29

- **Cash:** $1096203.28

- **Total Other Assets:** $828786.49

- **Total Liabilities:** $6105995.48

- **Net Assets of Series:** $607756353.58

- **Number of Shares Outstanding (Series):** 607768900.6600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $525973382.62             | $533957991.75              | 85.1300%                  | 86.4300%                   |
| 2026-04-02 | $515833575.40             | $523818981.12              | 84.6900%                  | 86.0000%                   |
| 2026-04-06 | $522455885.20             | $530444477.26              | 84.8600%                  | 86.1600%                   |
| 2026-04-07 | $516020329.39             | $524009718.04              | 84.4500%                  | 85.7600%                   |
| 2026-04-08 | $515393584.97             | $523383770.19              | 84.4400%                  | 85.7400%                   |
| 2026-04-09 | $514683464.37             | $524174446.17              | 84.4100%                  | 85.9700%                   |
| 2026-04-10 | $514031534.26             | $523523312.64              | 84.4000%                  | 85.9600%                   |
| 2026-04-13 | $519199339.24             | $530093507.38              | 84.5200%                  | 86.2900%                   |
| 2026-04-14 | $521841987.13             | $532736951.86              | 84.5800%                  | 86.3500%                   |
| 2026-04-15 | $523512242.24             | $532908003.55              | 84.8300%                  | 86.3500%                   |
| 2026-04-16 | $516036444.89             | $523933002.79              | 84.3700%                  | 85.6600%                   |
| 2026-04-17 | $513357735.43             | $519854941.98              | 84.1600%                  | 85.2200%                   |
| 2026-04-20 | $514429425.47             | $520928578.02              | 84.1800%                  | 85.2400%                   |
| 2026-04-21 | $516993980.20             | $517993781.42              | 85.0000%                  | 85.1700%                   |
| 2026-04-22 | $518182032.68             | $519181933.29              | 84.7100%                  | 84.8700%                   |
| 2026-04-23 | $516494122.91             | $516494122.91              | 84.8000%                  | 84.8000%                   |
| 2026-04-24 | $515743321.72             | $515743321.72              | 84.7800%                  | 84.7800%                   |
| 2026-04-27 | $517777634.49             | $517777634.49              | 84.5500%                  | 84.5500%                   |
| 2026-04-28 | $516069194.22             | $516069194.22              | 84.3000%                  | 84.3000%                   |
| 2026-04-29 | $520787349.23             | $520787349.23              | 84.0400%                  | 84.0400%                   |
| 2026-04-30 | $514692717.39             | $516692717.39              | 83.8400%                  | 84.1700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7200%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7200%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7100%             |
| 2026-04-09 | 3.7000%             |
| 2026-04-10 | 3.7000%             |
| 2026-04-13 | 3.6900%             |
| 2026-04-14 | 3.6900%             |
| 2026-04-15 | 3.7000%             |
| 2026-04-16 | 3.7100%             |
| 2026-04-17 | 3.7100%             |
| 2026-04-20 | 3.7200%             |
| 2026-04-21 | 3.7200%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7100%             |
| 2026-04-27 | 3.7200%             |
| 2026-04-28 | 3.7200%             |
| 2026-04-29 | 3.7200%             |
| 2026-04-30 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 0.9999                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 0.9999                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Class R6

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $210203734.04

- **Number of Shares Outstanding:** 210209282.7500

- **Expense Reimbursement/Waiver:** 4646.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $577254.26                | $275826.00              |
| 2026-04-02 | $564587.03                | $2406.55                |
| 2026-04-06 | $2190154.00               | $315346.34              |
| 2026-04-07 | $36403.26                 | $1800294.45             |
| 2026-04-08 | $412664.21                | $122234.74              |
| 2026-04-09 | $13384.03                 | $331927.24              |
| 2026-04-10 | $15863.12                 | $328098.60              |
| 2026-04-13 | $3833403.37               | $16280.84               |
| 2026-04-14 | $314941.57                | $299296.56              |
| 2026-04-15 | $23287.43                 | $1156482.13             |
| 2026-04-16 | $20401.43                 | $1913235.91             |
| 2026-04-17 | $184.82                   | $251022.84              |
| 2026-04-20 | $157966.05                | $400162.33              |
| 2026-04-21 | $136352.25                | $374800.40              |
| 2026-04-22 | $24892.33                 | $55143.03               |
| 2026-04-23 | $5466.10                  | $175672.95              |
| 2026-04-24 | $329619.49                | $9.09                   |
| 2026-04-27 | $432938.23                | $173839.51              |
| 2026-04-28 | $16950.55                 | $91808.41               |
| 2026-04-29 | $4408.61                  | $14705.95               |
| 2026-04-30 | $1163773.30               | $49299.78               |

**Total Gross Subscriptions (Month):** $10274895.44

**Total Gross Redemptions (Month):** $8147893.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3000%           |
| 2026-04-02 | 3.3000%           |
| 2026-04-06 | 3.3100%           |
| 2026-04-07 | 3.3100%           |
| 2026-04-08 | 3.3000%           |
| 2026-04-09 | 3.3000%           |
| 2026-04-10 | 3.3000%           |
| 2026-04-13 | 3.2900%           |
| 2026-04-14 | 3.2900%           |
| 2026-04-15 | 3.3000%           |
| 2026-04-16 | 3.3100%           |
| 2026-04-17 | 3.3100%           |
| 2026-04-20 | 3.3100%           |
| 2026-04-21 | 3.3100%           |
| 2026-04-22 | 3.3100%           |
| 2026-04-23 | 3.3100%           |
| 2026-04-24 | 3.3100%           |
| 2026-04-27 | 3.3100%           |
| 2026-04-28 | 3.3100%           |
| 2026-04-29 | 3.3100%           |
| 2026-04-30 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 13.6500%         | 0.0000%              |
| Pension plan      |  | 72.6700%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $2000.00

- **Net Assets of Class:** $396159996.27

- **Number of Shares Outstanding:** 396166951.2200

- **Expense Reimbursement/Waiver:** 8768.04

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1909518.02               | $902535.70              |
| 2026-04-02 | $170567.36                | $823792.98              |
| 2026-04-06 | $639669.83                | $88352.48               |
| 2026-04-07 | $302435.24                | $770241.88              |
| 2026-04-08 | $1223146.69               | $362555.98              |
| 2026-04-09 | $1799720.99               | $955889.34              |
| 2026-04-10 | $240536.64                | $625897.09              |
| 2026-04-13 | $824708.37                | $3358490.77             |
| 2026-04-14 | $95251.07                 | $1786322.99             |
| 2026-04-15 | $52196.35                 | $737294.99              |
| 2026-04-16 | $292211.97                | $412216.33              |
| 2026-04-17 | $1007001.63               | $1345192.54             |
| 2026-04-20 | $1677126.78               | $327607.96              |
| 2026-04-21 | $361183.95                | $134896.23              |
| 2026-04-22 | $205845.36                | $187882.47              |
| 2026-04-23 | $1474.07                  | $310675.20              |
| 2026-04-24 | $25214.99                 | $147173.25              |
| 2026-04-27 | $265207.02                | $1560828.76             |
| 2026-04-28 | $988050.62                | $176882.54              |
| 2026-04-29 | $1267892.88               | $67456.98               |
| 2026-04-30 | $1866610.96               | $172257.46              |

**Total Gross Subscriptions (Month):** $15215570.79

**Total Gross Redemptions (Month):** $15254443.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2000%           |
| 2026-04-02 | 3.2000%           |
| 2026-04-06 | 3.2100%           |
| 2026-04-07 | 3.2100%           |
| 2026-04-08 | 3.2000%           |
| 2026-04-09 | 3.2000%           |
| 2026-04-10 | 3.2000%           |
| 2026-04-13 | 3.1900%           |
| 2026-04-14 | 3.1900%           |
| 2026-04-15 | 3.2000%           |
| 2026-04-16 | 3.2100%           |
| 2026-04-17 | 3.2100%           |
| 2026-04-20 | 3.2100%           |
| 2026-04-21 | 3.2100%           |
| 2026-04-22 | 3.2100%           |
| 2026-04-23 | 3.2100%           |
| 2026-04-24 | 3.2100%           |
| 2026-04-27 | 3.2100%           |
| 2026-04-28 | 3.2100%           |
| 2026-04-29 | 3.2100%           |
| 2026-04-30 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 43.2100%         | 0.0000%              |
| Pension plan      |  | 19.9600%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $1392623.27

- **Number of Shares Outstanding:** 1392666.6900

- **Expense Reimbursement/Waiver:** 31.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $3441.68                  | $47.69                  |
| 2026-04-02 | $0.00                     | $50.89                  |
| 2026-04-06 | $0.54                     | $46.60                  |
| 2026-04-07 | $0.00                     | $147.16                 |
| 2026-04-08 | $0.00                     | $75327.10               |
| 2026-04-09 | $0.00                     | $44.65                  |
| 2026-04-10 | $0.00                     | $1456.15                |
| 2026-04-13 | $0.00                     | $44.67                  |
| 2026-04-14 | $0.00                     | $134.09                 |
| 2026-04-15 | $0.00                     | $44.62                  |
| 2026-04-16 | $246.96                   | $0.01                   |
| 2026-04-17 | $0.00                     | $44.62                  |
| 2026-04-20 | $0.00                     | $16639.43               |
| 2026-04-21 | $0.00                     | $118.30                 |
| 2026-04-22 | $0.00                     | $43.98                  |
| 2026-04-23 | $0.00                     | $44.07                  |
| 2026-04-24 | $0.41                     | $44.01                  |
| 2026-04-27 | $0.00                     | $44.02                  |
| 2026-04-28 | $0.00                     | $132.31                 |
| 2026-04-29 | $0.00                     | $44.03                  |
| 2026-04-30 | $0.00                     | $44.05                  |

**Total Gross Subscriptions (Month):** $3689.59

**Total Gross Redemptions (Month):** $94542.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0000%           |
| 2026-04-02 | 3.0000%           |
| 2026-04-06 | 3.0100%           |
| 2026-04-07 | 3.0100%           |
| 2026-04-08 | 3.0000%           |
| 2026-04-09 | 3.0000%           |
| 2026-04-10 | 3.0000%           |
| 2026-04-13 | 2.9900%           |
| 2026-04-14 | 2.9900%           |
| 2026-04-15 | 3.0000%           |
| 2026-04-16 | 3.0100%           |
| 2026-04-17 | 3.0100%           |
| 2026-04-20 | 3.0100%           |
| 2026-04-21 | 3.0100%           |
| 2026-04-22 | 3.0100%           |
| 2026-04-23 | 3.0100%           |
| 2026-04-24 | 3.0100%           |
| 2026-04-27 | 3.0100%           |
| 2026-04-28 | 3.0100%           |
| 2026-04-29 | 3.0100%           |
| 2026-04-30 | 3.0200%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 99.3200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Banco Santander SA

- **C.1 - Title:** Banco Santander SA
- **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: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ZS3VZN6
- **C.18 - Value (incl. sponsor support):** $109000000.00
- **C.18.a - Value (excl. sponsor support):** $109000000.00
- **C.19 - Percentage of Net Assets:** 17.9400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $131.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 4.5000%  | N/A     | $1008.00           | $978.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 3.5000%  | N/A     | $1000.00           | $277.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | N/A     | $7739.00           | $6192.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 1.5000%  | N/A     | $1000.00           | $466.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | N/A     | $1040.00           | $855.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $617.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 1.5000%  | N/A     | $1000.00           | $478.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $699.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-08-01      | 2.0000%  | N/A     | $1205.00           | $459.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $910.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | N/A     | $14438207.00       | $11450196.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.5000%  | N/A     | $2043000.00        | $252112.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 5.0000%  | N/A     | $24621.00          | $826.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-25      | 4.7452%  | N/A     | $9073938.00        | $8435587.99        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $755.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | N/A     | $15934731.00       | $14441965.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | N/A     | $994868.00         | $1042325.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1130.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $938.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.5000%  | N/A     | $88628.00          | $61258.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.5000%  | N/A     | $51946.00          | $135.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $652.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $895.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $982.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 2.5000%  | N/A     | $2025.00           | $1218.88           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $815.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $974.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.5000%  | N/A     | $1024.00           | $159.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | N/A     | $2024.00           | $1788.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 4.5000%  | N/A     | $1000.00           | $183.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $846.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 4.0000%  | N/A     | $1000.00           | $814.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $710.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | N/A     | $6711.00           | $5072.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $949.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.5000%  | N/A     | $4031000.00        | $800123.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | N/A     | $1100.00           | $924.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.5000%  | N/A     | $4644.00           | $4803.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | N/A     | $2000.00           | $1998.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $925.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $627.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $560.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.0000%  | N/A     | $1008.00           | $808.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 4.0000%  | N/A     | $2000.00           | $522.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-11-01      | 3.0000%  | N/A     | $178150.00         | $1955.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | N/A     | $1008.00           | $783.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 7.0000%  | N/A     | $2000.00           | $1028.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 4.0000%  | N/A     | $1854.00           | $411.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | N/A     | $327114.00         | $992.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | N/A     | $1000.00           | $827.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $807.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $806.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $930.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | N/A     | $2997.00           | $2181.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $581.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $824.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 4.5000%  | N/A     | $2000.00           | $1722.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.5000%  | N/A     | $3000.00           | $364.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $882.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 1.5000%  | N/A     | $1024.00           | $553.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | N/A     | $4064.00           | $2641.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | N/A     | $1024.00           | $702.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | N/A     | $1024.00           | $158.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $595.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | N/A     | $2000.00           | $1662.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $936.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 3.0000%  | N/A     | $1024.00           | $326.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 3.0000%  | N/A     | $1000.00           | $180.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | N/A     | $3024.00           | $2026.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 4.0000%  | N/A     | $3008.00           | $445.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | N/A     | $2048.00           | $1614.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $747.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $767.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.0000%  | N/A     | $7552.00           | $45.39             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | N/A     | $5147161.00        | $4141191.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | N/A     | $5944.00           | $877.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $974.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | N/A     | $2024.00           | $1364.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.0000%  | N/A     | $1006.00           | $513.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $889.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1361.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.0000%  | N/A     | $1167.00           | $120.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.5000%  | N/A     | $2016.00           | $564.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | N/A     | $5640799.00        | $4211280.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 4.5000%  | N/A     | $1000.00           | $86.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $909.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $824.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-03-01      | 3.5000%  | N/A     | $19443.00          | $1935.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | N/A     | $1024.00           | $631.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 4.7452%  | N/A     | $1757.00           | $1721.74           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | N/A     | $2048.00           | $1705.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | N/A     | $2048.00           | $1419.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.5000%  | N/A     | $17264.00          | $143.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 5.0000%  | N/A     | $1000.00           | $621.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $737.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $929.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $491.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 4.5000%  | N/A     | $1000.00           | $614.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $735.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | N/A     | $1040.00           | $1018.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | N/A     | $1008.00           | $805.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | N/A     | $22123.00          | $17744.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $692.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $236.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | N/A     | $1078.00           | $44.01             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $696.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | N/A     | $1040.00           | $955.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $975.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.5000%  | N/A     | $1009.00           | $210.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $764.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | N/A     | $2008.00           | $1927.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1018.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1022.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | N/A     | $2000.00           | $1491.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | N/A     | $1024.00           | $924.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $737.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | N/A     | $1056.00           | $876.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1023.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | N/A     | $1008.00           | $878.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | N/A     | $2048.00           | $1355.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | N/A     | $4007.00           | $3852.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | N/A     | $3125644.00        | $1144392.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $796.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $896.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 5.5000%  | N/A     | $1000.00           | $844.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $851.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | N/A     | $2048.00           | $1369.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | N/A     | $1024.00           | $780.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | N/A     | $4128176.00        | $3293316.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | N/A     | $2000.00           | $1719.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | N/A     | $2048.00           | $1843.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $707.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | N/A     | $1008.00           | $833.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | N/A     | $2112.00           | $1503.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | N/A     | $1024.00           | $702.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | N/A     | $4045.00           | $2936.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | N/A     | $243818.00         | $180981.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $865.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $978.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $998.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $742.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $869.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | N/A     | $2024.00           | $1347.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | N/A     | $13251800.00       | $13506986.75       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $779.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 3.5000%  | N/A     | $2194.00           | $1457.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $999.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-12-01      | 4.5000%  | N/A     | $15547.00          | $15502.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $866.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $676.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | N/A     | $2024.00           | $1475.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1939.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $998.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 3.5000%  | N/A     | $4048.00           | $953.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.0000%  | N/A     | $2950.00           | $210.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | N/A     | $1008.00           | $695.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | N/A     | $1008.00           | $612.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $897.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 4.5000%  | N/A     | $1000.00           | $733.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | N/A     | $199779.00         | $151874.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 3.5000%  | N/A     | $1240.00           | $56.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | N/A     | $178812.00         | $1801.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 1.5000%  | N/A     | $1000.00           | $400.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.0000%  | N/A     | $45761.00          | $1074.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | N/A     | $1008.00           | $757.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $868.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $925.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $727.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 7.0000%  | N/A     | $1008.00           | $632.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $889.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $813.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1033.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $785.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $897.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $846.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1054.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $615.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $894.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1029.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-03-01      | 2.5000%  | N/A     | $1000.00           | $633.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 4.5000%  | N/A     | $1000.00           | $818.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 3.5000%  | N/A     | $1572.00           | $51.62             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $952.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | N/A     | $123840.00         | $89551.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $818.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 4.5000%  | N/A     | $1000.00           | $842.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | N/A     | $1008.00           | $909.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | N/A     | $1056.00           | $876.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | N/A     | $1012.00           | $117.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $730.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | N/A     | $43934.00          | $545.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | N/A     | $1029.00           | $424.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | N/A     | $6000.00           | $3871.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $909.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.1320%  | N/A     | $1000.00           | $974.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $942.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | N/A     | $1008.00           | $186.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $803.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 4.5000%  | N/A     | $1578.00           | $92.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | N/A     | $242125.00         | $198492.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $697.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $954.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $939.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $979.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | N/A     | $2080.00           | $2039.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | N/A     | $1024.00           | $717.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | N/A     | $1024.00           | $1055.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | N/A     | $1000.00           | $27.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1332.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $133.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1034.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | N/A     | $1000.00           | $904.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | N/A     | $1000.00           | $893.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $692.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $881.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.0000%  | N/A     | $1000.00           | $30.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $818.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $699.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $963.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | N/A     | $2015.00           | $197.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1048.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | N/A     | $5123256.00        | $1304774.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | N/A     | $3000.00           | $2749.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 4.0000%  | N/A     | $1000.00           | $44.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 5.0000%  | N/A     | $1000.00           | $207.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | N/A     | $1024.00           | $235.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | N/A     | $2048.00           | $1410.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 5.5000%  | N/A     | $1000.00           | $602.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $629.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $848.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | N/A     | $1056.00           | $602.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 5.5000%  | N/A     | $1000.00           | $652.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $198.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 5.0000%  | N/A     | $1000.00           | $872.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | N/A     | $2048.00           | $1228.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | N/A     | $1080.00           | $955.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | N/A     | $2016.00           | $1458.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | N/A     | $1000.00           | $1017.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | N/A     | $2000.00           | $983.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 5.5000%  | N/A     | $1000.00           | $686.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 2.0000%  | N/A     | $1920.00           | $1744.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | N/A     | $1008.00           | $764.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | N/A     | $2048.00           | $1625.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $215.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $534.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1028.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | N/A     | $1106.00           | $1136.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $997.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | N/A     | $1000.00           | $931.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $822.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $272.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 5.5000%  | N/A     | $1000.00           | $701.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $790.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 3.5000%  | N/A     | $1000.00           | $91.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $558.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $931.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | N/A     | $1040.00           | $758.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.0000%  | N/A     | $1001.00           | $6.50              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | N/A     | $2048.00           | $378.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $95.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $847.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | N/A     | $2000.00           | $209.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $279.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.5000%  | N/A     | $1000.00           | $832.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $694.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | N/A     | $1002.00           | $582.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $828.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $182.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1029.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $660.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-25      | 4.6952%  | N/A     | $2087.00           | $2035.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | N/A     | $2048.00           | $1487.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | N/A     | $2048.00           | $1056.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | N/A     | $2024.00           | $2058.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | N/A     | $1000.00           | $150.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | N/A     | $2000.00           | $1982.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | N/A     | $1120.00           | $1098.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $667.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | N/A     | $3000.00           | $2975.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $156.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | N/A     | $2080.00           | $1583.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | N/A     | $2000.00           | $274.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $814.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $104.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 5.0000%  | N/A     | $1000.00           | $764.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $728.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 5.0000%  | N/A     | $1000.00           | $965.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $992.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1442.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | N/A     | $78464.00          | $17876.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | N/A     | $2024.00           | $2010.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1029.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $947.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | N/A     | $2048.00           | $1400.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1035.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $724.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | N/A     | $2000.00           | $546.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | N/A     | $1000.00           | $295.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | N/A     | $1024.00           | $750.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 5.0000%  | N/A     | $1023.00           | $286.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-01-01      | 4.0000%  | N/A     | $3024.00           | $994.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1479.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $347.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.0000%  | N/A     | $1000.00           | $65.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 8.0000%  | N/A     | $1000.00           | $18.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $949.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-03-01      | 5.0000%  | N/A     | $1000.00           | $985.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | N/A     | $1148.00           | $1232.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $733.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | N/A     | $1008.00           | $965.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-25      | 4.7952%  | N/A     | $12831808.00       | $12529387.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | N/A     | $3000.00           | $1975.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | N/A     | $1029.00           | $245.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | N/A     | $1048.00           | $274.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | N/A     | $1024.00           | $1006.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 2.5000%  | N/A     | $1000.00           | $260.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | N/A     | $1000.00           | $1052.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1012.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $805.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | N/A     | $1000.00           | $977.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1443.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | N/A     | $1000.00           | $966.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | N/A     | $2000.00           | $1952.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | N/A     | $2000.00           | $1874.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | N/A     | $2000.00           | $295.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | N/A     | $1120.00           | $188.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | N/A     | $1024.00           | $77.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | N/A     | $1000.00           | $111.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1792.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $991.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1884.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | N/A     | $3000.00           | $2826.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.0000%  | N/A     | $1001.00           | $131.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $871.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | N/A     | $1120.00           | $157.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | N/A     | $2032.00           | $1431.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | N/A     | $1001.00           | $55.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | N/A     | $1000.00           | $36.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.5000%  | N/A     | $3072.00           | $371.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $767.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-06-01      | 2.5000%  | N/A     | $1024.00           | $616.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | N/A     | $1027.00           | $95.09             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | N/A     | $1000.00           | $194.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | N/A     | $2484.00           | $483.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $292.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | N/A     | $2024.00           | $779.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $991.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $621.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | N/A     | $3072.00           | $440.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | N/A     | $1008.00           | $212.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $1000.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $232.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1021.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 5.0000%  | N/A     | $1000.00           | $982.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | N/A     | $2048.00           | $2011.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | N/A     | $1024.00           | $414.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $141.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $488.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 5.5000%  | N/A     | $1008.00           | $890.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 5.5000%  | N/A     | $1008.00           | $803.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $740.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | N/A     | $1024.00           | $119.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $286.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $254.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | N/A     | $1024.00           | $228.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $851.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 5.5000%  | N/A     | $1000.00           | $659.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | N/A     | $1024.00           | $866.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | N/A     | $2000.00           | $1731.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | N/A     | $3000.00           | $2540.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | N/A     | $4024.00           | $783.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | N/A     | $1003.00           | $72.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | N/A     | $1024.00           | $241.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | N/A     | $1024.00           | $1024.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | N/A     | $1001.00           | $888.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | N/A     | $1000.00           | $942.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | N/A     | $1000.00           | $912.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | N/A     | $3010.00           | $502.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | N/A     | $228149.00         | $193536.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | N/A     | $1000.00           | $922.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | N/A     | $2000.00           | $249.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | N/A     | $1016.00           | $217.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | N/A     | $2080.00           | $1903.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | N/A     | $2080.00           | $1529.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $636.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | N/A     | $1024.00           | $907.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | N/A     | $6000.00           | $1426.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1499.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | N/A     | $2000.00           | $703.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $741.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | N/A     | $1000.00           | $516.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | N/A     | $1040.00           | $1049.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | N/A     | $1008.00           | $689.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $471.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $801.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | N/A     | $1024.00           | $345.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | N/A     | $1000.00           | $56.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 5.0000%  | N/A     | $1000.00           | $992.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | N/A     | $1008.00           | $961.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $163.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 5.5000%  | N/A     | $1000.00           | $691.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | N/A     | $2064.00           | $1073.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | N/A     | $1040.00           | $646.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | N/A     | $1000.00           | $21.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $211.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | N/A     | $1000.00           | $801.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | N/A     | $2048.00           | $1420.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $144.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | N/A     | $1008.00           | $295.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-25      | 6.5000%  | N/A     | $1000.00           | $705.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $137.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $867.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 3.9100%  | N/A     | $1000.00           | $986.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1005.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-10-01      | 7.0000%  | N/A     | $1001.00           | $9.31              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | N/A     | $2031.00           | $462.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $845.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | N/A     | $1120.00           | $1110.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | N/A     | $1000.00           | $431.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $214.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $939.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $212.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | N/A     | $1000.00           | $230.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 4.3602%  | N/A     | $48192.00          | $47515.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $580.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | N/A     | $1000.00           | $1082.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | N/A     | $2000.00           | $1873.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $1075.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $714.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | N/A     | $1000.00           | $261.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $572.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $999.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $467.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | N/A     | $3008.00           | $2500.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | N/A     | $2000.00           | $1634.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 5.0000%  | N/A     | $1008.00           | $937.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $626.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | N/A     | $1008.00           | $952.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | N/A     | $2048.00           | $1681.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $315.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | N/A     | $1024.00           | $534.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $713.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 2.7750%  | N/A     | $1000.00           | $253.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | N/A     | $1000.00           | $861.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | N/A     | $1024.00           | $913.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | N/A     | $1008.00           | $751.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | N/A     | $2829.00           | $2549.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $690.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | N/A     | $1007.00           | $993.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1014.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 4.0000%  | N/A     | $1024.00           | $217.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | N/A     | $1024.00           | $164.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 4.0000%  | N/A     | $2000.00           | $604.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $722.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 5.0000%  | N/A     | $2008.00           | $401.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $949.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | N/A     | $1000.00           | $960.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-08-01      | 3.5000%  | N/A     | $5304.00           | $1477.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $996.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $561.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | N/A     | $1024.00           | $648.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $71.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $945.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $814.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-08-15      | 6.5000%  | N/A     | $1000.00           | $17.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 2.2599%  | N/A     | $13668700.00       | $845942.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.6901%  | N/A     | $1024.00           | $838.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | N/A     | $1024.00           | $384.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 4.0000%  | N/A     | $1040.00           | $313.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.9601%  | N/A     | $2217555.00        | $1978443.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0099%  | N/A     | $28489649.00       | $4058358.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | N/A     | $1024.00           | $489.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | N/A     | $1000.00           | $1009.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 0.8599%  | N/A     | $300000.00         | $4219.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.5099%  | N/A     | $68787430.00       | $7956045.87        | Agency Collateralized Mortgage Obligation |
| United States Treasury                   | 2028-06-15      | 3.8750%  | N/A     | $20115400.00       | $20400053.47       | U.S. Treasuries (including strips)        |

### Security 2: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3VZN7
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 12.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | N/A     | $1478.00           | $833.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | N/A     | $284335.00         | $286330.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 4.6500%  | N/A     | $1490995.00        | $1490091.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | N/A     | $1145920.00        | $1091430.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | N/A     | $1070.00           | $754.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2039-04-01      | 5.5000%  | N/A     | $2397.00           | $84.45             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | N/A     | $1304397.00        | $1273380.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | N/A     | $2588544.00        | $2219500.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 4.9000%  | N/A     | $425226.00         | $427100.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | N/A     | $4636229.00        | $4726655.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 5.5000%  | N/A     | $2116131.00        | $1962288.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 4.3800%  | N/A     | $417919.00         | $414727.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $872.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $678.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-11-01      | 2.3300%  | N/A     | $28979.00          | $24852.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-04-01      | 4.1400%  | N/A     | $757948.00         | $751596.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | N/A     | $17266720.00       | $16732367.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | N/A     | $705091.00         | $105264.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 2.1400%  | N/A     | $41310.00          | $37635.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | N/A     | $1651065.00        | $915985.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 1.6900%  | N/A     | $16832.00          | $13173.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | N/A     | $6584571.00        | $6691962.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | N/A     | $191093.00         | $181121.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | N/A     | $399050.00         | $398706.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | N/A     | $102971.00         | $95708.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-01-01      | 6.5000%  | N/A     | $7122.00           | $6.40              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | N/A     | $1093690.00        | $1139294.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-10-01      | 1.7900%  | N/A     | $1083.00           | $945.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | N/A     | $1179.00           | $1013.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | N/A     | $1000.00           | $715.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | N/A     | $18054912.00       | $8004118.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | N/A     | $220520.00         | $174649.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | N/A     | $2843244.00        | $1447395.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | N/A     | $1003.00           | $12.82             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | N/A     | $1940237.00        | $1067891.15        | Agency Mortgage-Backed Securities  |
| United States Treasury                   | 2035-08-15      | 4.2500%  | N/A     | $60900.00          | $60772.59          | U.S. Treasuries (including strips) |
| United States Treasury                   | 2045-02-15      | 2.5000%  | N/A     | $2276100.00        | $1591290.92        | U.S. Treasuries (including strips) |
| United States Treasury                   | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $95.20             | U.S. Treasuries (including strips) |
| United States Treasury                   | 2044-02-15      | 3.6250%  | N/A     | $210000.00         | $178193.45         | U.S. Treasuries (including strips) |
| United States Treasury                   | 2055-05-15      | 4.7500%  | N/A     | $1932500.00        | $1901525.44        | U.S. Treasuries (including strips) |
| United States Treasury                   | 2053-08-15      | 4.1250%  | N/A     | $200.00            | $175.06            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2026-11-15      | 0.0000%  | N/A     | $153100.00         | $150047.19         | U.S. Treasuries (including strips) |
| United States Treasury                   | 2026-05-28      | 0.0000%  | N/A     | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| United States Treasury                   | 2026-06-04      | 0.0000%  | N/A     | $272600.00         | $271645.90         | U.S. Treasuries (including strips) |
| United States Treasury                   | 2047-11-15      | 2.7500%  | N/A     | $2256300.00        | $1603643.78        | U.S. Treasuries (including strips) |
| United States Treasury                   | 2032-07-15      | 0.6250%  | N/A     | $516200.00         | $552130.17         | U.S. Treasuries (including strips) |
| United States Treasury                   | 2029-06-30      | 4.2500%  | N/A     | $1877400.00        | $1918962.63        | U.S. Treasuries (including strips) |
| United States Treasury                   | 2056-02-15      | 4.7500%  | N/A     | $100.00            | $97.31             | U.S. Treasuries (including strips) |
| United States Treasury                   | 2026-08-06      | 0.0000%  | N/A     | $54100.00          | $53570.90          | U.S. Treasuries (including strips) |
| United States Treasury                   | 2043-08-15      | 4.3750%  | N/A     | $200.00            | $188.83            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2045-11-15      | 4.6250%  | N/A     | $200.00            | $195.27            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2027-08-31      | 3.6250%  | N/A     | $200.00            | $200.50            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2052-02-15      | 2.2500%  | N/A     | $800.00            | $479.96            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2041-08-15      | 1.7500%  | N/A     | $1500.00           | $1000.29           | U.S. Treasuries (including strips) |
| United States Treasury                   | 2033-03-31      | 4.2500%  | N/A     | $78000.00          | $78332.56          | U.S. Treasuries (including strips) |
| United States Treasury                   | 2028-08-31      | 1.1250%  | N/A     | $2851000.00        | $2678015.03        | U.S. Treasuries (including strips) |
| United States Treasury                   | 2035-11-15      | 4.0000%  | N/A     | $138500.00         | $136690.16         | U.S. Treasuries (including strips) |
| United States Treasury                   | 2043-05-15      | 2.8750%  | N/A     | $6066700.00        | $4699227.61        | U.S. Treasuries (including strips) |
| United States Treasury                   | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $61.97             | U.S. Treasuries (including strips) |
| United States Treasury                   | 2040-02-15      | 4.6250%  | N/A     | $600.00            | $600.35            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2035-08-15      | 4.2500%  | N/A     | $6208000.00        | $6195011.90        | U.S. Treasuries (including strips) |
| United States Treasury                   | 2053-05-15      | 3.6250%  | N/A     | $100.00            | $80.89             | U.S. Treasuries (including strips) |
| United States Treasury                   | 2042-05-15      | 3.2500%  | N/A     | $100000.00         | $83287.33          | U.S. Treasuries (including strips) |
| United States Treasury                   | 2051-08-15      | 2.0000%  | N/A     | $200.00            | $113.34            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2048-11-15      | 3.3750%  | N/A     | $250800.00         | $198301.67         | U.S. Treasuries (including strips) |
| United States Treasury                   | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $92.61             | U.S. Treasuries (including strips) |
| United States Treasury                   | 2054-05-15      | 4.6250%  | N/A     | $200.00            | $192.70            | U.S. Treasuries (including strips) |
| United States Treasury                   | 2042-02-15      | 2.3750%  | N/A     | $3388400.00        | $2466568.74        | U.S. Treasuries (including strips) |

### Security 3: FFCB

- **C.1 - Title:** FFCB
- **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):** $1099962.68
- **C.18.a - Value (excl. sponsor support):** $1099962.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1299988.50
- **C.18.a - Value (excl. sponsor support):** $1299988.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $600247.56
- **C.18.a - Value (excl. sponsor support):** $600247.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB

- **C.1 - Title:** FFCB
- **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):** $999984.24
- **C.18.a - Value (excl. sponsor support):** $999984.24
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKR0, C.4 - ISIN: US3133EWKR07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1399980.72
- **C.18.a - Value (excl. sponsor support):** $1399980.72
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-07
- **C.13 - Final Legal Maturity Date:** 2028-04-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB

- **C.1 - Title:** FFCB
- **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):** $1701059.66
- **C.18.a - Value (excl. sponsor support):** $1701059.66
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30, C.4 - ISIN: US3130B9N306, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999998.98
- **C.18.a - Value (excl. sponsor support):** $999998.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J64, C.4 - ISIN: US313385J641, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1771279.99
- **C.18.a - Value (excl. sponsor support):** $1771279.99
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6L6, C.4 - ISIN: US3130BA6L62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1400006.82
- **C.18.a - Value (excl. sponsor support):** $1400006.82
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1700436.54
- **C.18.a - Value (excl. sponsor support):** $1700436.54
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1190653.00
- **C.18.a - Value (excl. sponsor support):** $1190653.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999997.52
- **C.18.a - Value (excl. sponsor support):** $999997.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2, C.4 - ISIN: US3130B9KQ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999990.76
- **C.18.a - Value (excl. sponsor support):** $999990.76
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52, C.4 - ISIN: US3130B9H522, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2099989.52
- **C.18.a - Value (excl. sponsor support):** $2099989.52
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAH26, C.4 - ISIN: US3130BAH265, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1299999.14
- **C.18.a - Value (excl. sponsor support):** $1299999.14
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6B8, C.4 - ISIN: US3130BA6B80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999972.15
- **C.18.a - Value (excl. sponsor support):** $999972.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKA4, C.4 - ISIN: US3130BAKA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7, C.4 - ISIN: US3130B82Y72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2400388.56
- **C.18.a - Value (excl. sponsor support):** $2400388.56
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AW9, C.4 - ISIN: US313384AW96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1168257.34
- **C.18.a - Value (excl. sponsor support):** $1168257.34
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86A5, C.4 - ISIN: US3130B86A50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5399182.71
- **C.18.a - Value (excl. sponsor support):** $5399182.71
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9, C.4 - ISIN: US3130BAEK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2299999.06
- **C.18.a - Value (excl. sponsor support):** $2299999.06
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RC0, C.4 - ISIN: US3130B7RC05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1399876.74
- **C.18.a - Value (excl. sponsor support):** $1399876.74
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $991511.81
- **C.18.a - Value (excl. sponsor support):** $991511.81
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7UB8, C.4 - ISIN: US3130B7UB84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999909.38
- **C.18.a - Value (excl. sponsor support):** $999909.38
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B41, C.4 - ISIN: US3130B9B418, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1199998.98
- **C.18.a - Value (excl. sponsor support):** $1199998.98
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3, C.4 - ISIN: US3130B84L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2695953.48
- **C.18.a - Value (excl. sponsor support):** $2695953.48
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7, C.4 - ISIN: US313385YT76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1987800.00
- **C.18.a - Value (excl. sponsor support):** $1987800.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.4 - ISIN: US3130B8ER93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1399975.89
- **C.18.a - Value (excl. sponsor support):** $1399975.89
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JM3, C.4 - ISIN: US3130B9JM35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3599971.34
- **C.18.a - Value (excl. sponsor support):** $3599971.34
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JP6, C.4 - ISIN: US3130B9JP65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1299989.03
- **C.18.a - Value (excl. sponsor support):** $1299989.03
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEH6, C.4 - ISIN: US3130BAEH66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1199994.80
- **C.18.a - Value (excl. sponsor support):** $1199994.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JS2, C.4 - ISIN: US3130B8JS22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2500016.15
- **C.18.a - Value (excl. sponsor support):** $2500016.15
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **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):** $1999975.30
- **C.18.a - Value (excl. sponsor support):** $1999975.30
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97E4, C.4 - ISIN: US3130B97E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5999940.54
- **C.18.a - Value (excl. sponsor support):** $5999940.54
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAF69, C.4 - ISIN: US3130BAF699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2400003.48
- **C.18.a - Value (excl. sponsor support):** $2400003.48
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385M37, C.4 - ISIN: US313385M371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1472925.42
- **C.18.a - Value (excl. sponsor support):** $1472925.42
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MH5, C.4 - ISIN: US3130B2MH59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000279.82
- **C.18.a - Value (excl. sponsor support):** $1000279.82
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $991711.53
- **C.18.a - Value (excl. sponsor support):** $991711.53
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LZ6, C.4 - ISIN: US3130B2LZ66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000269.98
- **C.18.a - Value (excl. sponsor support):** $1000269.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B58, C.4 - ISIN: US3130B9B582, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1199992.54
- **C.18.a - Value (excl. sponsor support):** $1199992.54
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJB4, C.4 - ISIN: US3130BAJB42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999995.84
- **C.18.a - Value (excl. sponsor support):** $1999995.84
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JN1, C.4 - ISIN: US3130B9JN18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999982.77
- **C.18.a - Value (excl. sponsor support):** $999982.77
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZN5, C.4 - ISIN: US3130B8ZN50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1399984.52
- **C.18.a - Value (excl. sponsor support):** $1399984.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8L91, C.4 - ISIN: US3130B8L914, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2600012.95
- **C.18.a - Value (excl. sponsor support):** $2600012.95
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130BALB1, C.4 - ISIN: US3130BALB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGZ4, C.4 - ISIN: US3130BAGZ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000000.91
- **C.18.a - Value (excl. sponsor support):** $1000000.91
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999991.66
- **C.18.a - Value (excl. sponsor support):** $999991.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K27, C.4 - ISIN: US3130B8K270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999996.32
- **C.18.a - Value (excl. sponsor support):** $1999996.32
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 51: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1299983.44
- **C.18.a - Value (excl. sponsor support):** $1299983.44
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6, C.4 - ISIN: US3130B8NA67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999944.29
- **C.18.a - Value (excl. sponsor support):** $999944.29
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4, C.4 - ISIN: US3130B5PM49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1499784.66
- **C.18.a - Value (excl. sponsor support):** $1499784.66
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F27, C.4 - ISIN: US313385F276, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2072357.01
- **C.18.a - Value (excl. sponsor support):** $2072357.01
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1500430.70
- **C.18.a - Value (excl. sponsor support):** $1500430.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1399976.20
- **C.18.a - Value (excl. sponsor support):** $1399976.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1092420.54
- **C.18.a - Value (excl. sponsor support):** $1092420.54
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLMC

- **C.1 - Title:** FHLMC
- **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):** $2000604.86
- **C.18.a - Value (excl. sponsor support):** $2000604.86
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FNMA

- **C.1 - Title:** FNMA
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1300149.16
- **C.18.a - Value (excl. sponsor support):** $1300149.16
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FNMA

- **C.1 - Title:** FNMA
- **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):** $1000404.86
- **C.18.a - Value (excl. sponsor support):** $1000404.86
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FNMA

- **C.1 - Title:** FNMA
- **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):** $1500795.93
- **C.18.a - Value (excl. sponsor support):** $1500795.93
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FNMA

- **C.1 - Title:** FNMA
- **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):** $1000311.57
- **C.18.a - Value (excl. sponsor support):** $1000311.57
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FNMA

- **C.1 - Title:** FNMA
- **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):** $1000272.03
- **C.18.a - Value (excl. sponsor support):** $1000272.03
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Securities Ltd.

- **C.1 - Title:** MUFG Securities Ltd.
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3VZN8
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 6.5800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.0000%  | N/A     | $13698900.00       | $1932972.44        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | N/A     | $24268.00          | $21171.81          | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | N/A     | $1530.00           | $1182.10           | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2042-08-01      | 2.0000%  | N/A     | $1000.00           | $772.68            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | N/A     | $1280.00           | $1091.33           | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 4.9452%  | N/A     | $12599212.00       | $6981354.06        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | N/A     | $150993.00         | $117371.60         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $714.05            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | N/A     | $2905296.00        | $670640.92         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | N/A     | $311800.00         | $169503.58         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | N/A     | $1008.00           | $742.02            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | N/A     | $70283.00          | $50369.81          | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | N/A     | $4554112.00        | $4188204.31        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | N/A     | $676102.00         | $522127.18         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | N/A     | $110200.00         | $82855.45          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $144.20            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | N/A     | $1023.00           | $767.65            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $742.16            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | N/A     | $1392960.00        | $1301022.23        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | N/A     | $1152.00           | $1004.37           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | N/A     | $3131860.00        | $2864952.20        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2032-11-01      | 1.4557%  | N/A     | $1000.00           | $787.67            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | N/A     | $18290.00          | $17237.26          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | N/A     | $12754.00          | $10014.93          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $707.84            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | N/A     | $1952.00           | $1503.22           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | N/A     | $83200.00          | $83055.92          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | N/A     | $126080.00         | $78055.45          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | N/A     | $27112.00          | $22910.35          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $610.20            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | N/A     | $20472.00          | $15249.43          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | N/A     | $12192.00          | $11969.07          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $697.27            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $823.71            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | N/A     | $169662.00         | $48461.90          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | N/A     | $5596029.00        | $4432246.24        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | N/A     | $284358.00         | $160594.38         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2041-06-01      | 2.5000%  | N/A     | $100664.00         | $55723.04          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | N/A     | $7416299.00        | $6272405.05        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | N/A     | $4607.00           | $2627.36           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $556.60            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2045-10-01      | 5.0000%  | N/A     | $4263900.00        | $3786747.06        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | N/A     | $165100.00         | $149039.65         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | N/A     | $1609000.00        | $1471080.87        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | N/A     | $6779200.00        | $5117858.64        | Agency Mortgage-Backed Securities   |
| United States Treasury                   | 2026-10-31      | 3.8482%  | N/A     | $100.00            | $100.08            | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2046-05-15      | 2.5000%  | N/A     | $100.00            | $69.25             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2030-01-31      | 3.5000%  | N/A     | $200.00            | $198.45            | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2054-02-15      | 4.2500%  | N/A     | $11100.00          | $9929.80           | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2026-05-28      | 0.0000%  | N/A     | $2700.00           | $2692.77           | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $95.27             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2043-11-15      | 4.7500%  | N/A     | $30000.00          | $30061.64          | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $98.12             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2054-11-15      | 4.5000%  | N/A     | $100.00            | $94.45             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2040-11-15      | 1.3750%  | N/A     | $200.00            | $129.24            | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2041-08-15      | 1.7500%  | N/A     | $100.00            | $66.80             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2048-08-15      | 3.0000%  | N/A     | $108000.00         | $79105.64          | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2055-08-15      | 4.7500%  | N/A     | $100.00            | $97.31             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2052-11-15      | 4.0000%  | N/A     | $432900.00         | $375970.42         | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2051-05-15      | 2.3750%  | N/A     | $100.00            | $62.99             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2029-03-15      | 3.5000%  | N/A     | $37700.00          | $37443.72          | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2032-09-30      | 3.8750%  | N/A     | $400.00            | $394.58            | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2055-11-15      | 4.6250%  | N/A     | $100.00            | $96.56             | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2053-11-15      | 4.7500%  | N/A     | $500.00            | $491.83            | U.S. Treasuries (including strips)  |
| United States Treasury                   | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $64.15             | U.S. Treasuries (including strips)  |

### Security 65: MUFG Securities Ltd.

- **C.1 - Title:** MUFG Securities Ltd.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3VZNS
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2047-02-15      | 3.0000%  | N/A     | $1200.00           | $893.87            | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 3.8750%  | N/A     | $100.00            | $89.74             | U.S. Treasuries (including strips) |
| United States Treasury | 2031-01-31      | 3.7500%  | N/A     | $292700.00         | $291980.72         | U.S. Treasuries (including strips) |
| United States Treasury | 2055-02-15      | 4.6250%  | N/A     | $1635700.00        | $1558305.91        | U.S. Treasuries (including strips) |
| United States Treasury | 2048-05-15      | 3.1250%  | N/A     | $200.00            | $151.94            | U.S. Treasuries (including strips) |
| United States Treasury | 2052-11-15      | 4.0000%  | N/A     | $517800.00         | $449705.44         | U.S. Treasuries (including strips) |
| United States Treasury | 2049-11-15      | 2.3750%  | N/A     | $500.00            | $320.77            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-31      | 0.5000%  | N/A     | $186300.00         | $178395.25         | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 1.8750%  | N/A     | $2285600.00        | $1582121.74        | U.S. Treasuries (including strips) |
| United States Treasury | 2052-08-15      | 3.0000%  | N/A     | $100.00            | $70.90             | U.S. Treasuries (including strips) |
| United States Treasury | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $62.03             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 0.0000%  | N/A     | $438.07            | $317.05            | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 4.5000%  | N/A     | $300.00            | $287.35            | U.S. Treasuries (including strips) |
| United States Treasury | 2041-11-15      | 3.1250%  | N/A     | $1219200.00        | $1008101.75        | U.S. Treasuries (including strips) |
| United States Treasury | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $69.88             | U.S. Treasuries (including strips) |
| United States Treasury | 2042-11-15      | 4.0000%  | N/A     | $1689700.00        | $1550045.52        | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.0000%  | N/A     | $1000.00           | $805.06            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-10-31      | 4.1250%  | N/A     | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| United States Treasury | 2049-05-15      | 2.8750%  | N/A     | $45500.00          | $32630.13          | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-15      | 3.6250%  | N/A     | $8600.00           | $8612.14           | U.S. Treasuries (including strips) |
| United States Treasury | 2043-08-15      | 4.3750%  | N/A     | $300.00            | $283.69            | U.S. Treasuries (including strips) |
| United States Treasury | 2048-08-15      | 3.0000%  | N/A     | $71600.00          | $52444.11          | U.S. Treasuries (including strips) |
| United States Treasury | 2030-03-31      | 4.0000%  | N/A     | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $96.80             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 3.6250%  | N/A     | $1459100.00        | $1456142.86        | U.S. Treasuries (including strips) |
| United States Treasury | 2049-02-15      | 3.0000%  | N/A     | $200.00            | $145.84            | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 3.0000%  | N/A     | $114600.00         | $88619.71          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-15      | 3.8750%  | N/A     | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.2500%  | N/A     | $200.00            | $166.85            | U.S. Treasuries (including strips) |
| United States Treasury | 2040-11-15      | 1.3750%  | N/A     | $300.00            | $193.86            | U.S. Treasuries (including strips) |
| United States Treasury | 2053-11-15      | 4.7500%  | N/A     | $200.00            | $196.73            | U.S. Treasuries (including strips) |
| United States Treasury | 2047-11-15      | 2.7500%  | N/A     | $47400.00          | $33729.58          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-28      | 0.0000%  | N/A     | $800.00            | $797.86            | U.S. Treasuries (including strips) |
| United States Treasury | 2041-08-15      | 1.7500%  | N/A     | $386300.00         | $258046.60         | U.S. Treasuries (including strips) |
| United States Treasury | 2048-02-15      | 3.0000%  | N/A     | $300.00            | $220.95            | U.S. Treasuries (including strips) |
| United States Treasury | 2036-01-15      | 1.8750%  | N/A     | $200.00            | $201.18            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-11      | 0.0000%  | N/A     | $46000.00          | $45530.29          | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | N/A     | $33600.00          | $32966.99          | U.S. Treasuries (including strips) |
| United States Treasury | 2042-08-15      | 3.3750%  | N/A     | $1816300.00        | $1520185.29        | U.S. Treasuries (including strips) |
| United States Treasury | 2051-05-15      | 2.3750%  | N/A     | $74100.00          | $46677.88          | U.S. Treasuries (including strips) |

### Security 66: RBC Dominion Securities, Inc.

- **C.1 - Title:** RBC Dominion Securities, Inc.
- **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: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3VZNT
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 8.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 4.6452%  | N/A     | $1023.00           | $1021.12           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1001.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $962.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | N/A     | $1008.00           | $859.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $723.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | N/A     | $1100.00           | $146.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | N/A     | $1038.00           | $834.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5452%  | N/A     | $1024.00           | $951.58            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | N/A     | $1040.00           | $1016.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | N/A     | $2000.00           | $406.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | N/A     | $538485.00         | $388767.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $770.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | N/A     | $1024.00           | $1000.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | N/A     | $2048.00           | $954.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | N/A     | $9770100.00        | $4541147.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | N/A     | $1000.00           | $91.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | N/A     | $1000.00           | $84.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | N/A     | $1000.00           | $92.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | N/A     | $1280.00           | $737.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 4.7501%  | N/A     | $3294106.00        | $2444002.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | N/A     | $1004.00           | $398.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | N/A     | $1008.00           | $477.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | N/A     | $1024.00           | $718.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | N/A     | $1923.00           | $198.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | N/A     | $2032.00           | $1193.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 4.7701%  | N/A     | $1020.00           | $858.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | N/A     | $1000.00           | $68.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | N/A     | $1024.00           | $729.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | N/A     | $1068.00           | $92.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | N/A     | $1992.00           | $166.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | N/A     | $833791.00         | $585959.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | N/A     | $1000.00           | $505.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | N/A     | $3677.00           | $2707.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | N/A     | $1025.00           | $543.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | N/A     | $2032.00           | $1330.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | N/A     | $1023.00           | $94.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | N/A     | $2000.00           | $1645.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | N/A     | $2000.00           | $162.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | N/A     | $1000.00           | $785.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | N/A     | $1000.00           | $876.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | N/A     | $4072.00           | $2430.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | N/A     | $1000.00           | $413.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | N/A     | $10728960.00       | $6161374.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | N/A     | $1000.00           | $89.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | N/A     | $1023.00           | $77.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | N/A     | $1024.00           | $91.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | N/A     | $1120.00           | $1029.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | N/A     | $1024.00           | $829.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 4.6601%  | N/A     | $4475827.00        | $3307419.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | N/A     | $102322.00         | $83020.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | N/A     | $1000.00           | $719.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | N/A     | $369410.00         | $273257.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.8401%  | N/A     | $108937.00         | $100243.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | N/A     | $1000.00           | $75.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | N/A     | $1023.00           | $743.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | N/A     | $1006.00           | $77.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | N/A     | $11700.00          | $9160.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | N/A     | $1024.00           | $74.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 4.8401%  | N/A     | $1000.00           | $721.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | N/A     | $1000.00           | $118.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | N/A     | $1024.00           | $876.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | N/A     | $1008.00           | $695.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | N/A     | $1000.00           | $127.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | N/A     | $1024.00           | $616.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $784.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | N/A     | $1000.00           | $638.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | N/A     | $1000.00           | $420.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | N/A     | $1016.00           | $794.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 4.6901%  | N/A     | $1024.00           | $812.39            | Agency Collateralized Mortgage Obligation |
| United States Treasury                   | 2033-08-15      | 3.8750%  | N/A     | $100.00            | $98.38             | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2027-06-30      | 3.2500%  | N/A     | $100.00            | $100.38            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $80.06             | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $89.40             | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2041-11-15      | 2.0000%  | N/A     | $100.00            | $69.52             | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2028-05-15      | 2.8750%  | N/A     | $200.00            | $198.44            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2048-05-15      | 3.1250%  | N/A     | $900.00            | $682.94            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2031-08-15      | 1.2500%  | N/A     | $430300.00         | $373291.81         | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2028-02-15      | 2.7500%  | N/A     | $189100.00         | $186260.96         | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2027-05-31      | 0.5000%  | N/A     | $700.00            | $676.73            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2047-11-15      | 2.7500%  | N/A     | $200.00            | $142.15            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2044-02-15      | 4.5000%  | N/A     | $400.00            | $382.51            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2052-08-15      | 3.0000%  | N/A     | $9117200.00        | $6459286.36        | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2045-02-15      | 2.5000%  | N/A     | $24998000.00       | $17476864.17       | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2042-08-15      | 3.3750%  | N/A     | $8183400.00        | $6838124.09        | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2043-11-15      | 4.7500%  | N/A     | $382700.00         | $382872.89         | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $63.03             | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $64.11             | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2042-05-15      | 3.2500%  | N/A     | $200.00            | $166.57            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2052-05-15      | 2.8750%  | N/A     | $400.00            | $279.32            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2030-08-31      | 4.1250%  | N/A     | $3100.00           | $3130.53           | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2031-05-31      | 4.6250%  | N/A     | $7800.00           | $8139.82           | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2043-11-15      | 3.7500%  | N/A     | $2235300.00        | $1957644.74        | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2034-08-15      | 0.0000%  | N/A     | $62851.89          | $43709.72          | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2055-08-15      | 4.7500%  | N/A     | $400.00            | $388.95            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2028-10-31      | 1.3750%  | N/A     | $1000.00           | $939.14            | U.S. Treasuries (including strips)        |
| United States Treasury                   | 2041-05-15      | 2.2500%  | N/A     | $400.00            | $293.28            | U.S. Treasuries (including strips)        |

### Security 67: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $2087297.18
- **C.18.a - Value (excl. sponsor support):** $2087297.18
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 68: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $10364676.82
- **C.18.a - Value (excl. sponsor support):** $10364676.82
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $2956120.92
- **C.18.a - Value (excl. sponsor support):** $2956120.92
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 70: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3871236.49
- **C.18.a - Value (excl. sponsor support):** $3871236.49
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 71: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $2994037.50
- **C.18.a - Value (excl. sponsor support):** $2994037.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 72: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2420715.98
- **C.18.a - Value (excl. sponsor support):** $2420715.98
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 73: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $2988316.26
- **C.18.a - Value (excl. sponsor support):** $2988316.26
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 74: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5972415.36
- **C.18.a - Value (excl. sponsor support):** $5972415.36
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 75: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2441556.45
- **C.18.a - Value (excl. sponsor support):** $2441556.45
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 76: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $3182260.67
- **C.18.a - Value (excl. sponsor support):** $3182260.67
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 77: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $1497306.93
- **C.18.a - Value (excl. sponsor support):** $1497306.93
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 78: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $10686157.62
- **C.18.a - Value (excl. sponsor support):** $10686157.62
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 79: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $2782591.78
- **C.18.a - Value (excl. sponsor support):** $2782591.78
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5875954.14
- **C.18.a - Value (excl. sponsor support):** $5875954.14
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 81: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3083415.96
- **C.18.a - Value (excl. sponsor support):** $3083415.96
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 82: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $1682390.60
- **C.18.a - Value (excl. sponsor support):** $1682390.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 83: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4135980.95
- **C.18.a - Value (excl. sponsor support):** $4135980.95
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 84: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5843473.32
- **C.18.a - Value (excl. sponsor support):** $5843473.32
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 85: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $1598252.54
- **C.18.a - Value (excl. sponsor support):** $1598252.54
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 86: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2493776.05
- **C.18.a - Value (excl. sponsor support):** $2493776.05
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 87: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5950234.56
- **C.18.a - Value (excl. sponsor support):** $5950234.56
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 88: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $3674441.62
- **C.18.a - Value (excl. sponsor support):** $3674441.62
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 89: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $1991800.00
- **C.18.a - Value (excl. sponsor support):** $1991800.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 90: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1972246.34
- **C.18.a - Value (excl. sponsor support):** $1972246.34
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 91: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $6297522.02
- **C.18.a - Value (excl. sponsor support):** $6297522.02
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $4388219.00
- **C.18.a - Value (excl. sponsor support):** $4388219.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 93: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2468869.35
- **C.18.a - Value (excl. sponsor support):** $2468869.35
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 94: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3355288.30
- **C.18.a - Value (excl. sponsor support):** $3355288.30
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 95: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5996402.34
- **C.18.a - Value (excl. sponsor support):** $5996402.34
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 96: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1579406.26
- **C.18.a - Value (excl. sponsor support):** $1579406.26
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 97: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1001757.81
- **C.18.a - Value (excl. sponsor support):** $1001757.81
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 98: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3911730.46
- **C.18.a - Value (excl. sponsor support):** $3911730.46
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 99: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4512480.48
- **C.18.a - Value (excl. sponsor support):** $4512480.48
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 100: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7907541.50
- **C.18.a - Value (excl. sponsor support):** $7907541.50
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 101: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5505500.00
- **C.18.a - Value (excl. sponsor support):** $5505500.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 102: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1967703.12
- **C.18.a - Value (excl. sponsor support):** $1967703.12
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 103: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6009231.72
- **C.18.a - Value (excl. sponsor support):** $6009231.72
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 104: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4503514.77
- **C.18.a - Value (excl. sponsor support):** $4503514.77
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 105: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1299979.69
- **C.18.a - Value (excl. sponsor support):** $1299979.69
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 106: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3403691.89
- **C.18.a - Value (excl. sponsor support):** $3403691.89
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 107: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4013046.88
- **C.18.a - Value (excl. sponsor support):** $4013046.88
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 108: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1002958.98
- **C.18.a - Value (excl. sponsor support):** $1002958.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 109: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11303389.10
- **C.18.a - Value (excl. sponsor support):** $11303389.10
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 110: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $983535.16
- **C.18.a - Value (excl. sponsor support):** $983535.16
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 111: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2363193.74
- **C.18.a - Value (excl. sponsor support):** $2363193.74
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 112: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1101568.36
- **C.18.a - Value (excl. sponsor support):** $1101568.36
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2497399.90
- **C.18.a - Value (excl. sponsor support):** $2497399.90
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9103709.71
- **C.18.a - Value (excl. sponsor support):** $9103709.71
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8300598.18
- **C.18.a - Value (excl. sponsor support):** $8300598.18
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1000732.42
- **C.18.a - Value (excl. sponsor support):** $1000732.42
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1807697.47
- **C.18.a - Value (excl. sponsor support):** $1807697.47
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2946077.07
- **C.18.a - Value (excl. sponsor support):** $2946077.07
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2964163.65
- **C.18.a - Value (excl. sponsor support):** $2964163.65
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3002226.57
- **C.18.a - Value (excl. sponsor support):** $3002226.57
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3282355.21
- **C.18.a - Value (excl. sponsor support):** $3282355.21
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $999851.39
- **C.18.a - Value (excl. sponsor support):** $999851.39
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2260014.45
- **C.18.a - Value (excl. sponsor support):** $2260014.45
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1279306.89
- **C.18.a - Value (excl. sponsor support):** $1279306.89
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4798274.98
- **C.18.a - Value (excl. sponsor support):** $4798274.98
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3766170.64
- **C.18.a - Value (excl. sponsor support):** $3766170.64
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2967216.75
- **C.18.a - Value (excl. sponsor support):** $2967216.75
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States of America

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.4 - ISIN: US912797UV77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1186026.83
- **C.18.a - Value (excl. sponsor support):** $1186026.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: Aa1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Nationwide Mutual Funds

**Date:** 2026-05-06

**By:** /s/ David Majewski

**Name of Signing Officer:** David Majewski

**Title of Signing Officer:** Principal Financial Officer