# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001410368-26-000307
**Filing Date:** 2026-1
**Character Count:** 275182
**Document Hash:** 461f0de67298125a7f908e819f385a97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000307.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000307

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07567
- **FILM NUMBER:** 26517984

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

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

**CIK Number of Registrant:** 0001011008

**LEI of Registrant:** 5493005HD34MZLK62085

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

**LEI of Series:** 5493008BJIBKQ5KTIF74

**EDGAR Series Identifier:** S000009767

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 30 days

- **WAL:** 72 days

- **Total Value of Portfolio Securities:** $8123325605.07

- **Amortized Cost of Portfolio Securities:** $8121855653.29

- **Cash:** $854191567.17

- **Total Other Assets:** $12185693.91

- **Total Liabilities:** $131681328.44

- **Net Assets of Series:** $8856551585.93

- **Number of Shares Outstanding (Series):** 8856533405.5700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $7985296021.05            | $8049408528.41             | 81.8400%                  | 82.5000%                   |
| 2025-12-02 | $7809609114.76            | $7873728106.81             | 80.6200%                  | 81.2800%                   |
| 2025-12-03 | $7712970108.34            | $7777092555.88             | 80.4200%                  | 81.0900%                   |
| 2025-12-04 | $8204483149.10            | $8268614001.51             | 81.3000%                  | 81.9300%                   |
| 2025-12-05 | $7820340844.49            | $7884479651.44             | 80.5500%                  | 81.2100%                   |
| 2025-12-08 | $8397593672.57            | $8477262591.87             | 81.6400%                  | 82.4200%                   |
| 2025-12-09 | $7979419001.26            | $8059090382.23             | 80.8600%                  | 81.6700%                   |
| 2025-12-10 | $7705078490.51            | $7784771525.13             | 80.3200%                  | 81.1500%                   |
| 2025-12-11 | $7719962786.97            | $7814662957.86             | 80.3500%                  | 81.3300%                   |
| 2025-12-12 | $7928698598.49            | $8008406969.04             | 80.7500%                  | 81.5700%                   |
| 2025-12-15 | $7195447282.40            | $7275173302.02             | 79.2100%                  | 80.0800%                   |
| 2025-12-16 | $7357398131.11            | $7437129041.10             | 79.5700%                  | 80.4300%                   |
| 2025-12-17 | $7745602971.99            | $7825349078.25             | 80.3900%                  | 81.2200%                   |
| 2025-12-18 | $7228332564.74            | $7308080051.37             | 79.1700%                  | 80.0400%                   |
| 2025-12-19 | $7126335567.98            | $7206091966.59             | 78.9200%                  | 79.8000%                   |
| 2025-12-22 | $7340343660.49            | $7462177486.22             | 79.4100%                  | 80.7300%                   |
| 2025-12-23 | $6890915599.32            | $7012755820.18             | 78.3600%                  | 79.7500%                   |
| 2025-12-24 | $6818745806.46            | $6940602548.83             | 78.1800%                  | 79.5700%                   |
| 2025-12-26 | $6764647793.70            | $6903826367.68             | 78.0300%                  | 79.6400%                   |
| 2025-12-29 | $7153487912.06            | $7292710994.88             | 78.9800%                  | 80.5200%                   |
| 2025-12-30 | $7303916636.21            | $7458154283.80             | 79.2400%                  | 80.9100%                   |
| 2025-12-31 | $7095433448.51            | $7229888334.95             | 78.9300%                  | 80.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0600%             |
| 2025-12-02 | 4.0600%             |
| 2025-12-03 | 4.0600%             |
| 2025-12-04 | 4.0500%             |
| 2025-12-05 | 4.0100%             |
| 2025-12-08 | 4.0000%             |
| 2025-12-09 | 3.9900%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9700%             |
| 2025-12-12 | 3.8900%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8200%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8100%             |
| 2025-12-24 | 3.8100%             |
| 2025-12-26 | 3.8200%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8300%             |
| 2025-12-31 | 3.8400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0002                      |
|  |  |
| 2025-12-12 | 1.0002                      |
|  |  |
| 2025-12-15 | 1.0002                      |
|  |  |
| 2025-12-16 | 1.0002                      |
|  |  |
| 2025-12-17 | 1.0002                      |
|  |  |
| 2025-12-18 | 1.0002                      |
|  |  |
| 2025-12-19 | 1.0002                      |
|  |  |
| 2025-12-22 | 1.0002                      |
|  |  |
| 2025-12-23 | 1.0002                      |
|  |  |
| 2025-12-24 | 1.0002                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0002                      |
|  |  |
| 2025-12-30 | 1.0002                      |
|  |  |
| 2025-12-31 | 1.0002                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $8856551585.93

- **Number of Shares Outstanding:** 8856533405.5700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $489309421.10             | $662349319.79           |
| 2025-12-02 | $744446145.99             | $871210511.04           |
| 2025-12-03 | $670398406.64             | $673195611.47           |
| 2025-12-04 | $1091345345.20            | $506747420.56           |
| 2025-12-05 | $547739658.67             | $924419279.72           |
| 2025-12-08 | $1156843775.27            | $657847522.84           |
| 2025-12-09 | $513612582.46             | $938643537.25           |
| 2025-12-10 | $459047129.94             | $737702257.03           |
| 2025-12-11 | $586751216.95             | $481066124.50           |
| 2025-12-12 | $657614247.92             | $449645463.37           |
| 2025-12-15 | $416491880.79             | $1320734058.04          |
| 2025-12-16 | $822610999.48             | $660970322.38           |
| 2025-12-17 | $1015209648.02            | $676241519.23           |
| 2025-12-18 | $507832347.64             | $867854660.80           |
| 2025-12-19 | $439076648.04             | $526146127.23           |
| 2025-12-22 | $806332627.01             | $626795581.79           |
| 2025-12-23 | $559765797.59             | $959942751.28           |
| 2025-12-24 | $426518749.08             | $548202495.98           |
| 2025-12-26 | $357704973.06             | $362730175.53           |
| 2025-12-29 | $804328573.79             | $488632458.55           |
| 2025-12-30 | $754101460.95             | $554206039.11           |
| 2025-12-31 | $646356316.30             | $919591955.38           |

**Total Gross Subscriptions (Month):** $14473437951.89

**Total Gross Redemptions (Month):** $15414875192.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 4.0300%           |
| 2025-12-02 | 4.0300%           |
| 2025-12-03 | 4.0200%           |
| 2025-12-04 | 4.0100%           |
| 2025-12-05 | 3.9700%           |
| 2025-12-08 | 3.9600%           |
| 2025-12-09 | 3.9500%           |
| 2025-12-10 | 3.9500%           |
| 2025-12-11 | 3.9300%           |
| 2025-12-12 | 3.8600%           |
| 2025-12-15 | 3.8400%           |
| 2025-12-16 | 3.8200%           |
| 2025-12-17 | 3.8000%           |
| 2025-12-18 | 3.7900%           |
| 2025-12-19 | 3.7800%           |
| 2025-12-22 | 3.7800%           |
| 2025-12-23 | 3.7800%           |
| 2025-12-24 | 3.7800%           |
| 2025-12-26 | 3.7900%           |
| 2025-12-29 | 3.7900%           |
| 2025-12-30 | 3.8000%           |
| 2025-12-31 | 3.8100%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: N/A, C.5 - Other ID: 15499Q009_3.80_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2030-12-16      | 3.8750%  | 0.0000% | $100000.00         | $100079.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-12-24      | 4.0000%  | 0.0000% | $3880000.00        | $3866769.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 2.1200%  | 0.0000% | $116995000.00      | $115692104.72      | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2035-01-15      | 2.1250%  | 0.0000% | $25773600.00       | $27390442.64       | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $19100268.00       | $19480167.23       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.0000%  | 0.0000% | $35000.00          | $35126.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-02-01      | 3.0500%  | 0.0000% | $37628747.00       | $37352163.18       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-12-04      | 4.0100%  | 0.0000% | $83000.00          | $83147.53          | Agency Mortgage-Backed Securities  |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4370449.15
- **C.18.a - Value (excl. sponsor support):** $4370449.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14901722.74
- **C.18.a - Value (excl. sponsor support):** $14901722.74
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13203903.24
- **C.18.a - Value (excl. sponsor support):** $13203903.24
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13603365.59
- **C.18.a - Value (excl. sponsor support):** $13603365.59
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26816919.11
- **C.18.a - Value (excl. sponsor support):** $26816919.11
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8701466.91
- **C.18.a - Value (excl. sponsor support):** $8701466.91
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7200930.46
- **C.18.a - Value (excl. sponsor support):** $7200930.46
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6200789.20
- **C.18.a - Value (excl. sponsor support):** $6200789.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4U33, C.4 - ISIN: US3130B4U336, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $82801268.50
- **C.18.a - Value (excl. sponsor support):** $82801268.50
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53U0, C.4 - ISIN: US3130B53U06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $89498005.05
- **C.18.a - Value (excl. sponsor support):** $89498005.05
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44601999.86
- **C.18.a - Value (excl. sponsor support):** $44601999.86
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5700264.59
- **C.18.a - Value (excl. sponsor support):** $5700264.59
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7AR5, C.4 - ISIN: US3130B7AR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44099029.36
- **C.18.a - Value (excl. sponsor support):** $44099029.36
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4000150.84
- **C.18.a - Value (excl. sponsor support):** $4000150.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.126100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LP7, C.4 - ISIN: US3130B7LP71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17405772.80
- **C.18.a - Value (excl. sponsor support):** $17405772.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LW2, C.4 - ISIN: US3130B7LW23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24509904.37
- **C.18.a - Value (excl. sponsor support):** $24509904.37
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.012500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7PH1, C.4 - ISIN: US3130B7PH10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48185696.65
- **C.18.a - Value (excl. sponsor support):** $48185696.65
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2501306.30
- **C.18.a - Value (excl. sponsor support):** $2501306.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4599885.32
- **C.18.a - Value (excl. sponsor support):** $4599885.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **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):** $13899620.81
- **C.18.a - Value (excl. sponsor support):** $13899620.81
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21999135.62
- **C.18.a - Value (excl. sponsor support):** $21999135.62
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64998653.85
- **C.18.a - Value (excl. sponsor support):** $64998653.85
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28898076.13
- **C.18.a - Value (excl. sponsor support):** $28898076.13
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9601306.27
- **C.18.a - Value (excl. sponsor support):** $9601306.27
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6322222.21
- **C.18.a - Value (excl. sponsor support):** $6322222.21
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19796139.00
- **C.18.a - Value (excl. sponsor support):** $19796139.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 28: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.895000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RM0, C.4 - ISIN: US313385RM07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15789216.50
- **C.18.a - Value (excl. sponsor support):** $15789216.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3097279.75
- **C.18.a - Value (excl. sponsor support):** $3097279.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6483522.50
- **C.18.a - Value (excl. sponsor support):** $6483522.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19143840.00
- **C.18.a - Value (excl. sponsor support):** $19143840.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15543482.45
- **C.18.a - Value (excl. sponsor support):** $15543482.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25275645.92
- **C.18.a - Value (excl. sponsor support):** $25275645.92
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16815605.63
- **C.18.a - Value (excl. sponsor support):** $16815605.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $17306293.69
- **C.18.a - Value (excl. sponsor support):** $17306293.69
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16354800.00
- **C.18.a - Value (excl. sponsor support):** $16354800.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4159525.99
- **C.18.a - Value (excl. sponsor support):** $4159525.99
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21668431.97
- **C.18.a - Value (excl. sponsor support):** $21668431.97
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23304333.10
- **C.18.a - Value (excl. sponsor support):** $23304333.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135028977.75
- **C.18.a - Value (excl. sponsor support):** $135028977.75
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2502591.03
- **C.18.a - Value (excl. sponsor support):** $2502591.03
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.980000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1202306.77
- **C.18.a - Value (excl. sponsor support):** $1202306.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3800823.80
- **C.18.a - Value (excl. sponsor support):** $3800823.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5599600.72
- **C.18.a - Value (excl. sponsor support):** $5599600.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9499176.73
- **C.18.a - Value (excl. sponsor support):** $9499176.73
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4M0, C.4 - ISIN: US3133ER4M08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40799179.51
- **C.18.a - Value (excl. sponsor support):** $40799179.51
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4805308.13
- **C.18.a - Value (excl. sponsor support):** $4805308.13
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500401.15
- **C.18.a - Value (excl. sponsor support):** $1500401.15
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11106506.71
- **C.18.a - Value (excl. sponsor support):** $11106506.71
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.905000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3006435.75
- **C.18.a - Value (excl. sponsor support):** $3006435.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2680986.26
- **C.18.a - Value (excl. sponsor support):** $2680986.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8706312.81
- **C.18.a - Value (excl. sponsor support):** $8706312.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $2801708.06
- **C.18.a - Value (excl. sponsor support):** $2801708.06
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001132.92
- **C.18.a - Value (excl. sponsor support):** $3001132.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2200669.28
- **C.18.a - Value (excl. sponsor support):** $2200669.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12900341.08
- **C.18.a - Value (excl. sponsor support):** $12900341.08
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12821041.92
- **C.18.a - Value (excl. sponsor support):** $12821041.92
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5552568.98
- **C.18.a - Value (excl. sponsor support):** $5552568.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11102046.95
- **C.18.a - Value (excl. sponsor support):** $11102046.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29015722.35
- **C.18.a - Value (excl. sponsor support):** $29015722.35
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1430275.40
- **C.18.a - Value (excl. sponsor support):** $1430275.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4901588.29
- **C.18.a - Value (excl. sponsor support):** $4901588.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5301011.98
- **C.18.a - Value (excl. sponsor support):** $5301011.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13106621.66
- **C.18.a - Value (excl. sponsor support):** $13106621.66
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001702.25
- **C.18.a - Value (excl. sponsor support):** $5001702.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8800433.14
- **C.18.a - Value (excl. sponsor support):** $8800433.14
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1900827.41
- **C.18.a - Value (excl. sponsor support):** $1900827.41
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47997137.76
- **C.18.a - Value (excl. sponsor support):** $47997137.76
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3598946.53
- **C.18.a - Value (excl. sponsor support):** $3598946.53
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20300352.61
- **C.18.a - Value (excl. sponsor support):** $20300352.61
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9811609.47
- **C.18.a - Value (excl. sponsor support):** $9811609.47
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12088890.14
- **C.18.a - Value (excl. sponsor support):** $12088890.14
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ57, C.4 - ISIN: US3133ETJ574, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15898445.30
- **C.18.a - Value (excl. sponsor support):** $15898445.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3799340.02
- **C.18.a - Value (excl. sponsor support):** $3799340.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **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):** $1999905.38
- **C.18.a - Value (excl. sponsor support):** $1999905.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5399317.49
- **C.18.a - Value (excl. sponsor support):** $5399317.49
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1499806.35
- **C.18.a - Value (excl. sponsor support):** $1499806.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7999141.60
- **C.18.a - Value (excl. sponsor support):** $7999141.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999879.46
- **C.18.a - Value (excl. sponsor support):** $999879.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $32501516.13
- **C.18.a - Value (excl. sponsor support):** $32501516.13
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25003956.75
- **C.18.a - Value (excl. sponsor support):** $25003956.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25012814.25
- **C.18.a - Value (excl. sponsor support):** $25012814.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26514781.44
- **C.18.a - Value (excl. sponsor support):** $26514781.44
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $35008926.05
- **C.18.a - Value (excl. sponsor support):** $35008926.05
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $17608378.83
- **C.18.a - Value (excl. sponsor support):** $17608378.83
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17305739.45
- **C.18.a - Value (excl. sponsor support):** $17305739.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $31922936.10
- **C.18.a - Value (excl. sponsor support):** $31922936.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4299456.52
- **C.18.a - Value (excl. sponsor support):** $4299456.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $6799099.68
- **C.18.a - Value (excl. sponsor support):** $6799099.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $23041483.72
- **C.18.a - Value (excl. sponsor support):** $23041483.72
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $21636034.20
- **C.18.a - Value (excl. sponsor support):** $21636034.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9999105.80
- **C.18.a - Value (excl. sponsor support):** $9999105.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $63931151.25
- **C.18.a - Value (excl. sponsor support):** $63931151.25
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25220205.61
- **C.18.a - Value (excl. sponsor support):** $25220205.61
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $23712532.32
- **C.18.a - Value (excl. sponsor support):** $23712532.32
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $5202730.83
- **C.18.a - Value (excl. sponsor support):** $5202730.83
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $29220906.03
- **C.18.a - Value (excl. sponsor support):** $29220906.03
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $4709231.55
- **C.18.a - Value (excl. sponsor support):** $4709231.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $13399843.89
- **C.18.a - Value (excl. sponsor support):** $13399843.89
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119443743.30
- **C.18.a - Value (excl. sponsor support):** $119443743.30
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152014297.13
- **C.18.a - Value (excl. sponsor support):** $152014297.13
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149180998.47
- **C.18.a - Value (excl. sponsor support):** $149180998.47
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66634642.68
- **C.18.a - Value (excl. sponsor support):** $66634642.68
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.677500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $71807774.35
- **C.18.a - Value (excl. sponsor support):** $71807774.35
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77915733.48
- **C.18.a - Value (excl. sponsor support):** $77915733.48
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $298540000.00
- **C.18.a - Value (excl. sponsor support):** $298540000.00
- **C.19 - Percentage of Net Assets:** 3.3700%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $382348541.71
- **C.18.a - Value (excl. sponsor support):** $382348541.71
- **C.19 - Percentage of Net Assets:** 4.3200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $146482545.47
- **C.18.a - Value (excl. sponsor support):** $146482545.47
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $108183553.50
- **C.18.a - Value (excl. sponsor support):** $108183553.50
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33793695.47
- **C.18.a - Value (excl. sponsor support):** $33793695.47
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51683455.72
- **C.18.a - Value (excl. sponsor support):** $51683455.72
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45866104.38
- **C.18.a - Value (excl. sponsor support):** $45866104.38
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $88575835.05
- **C.18.a - Value (excl. sponsor support):** $88575835.05
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96376124.70
- **C.18.a - Value (excl. sponsor support):** $96376124.70
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.957000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27339500.60
- **C.18.a - Value (excl. sponsor support):** $27339500.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $103858693.90
- **C.18.a - Value (excl. sponsor support):** $103858693.90
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.815000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64964993.88
- **C.18.a - Value (excl. sponsor support):** $64964993.88
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65578874.54
- **C.18.a - Value (excl. sponsor support):** $65578874.54
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.785000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63710384.79
- **C.18.a - Value (excl. sponsor support):** $63710384.79
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64416811.44
- **C.18.a - Value (excl. sponsor support):** $64416811.44
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62274240.94
- **C.18.a - Value (excl. sponsor support):** $62274240.94
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1087285.85
- **C.18.a - Value (excl. sponsor support):** $1087285.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $53992224.85
- **C.18.a - Value (excl. sponsor support):** $53992224.85
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80863227.86
- **C.18.a - Value (excl. sponsor support):** $80863227.86
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62791671.22
- **C.18.a - Value (excl. sponsor support):** $62791671.22
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47261953.05
- **C.18.a - Value (excl. sponsor support):** $47261953.05
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64096080.75
- **C.18.a - Value (excl. sponsor support):** $64096080.75
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $81918930.16
- **C.18.a - Value (excl. sponsor support):** $81918930.16
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119650436.14
- **C.18.a - Value (excl. sponsor support):** $119650436.14
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64532477.10
- **C.18.a - Value (excl. sponsor support):** $64532477.10
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40248307.49
- **C.18.a - Value (excl. sponsor support):** $40248307.49
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47210762.77
- **C.18.a - Value (excl. sponsor support):** $47210762.77
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98377336.00
- **C.18.a - Value (excl. sponsor support):** $98377336.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49157238.00
- **C.18.a - Value (excl. sponsor support):** $49157238.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74365907.86
- **C.18.a - Value (excl. sponsor support):** $74365907.86
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49465440.00
- **C.18.a - Value (excl. sponsor support):** $49465440.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49431677.00
- **C.18.a - Value (excl. sponsor support):** $49431677.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54435427.41
- **C.18.a - Value (excl. sponsor support):** $54435427.41
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.700400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4368052.11
- **C.18.a - Value (excl. sponsor support):** $4368052.11
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.162800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12387902.76
- **C.18.a - Value (excl. sponsor support):** $12387902.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30874346.32
- **C.18.a - Value (excl. sponsor support):** $30874346.32
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17120250.14
- **C.18.a - Value (excl. sponsor support):** $17120250.14
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.679200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8964064.24
- **C.18.a - Value (excl. sponsor support):** $8964064.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9508602.61
- **C.18.a - Value (excl. sponsor support):** $9508602.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.847700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18308509.50
- **C.18.a - Value (excl. sponsor support):** $18308509.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19749844.07
- **C.18.a - Value (excl. sponsor support):** $19749844.07
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.752000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28997996.10
- **C.18.a - Value (excl. sponsor support):** $28997996.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12485447.85
- **C.18.a - Value (excl. sponsor support):** $12485447.85
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.724300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17997555.73
- **C.18.a - Value (excl. sponsor support):** $17997555.73
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.569300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5806241.90
- **C.18.a - Value (excl. sponsor support):** $5806241.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: Mitsubishi UFJ Securities Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities Tri Party Repo 3.700000%
- **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: 926QFK004, C.3 - LEI: N/A, C.5 - Other ID: 926QFK004_3.70_0102
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2037-08-01      | 4.5000%  | 0.0000% | $142000.00         | $2209.69           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-04-01      | 5.5000%  | 0.0000% | $89629.00          | $786.28            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-04-01      | 4.5000%  | 0.0000% | $12473.00          | $87.88             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-02-01      | 6.0000%  | 0.0000% | $645000.00         | $5605.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-07-01      | 4.5000%  | 0.0000% | $391041.00         | $13404.66          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-01-25      | 3.0000%  | 0.0000% | $10000.00          | $0.46              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-10-01      | 3.0000%  | 0.0000% | $40000.00          | $7077.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-09-01      | 4.0000%  | 0.0000% | $32308.00          | $1200.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-05-01      | 3.5000%  | 0.0000% | $71000.00          | $4405.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-03-01      | 4.0000%  | 0.0000% | $115000.00         | $9584.27           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-10-01      | 6.5000%  | 0.0000% | $476353.00         | $3732.87           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-02-01      | 5.5000%  | 0.0000% | $26000.00          | $197.59            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-10-01      | 5.5000%  | 0.0000% | $30125.00          | $101.03            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-08-01      | 6.0000%  | 0.0000% | $1194324.00        | $2451.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-06-20      | 6.0000%  | 0.0000% | $35000.00          | $65.67             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 6.0000%  | 0.0000% | $55000.00          | $44819.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-09-01      | 3.0000%  | 0.0000% | $470000.00         | $62547.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 4.0000%  | 0.0000% | $20000.00          | $15907.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $734.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 5.5000%  | 0.0000% | $55000.00          | $48700.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-08-01      | 3.5000%  | 0.0000% | $56000.00          | $7713.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-10-01      | 4.5000%  | 0.0000% | $29000.00          | $4039.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-10-01      | 4.5000%  | 0.0000% | $185000.00         | $15116.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 3.0000%  | 0.0000% | $225000.00         | $3959.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $1079.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-03-01      | 3.0000%  | 0.0000% | $1195000.00        | $65528.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 4.0000%  | 0.0000% | $164000.00         | $13223.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-07-01      | 4.5000%  | 0.0000% | $306525.00         | $33160.18          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-08-01      | 4.5000%  | 0.0000% | $153000.00         | $14604.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1740.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $25872.00          | $18342.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3546.07           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 3.0000%  | 0.0000% | $15000.00          | $11100.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-11-01      | 4.5000%  | 0.0000% | $43000.00          | $24920.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 3.5000%  | 0.0000% | $10000.00          | $7823.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-01-01      | 4.5000%  | 0.0000% | $13000.00          | $7881.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 3.0000%  | 0.0000% | $14000.00          | $10146.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 3.5000%  | 0.0000% | $6000.00           | $5006.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3164.52           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-11-01      | 5.0000%  | 0.0000% | $16000.00          | $10786.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4476.11           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-12-01      | 5.0000%  | 0.0000% | $34000.00          | $27120.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-12-01      | 5.5000%  | 0.0000% | $4000.00           | $3087.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 5.0000%  | 0.0000% | $23000.00          | $18323.89          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 5.5000%  | 0.0000% | $6000.00           | $5460.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1769.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1808.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1869.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-07-01      | 5.5000%  | 0.0000% | $60000.00          | $52990.64          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $25000.00          | $17809.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 5.5000%  | 0.0000% | $10000.00          | $8783.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 2.5000%  | 0.0000% | $55000.00          | $42957.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-02-01      | 6.0000%  | 0.0000% | $50000.00          | $45373.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $10705.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-03-01      | 6.0000%  | 0.0000% | $240000.00         | $1411.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 5.5000%  | 0.0000% | $295000.00         | $4468.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-06-01      | 5.5000%  | 0.0000% | $3341547.00        | $21213.04          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 4.5000%  | 0.0000% | $215000.00         | $4.18              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-12-01      | 5.5000%  | 0.0000% | $210700.00         | $1076.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-06-01      | 5.5000%  | 0.0000% | $340000.00         | $758.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 6.0000%  | 0.0000% | $530200.00         | $5441.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $4667.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-11-01      | 6.0000%  | 0.0000% | $5000.00           | $9.85              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-01-01      | 5.5000%  | 0.0000% | $2425000.00        | $66939.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-09-01      | 6.0000%  | 0.0000% | $21000.00          | $162.92            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2037-12-01      | 6.0000%  | 0.0000% | $22871328.00       | $71759.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-11-01      | 4.5000%  | 0.0000% | $675480.00         | $12786.12          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-12-01      | 4.5000%  | 0.0000% | $78000.00          | $6347.33           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-06-01      | 4.0000%  | 0.0000% | $22000.00          | $28.86             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 4.5000%  | 0.0000% | $563557.00         | $34599.25          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-02-01      | 3.0000%  | 0.0000% | $7000.00           | $1021.47           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-04-01      | 3.0000%  | 0.0000% | $25000.00          | $4708.82           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-01-01      | 3.5000%  | 0.0000% | $43000.00          | $8331.32           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $35000.00          | $1514.47           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-12-01      | 6.0000%  | 0.0000% | $1200000.00        | $2882.95           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-10-01      | 4.5000%  | 0.0000% | $910000.00         | $20338.29          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3223.75           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-06-01      | 4.0000%  | 0.0000% | $502000.00         | $840.50            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-04-01      | 3.5000%  | 0.0000% | $19000.00          | $2826.46           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-12-01      | 5.5000%  | 0.0000% | $180000.00         | $1224.08           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-04-01      | 5.5000%  | 0.0000% | $101684.00         | $598.21            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-01-01      | 4.5000%  | 0.0000% | $90000.00          | $16266.29          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $22000.00          | $12977.34          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-11-01      | 3.0000%  | 0.0000% | $37000.00          | $15385.04          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-06-01      | 4.5000%  | 0.0000% | $21000.00          | $411.98            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-03-01      | 6.0000%  | 0.0000% | $15000.00          | $20.70             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-03-01      | 6.0000%  | 0.0000% | $42000.00          | $74.41             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-06-01      | 5.5000%  | 0.0000% | $325000.00         | $3230.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-07-01      | 7.0000%  | 0.0000% | $4012813.00        | $13756.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-09-01      | 5.5000%  | 0.0000% | $14000.00          | $1315.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-07-01      | 6.0000%  | 0.0000% | $5000.00           | $3.77              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-10-01      | 5.5000%  | 0.0000% | $112672.00         | $499.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-02-01      | 4.0000%  | 0.0000% | $332566.00         | $32130.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-01-25      | 4.0000%  | 0.0000% | $3000.00           | $0.39              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-02-01      | 4.0000%  | 0.0000% | $63000.00          | $2821.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-02-01      | 4.0000%  | 0.0000% | $131072.00         | $34.39             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-03-01      | 4.5000%  | 0.0000% | $410496.00         | $10647.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-04-01      | 4.5000%  | 0.0000% | $131570.00         | $2121.64           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2039-01-01      | 5.5000%  | 0.0000% | $853277.00         | $5749.92           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-01-01      | 5.5000%  | 0.0000% | $7941829.00        | $61949.41          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-08-01      | 5.5000%  | 0.0000% | $2847245.00        | $48380.69          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-05-01      | 4.5000%  | 0.0000% | $9000.00           | $128.39            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-10-01      | 4.5000%  | 0.0000% | $1006465.00        | $35574.07          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-07-01      | 4.5000%  | 0.0000% | $365000.00         | $42972.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-04-01      | 6.0000%  | 0.0000% | $593000.00         | $5784.97           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-03-01      | 2.5000%  | 0.0000% | $33600.00          | $6278.56           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-10-01      | 3.0000%  | 0.0000% | $314000.00         | $49093.08          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-08-01      | 3.5000%  | 0.0000% | $17052.00          | $1835.76           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 3.5000%  | 0.0000% | $201000.00         | $14478.56          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 2.0000%  | 0.0000% | $1005000.00        | $61296.27          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-11-01      | 4.0000%  | 0.0000% | $44000.00          | $59.78             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-07-01      | 4.0000%  | 0.0000% | $26000.00          | $0.29              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-07-01      | 4.5000%  | 0.0000% | $917504.00         | $77.33             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-06-01      | 4.5000%  | 0.0000% | $215000.00         | $5.95              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-07-01      | 4.5000%  | 0.0000% | $2250000.00        | $1.47              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-06-01      | 4.5000%  | 0.0000% | $524288.00         | $30.56             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-07-01      | 4.5000%  | 0.0000% | $249648.00         | $20.68             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2026-09-01      | 4.5000%  | 0.0000% | $65536.00          | $26.70             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-09-01      | 4.5000%  | 0.0000% | $30000.00          | $45.17             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-11-01      | 4.5000%  | 0.0000% | $32768.00          | $9.20              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-10-01      | 3.0000%  | 0.0000% | $1000.00           | $226.06            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-01-01      | 4.5000%  | 0.0000% | $150000.00         | $27462.60          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-03-01      | 3.5000%  | 0.0000% | $246000.00         | $64840.28          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $292000.00         | $62297.06          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-09-01      | 5.5000%  | 0.0000% | $8000.00           | $1989.47           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $57069.93          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-04-01      | 4.0000%  | 0.0000% | $20000.00          | $1461.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-09-01      | 3.0000%  | 0.0000% | $295000.00         | $17031.06          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-01-01      | 4.5000%  | 0.0000% | $4000.00           | $2294.71           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-01-01      | 4.5000%  | 0.0000% | $20000.00          | $17074.13          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-05-01      | 5.0000%  | 0.0000% | $119658.00         | $18944.65          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-07-01      | 4.5000%  | 0.0000% | $54000.00          | $42869.56          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-01-01      | 3.0000%  | 0.0000% | $66000.00          | $25241.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-09-20      | 6.5000%  | 0.0000% | $261000.00         | $702.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $5800.00           | $3.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.5000%  | 0.0000% | $80000.00          | $200.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.0000%  | 0.0000% | $39000.00          | $416.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-20      | 6.5000%  | 0.0000% | $13080.00          | $6.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $16000.00          | $51.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.0000%  | 0.0000% | $140000.00         | $369.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-20      | 6.0000%  | 0.0000% | $15000.00          | $114.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-10-20      | 6.0000%  | 0.0000% | $56559.00          | $1046.69           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.39            | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2041-04-01      | 5.5000%  | 0.0000% | $408917.00         | $29245.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-03-01      | 4.0000%  | 0.0000% | $393216.00         | $151.97            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-04-01      | 4.0000%  | 0.0000% | $10000.00          | $10.03             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-04-01      | 4.5000%  | 0.0000% | $48000.00          | $6532.22           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-04-01      | 4.5000%  | 0.0000% | $196608.00         | $134.75            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-05-01      | 4.0000%  | 0.0000% | $94000.00          | $151.62            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-08-01      | 4.0000%  | 0.0000% | $4849066.00        | $15921.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-09-01      | 5.5000%  | 0.0000% | $1082000.00        | $17344.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-07-01      | 4.5000%  | 0.0000% | $2000.00           | $45.53             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-07-01      | 5.5000%  | 0.0000% | $2000000.00        | $46262.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-05-01      | 6.0000%  | 0.0000% | $14000.00          | $253.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-08-01      | 4.0000%  | 0.0000% | $1625000.00        | $54706.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-08-01      | 4.5000%  | 0.0000% | $21000.00          | $514.01            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-11-01      | 4.5000%  | 0.0000% | $10000.00          | $186.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-03-01      | 3.5000%  | 0.0000% | $3000.00           | $155.12            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-09-01      | 4.5000%  | 0.0000% | $313000.00         | $8660.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-01-25      | 4.0000%  | 0.0000% | $44000.00          | $0.87              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 5.0000%  | 0.0000% | $25000.00          | $23623.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.5000%  | 0.0000% | $48000.00          | $44597.17          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $2003.00           | $2017.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-08-20      | 3.0000%  | 0.0000% | $160000.00         | $21311.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.0000%  | 0.0000% | $558760.00         | $16517.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 5.5000%  | 0.0000% | $320970.00         | $24235.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.5000%  | 0.0000% | $291000.00         | $23193.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-04-20      | 4.5000%  | 0.0000% | $66404.00          | $17130.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 6.0000%  | 0.0000% | $10000.00          | $2709.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 2.5000%  | 0.0000% | $22716.00          | $5492.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 6.0000%  | 0.0000% | $25515.00          | $4716.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 6.0000%  | 0.0000% | $29000.00          | $4111.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.0000%  | 0.0000% | $18000.00          | $9120.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 1.5000%  | 0.0000% | $43923.00          | $25989.60          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 4.0000%  | 0.0000% | $75000.00          | $50758.87          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $3000.00           | $2064.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 3.0000%  | 0.0000% | $109610.00         | $70212.64          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-07-20      | 6.0000%  | 0.0000% | $6569.00           | $4723.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.0000%  | 0.0000% | $25000.00          | $19002.59          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-05-01      | 4.5000%  | 0.0000% | $114000.00         | $70862.08          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $56363.42          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $8316.58           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 4.5000%  | 0.0000% | $100000.00         | $71451.09          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-08-01      | 3.0000%  | 0.0000% | $2000.00           | $214.27            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-11-01      | 5.0000%  | 0.0000% | $390000.00         | $40509.22          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.0000%  | 0.0000% | $52334.00          | $38525.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $18327.10          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3906.28           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $16000.00          | $14377.56          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-04-01      | 3.0000%  | 0.0000% | $59000.00          | $10697.77          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $7319.31           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $60000.00          | $31731.78          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 6.0000%  | 0.0000% | $75000.00          | $58576.43          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $40000.00          | $25537.84          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 5.5000%  | 0.0000% | $50390.00          | $42895.68          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 3.0000%  | 0.0000% | $7000.00           | $5191.62           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-02-01      | 4.5000%  | 0.0000% | $5000.00           | $837.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-03-01      | 6.0000%  | 0.0000% | $8000000.00        | $42918.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 5.5000%  | 0.0000% | $55413.00          | $94.23             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 5.5000%  | 0.0000% | $425573.00         | $6295.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-01-01      | 6.0000%  | 0.0000% | $3072.00           | $20.25             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 6.0000%  | 0.0000% | $472415.00         | $3214.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 5.5000%  | 0.0000% | $1094516.00        | $13230.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 6.0000%  | 0.0000% | $1145000.00        | $13525.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-01-01      | 6.5000%  | 0.0000% | $565000.00         | $6877.54           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-11-01      | 6.5000%  | 0.0000% | $425000.00         | $2387.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-11-01      | 5.5000%  | 0.0000% | $15000.00          | $128.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 5.5000%  | 0.0000% | $40000.00          | $434.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-04-01      | 6.5000%  | 0.0000% | $1998848.00        | $1308.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-01-01      | 5.5000%  | 0.0000% | $120000.00         | $3479.50           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-11-01      | 6.0000%  | 0.0000% | $40000.00          | $128.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-06-01      | 5.5000%  | 0.0000% | $67000.00          | $618.05            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-09-01      | 6.5000%  | 0.0000% | $2600000.00        | $7441.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-02-01      | 6.0000%  | 0.0000% | $85000.00          | $400.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-09-01      | 4.5000%  | 0.0000% | $555000.00         | $63623.90          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $134315.00         | $9186.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-03-01      | 4.0000%  | 0.0000% | $21000.00          | $80.88             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-10-01      | 3.0000%  | 0.0000% | $102786.00         | $2215.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 4.0000%  | 0.0000% | $217000.00         | $50704.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-01-01      | 3.0000%  | 0.0000% | $33000.00          | $8773.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-09-01      | 4.5000%  | 0.0000% | $3000.00           | $113.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $1445.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-07-01      | 4.5000%  | 0.0000% | $175000.00         | $485.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-09-01      | 4.5000%  | 0.0000% | $32767.00          | $14.03             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-07-01      | 4.0000%  | 0.0000% | $125000.00         | $1249.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-09-01      | 4.0000%  | 0.0000% | $66000.00          | $225.56            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-12-01      | 5.5000%  | 0.0000% | $100000.00         | $4696.75           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-09-01      | 4.0000%  | 0.0000% | $35000.00          | $263.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $3507.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 4.5000%  | 0.0000% | $262129.00         | $14.20             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-10-01      | 2.5000%  | 0.0000% | $277241.00         | $63592.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-06-01      | 4.0000%  | 0.0000% | $109000.00         | $14137.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-03-01      | 4.0000%  | 0.0000% | $26000.00          | $37.97             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-03-01      | 4.5000%  | 0.0000% | $24000.00          | $3151.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-09-01      | 4.0000%  | 0.0000% | $5000.00           | $707.75            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-03-01      | 4.0000%  | 0.0000% | $99500.00          | $191.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-10-01      | 4.5000%  | 0.0000% | $104333.00         | $13552.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-06-01      | 4.0000%  | 0.0000% | $11000.00          | $577.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-08-01      | 4.0000%  | 0.0000% | $695000.00         | $48294.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $195.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-01-01      | 2.5000%  | 0.0000% | $257000.00         | $44961.73          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-03-01      | 3.0000%  | 0.0000% | $160000.00         | $21574.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-08-01      | 2.5000%  | 0.0000% | $132000.00         | $30199.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-01-01      | 4.5000%  | 0.0000% | $124000.00         | $8373.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $129.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-07-01      | 4.0000%  | 0.0000% | $401000.00         | $42681.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-11-01      | 4.0000%  | 0.0000% | $13000.00          | $1202.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-11-01      | 4.5000%  | 0.0000% | $6432.00           | $507.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-08-01      | 3.5000%  | 0.0000% | $9000.00           | $1155.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 7.0000%  | 0.0000% | $133443.00         | $43705.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 4.0000%  | 0.0000% | $4700.00           | $4672.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-09-20      | 6.0000%  | 0.0000% | $95377.00          | $183.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-10-20      | 6.0000%  | 0.0000% | $130000.00         | $312.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-06-20      | 6.0000%  | 0.0000% | $50000.00          | $156.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-09-20      | 6.0000%  | 0.0000% | $150000.00         | $589.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-04-20      | 6.0000%  | 0.0000% | $250000.00         | $1804.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 6.0000%  | 0.0000% | $40090.00          | $432.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-09-20      | 6.0000%  | 0.0000% | $418822.00         | $3395.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-08-20      | 6.0000%  | 0.0000% | $455000.00         | $4731.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-09-20      | 6.0000%  | 0.0000% | $29854.00          | $11.81             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 4.0000%  | 0.0000% | $246000.00         | $28257.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 3.5000%  | 0.0000% | $30000.00          | $7268.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.0000%  | 0.0000% | $56000.00          | $6761.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 5.0000%  | 0.0000% | $400000.00         | $66126.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-11-01      | 3.5000%  | 0.0000% | $52000.00          | $16199.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-10-01      | 4.5000%  | 0.0000% | $10000.00          | $139.62            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $168000.00         | $68161.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $227.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-08-01      | 4.5000%  | 0.0000% | $200000.00         | $66554.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $480.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $58954.07          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 3.0000%  | 0.0000% | $15000.00          | $9999.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-05-01      | 4.5000%  | 0.0000% | $12000.00          | $5720.68           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $75000.00          | $45102.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $16000.00          | $7885.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2605.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $56000.00          | $37897.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $49000.00          | $34501.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-09-01      | 6.0000%  | 0.0000% | $15000.00          | $2211.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1363.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $50000.00          | $36547.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1434.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-03-01      | 4.5000%  | 0.0000% | $55000.00          | $34517.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 2.0000%  | 0.0000% | $10000.00          | $7024.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $40000.00          | $32117.57          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-09-01      | 3.5000%  | 0.0000% | $32000.00          | $22887.78          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $44000.00          | $31760.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 3.0000%  | 0.0000% | $93000.00          | $71170.73          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.5000%  | 0.0000% | $20000.00          | $17536.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $88000.00          | $54140.53          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-10-01      | 2.0000%  | 0.0000% | $185000.00         | $73245.82          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2053.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $9000.00           | $5872.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $72546.00          | $58545.65          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $799.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $35000.00          | $24342.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-11-01      | 4.5000%  | 0.0000% | $10499.00          | $6465.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $35000.00          | $34602.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $19001.42          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 5.5000%  | 0.0000% | $35995.00          | $31343.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $1002.00           | $824.27            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 4.0000%  | 0.0000% | $3036.00           | $2827.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-05-01      | 4.0000%  | 0.0000% | $46000.00          | $7326.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-05-01      | 5.5000%  | 0.0000% | $154000.00         | $40264.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-06-01      | 3.5000%  | 0.0000% | $58000.00          | $16245.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-02-01      | 4.5000%  | 0.0000% | $203000.00         | $42192.89          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 4.5000%  | 0.0000% | $181000.00         | $53277.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-08-01      | 3.0000%  | 0.0000% | $120000.00         | $42855.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $7596.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $67050.00          | $39975.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $80000.00          | $33730.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3262.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $75000.00          | $53862.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $50000.00          | $31782.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $34967.00          | $29544.37          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-04-01      | 3.0000%  | 0.0000% | $308000.00         | $58216.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $3135.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $235000.00         | $24489.67          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-07-01      | 4.0000%  | 0.0000% | $11000.00          | $2699.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $95000.00          | $22981.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-01-01      | 3.5000%  | 0.0000% | $153000.00         | $34661.98          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-07-01      | 3.0000%  | 0.0000% | $250000.00         | $37448.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-01-01      | 4.0000%  | 0.0000% | $198000.00         | $21909.92          | Agency Mortgage-Backed Securities  |

### Security 152: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: N/A, C.5 - Other ID: 927NEF002_3.83_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1732.86           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $1010.00           | $1033.93           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $992.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $987.73            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $10087776.00       | $10015176.85       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.43           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-12-01      | 5.0000%  | 0.0000% | $1300.00           | $1304.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 3.5000%  | 0.0000% | $2046.00           | $237.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 6.0000%  | 0.0000% | $1000.00           | $118.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 4.0000%  | 0.0000% | $443519.00         | $65591.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.5000%  | 0.0000% | $1040.00           | $780.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.5000%  | 0.0000% | $1000.00           | $815.26            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $946.73            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 5.5000%  | 0.0000% | $1000.00           | $14.72             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-09-01      | 6.6750%  | 0.0000% | $900000.00         | $5474.29           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $13.43             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $611.36            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $113.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $263.55            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $792.94            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 4.0000%  | 0.0000% | $248700.00         | $199830.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $828.65            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $564.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $92960.00          | $85057.79          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 4.5000%  | 0.0000% | $181536.00         | $177057.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $467000.00         | $464799.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-12-01      | 5.0000%  | 0.0000% | $4556832.00        | $4572332.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.76           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $855.05            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $1131750.00        | $872474.80         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $941.40            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $203417.00         | $192488.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $1816254.00        | $1749933.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.23           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $57373.00          | $59080.64          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $29287.00          | $29920.01          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $768.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $2048.00           | $1503.84           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 5.0000%  | 0.0000% | $3047676.00        | $2146060.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $121302.00         | $84334.86          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $717.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $649.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $803.56            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 6.0000%  | 0.0000% | $338499.00         | $277233.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $890.62            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $126592.00         | $94748.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $6840622.00        | $7204657.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.0000%  | 0.0000% | $2064.00           | $1872.87           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $253080.00         | $237899.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.08           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $10459324.00       | $9992608.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $3613963.00        | $3660576.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 5.5000%  | 0.0000% | $1024.00           | $252.34            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $212.47            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-01      | 5.0000%  | 0.0000% | $1000.00           | $156.03            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $614.50            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $2951208.00        | $1827381.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $681.15            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $20027.00          | $13710.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $701.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $690.13            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $757.32            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $771.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $788.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $704.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-09-01      | 4.0000%  | 0.0000% | $1309000.00        | $315844.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $1195.00           | $634.25            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $745.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $831.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-01-01      | 5.5000%  | 0.0000% | $1018.00           | $5.21              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.71           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $872153.00         | $903529.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.65           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-02-01      | 3.5000%  | 0.0000% | $110000.00         | $16065.50          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $510.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $273.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-08-01      | 1.9500%  | 0.0000% | $406999.00         | $302546.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-11-01      | 4.7100%  | 0.0000% | $33801.00          | $34461.98          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $70753.00          | $52926.31          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $3519800.00        | $2337616.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $8000.00           | $6947.21           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $619060.00         | $447259.66         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $626328.00         | $394820.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $787.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $5340664.00        | $3775803.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $490000.00         | $436050.31         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-04-01      | 5.1300%  | 0.0000% | $1001.00           | $1005.77           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-12-01      | 4.4650%  | 0.0000% | $70187.00          | $70122.49          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-12-01      | 4.3000%  | 0.0000% | $1000.00           | $1002.67           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $1477000.00        | $395832.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $168.15            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $14682.00          | $5956.34           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $14320118.00       | $7671692.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $680000.00         | $397327.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $8980999.00        | $5432050.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $2154636.00        | $1368380.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $182000.00         | $120627.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-11-01      | 3.5000%  | 0.0000% | $275000.00         | $41607.72          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $162.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-01      | 2.0000%  | 0.0000% | $402989.00         | $219834.64         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.97            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $809.35            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2052-12-01      | 5.5000%  | 0.0000% | $1005.00           | $777.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $818.48            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 5.5000%  | 0.0000% | $11548357.00       | $10114456.26       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $257.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $802.99            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-08-01      | 2.0000%  | 0.0000% | $1000.00           | $599.33            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $1001.00           | $873.09            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $301333.00         | $297887.04         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $646.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $3989701.00        | $691857.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $1003.00           | $136.69            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-09-01      | 6.5000%  | 0.0000% | $1004.00           | $6.23              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-08-01      | 6.1900%  | 0.0000% | $2127066.00        | $8000.25           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-01-01      | 6.0000%  | 0.0000% | $1587.00           | $25.74             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.10           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $816.29            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $361458.00         | $296912.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $5679.00           | $5897.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $784.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 6.5000%  | 0.0000% | $1018848.00        | $651000.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $968.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $692257.00         | $706602.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $2538432.00        | $2098816.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $1199.00           | $1178.35           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $179.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-05-01      | 3.0000%  | 0.0000% | $1023.00           | $92.92             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $430.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $27000.00          | $20331.76          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $740.49            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $816.55            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $1004.00           | $726.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $788.75            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 4.0000%  | 0.0000% | $7005.00           | $6061.69           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-01      | 2.5000%  | 0.0000% | $30000.00          | $12688.45          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-01      | 2.5000%  | 0.0000% | $10400000.00       | $5085887.01        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $575.90            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-07-01      | 2.0000%  | 0.0000% | $1496288.00        | $909218.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $637.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $708.99            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $674.31            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.38            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $10927180.00       | $8451483.52        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $720.15            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $766.83            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 6.0000%  | 0.0000% | $523000.00         | $353552.15         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 4.0000%  | 0.0000% | $595931.00         | $503375.27         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $915.31            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 5.5000%  | 0.0000% | $450352.00         | $379971.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $39.89             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2035-09-01      | 4.4000%  | 0.0000% | $2284570.00        | $2260069.51        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.86             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $67.50             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $23.76             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $150.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-01      | 3.0000%  | 0.0000% | $93281.00          | $18457.35          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $333.05            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $163.75            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-12-01      | 4.5000%  | 0.0000% | $1004.00           | $69.84             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-01      | 2.8750%  | 0.0000% | $1099000.00        | $274379.14         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $153.51            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $118.18            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1103.00           | $1073.09           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 3.0000%  | 0.0000% | $1000.00           | $144.62            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $5655.00           | $5839.94           | Agency Mortgage-Backed Securities |

### Security 153: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NFC008, C.3 - LEI: N/A, C.5 - Other ID: 927NFC008_3.82_0102
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.44             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $2000.00           | $1139.84           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $16998900.00       | $25614250.75       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $42312000.00       | $50884494.72       | U.S. Treasuries (including strips) |

### Security 154: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 929AAV007, C.3 - LEI: N/A, C.5 - Other ID: 929AAV007_3.85_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2043-06-01      | 3.0000%  | 0.0000% | $247683132.00      | $48466996.15       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-02-01      | 3.5000%  | 0.0000% | $363463730.00      | $46612158.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $174995568.00      | $46814561.57       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 2.0000%  | 0.0000% | $44919277.00       | $19487377.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 3.5000%  | 0.0000% | $171411971.00      | $46173186.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 3.5000%  | 0.0000% | $312135863.00      | $47445719.95       | Agency Mortgage-Backed Securities |

### Security 155: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.83_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2055-08-01      | 6.5000%  | 0.0000% | $30723648.00       | $31374284.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $51856800.00       | $52294039.27       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-09-01      | 3.0000%  | 0.0000% | $24518432.00       | $7445006.15        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-10-01      | 4.0000%  | 0.0000% | $146000.00         | $42827.69          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-06-01      | 2.5000%  | 0.0000% | $2875000.00        | $1590555.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 3.5000%  | 0.0000% | $1965000.00        | $1397060.98        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-01-01      | 6.5480%  | 0.0000% | $8076300.00        | $203193.44         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-09-01      | 5.0000%  | 0.0000% | $31331808.00       | $29937289.37       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-04-01      | 3.0000%  | 0.0000% | $46730.00          | $9952.23           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $120362.40         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-08-01      | 7.5000%  | 0.0000% | $1070772.00        | $32641.64          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 7.5000%  | 0.0000% | $1021330.00        | $612800.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.0000%  | 0.0000% | $1080902.00        | $1080086.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 4.5000%  | 0.0000% | $1159876.00        | $1140647.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $10905552.00       | $11279494.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1178290.00        | $1208467.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $10192944.00       | $10542018.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $9059456.00        | $9351516.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.0000%  | 0.0000% | $11391136.00       | $11784249.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.5000%  | 0.0000% | $1068000.00        | $1139615.45        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-11-01      | 2.0000%  | 0.0000% | $331000.00         | $50639.71          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-07-01      | 3.6000%  | 0.0000% | $16923000.00       | $15943090.61       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 2.5000%  | 0.0000% | $8326672.00        | $5765301.96        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $5900000.00        | $4391294.94        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 6.0000%  | 0.0000% | $3190808.00        | $3179793.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2041-01-01      | 6.0000%  | 0.0000% | $1878448.00        | $1963205.45        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 3.0000%  | 0.0000% | $1865360.00        | $120564.94         | Agency Mortgage-Backed Securities |

### Security 156: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.72_0112
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $9300.00           | $9533.60           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $25600.00          | $25879.71          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-04-30      | 3.7621%  | 0.0000% | $14872000.00       | $14976019.06       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2030-08-15      | NA       | 0.0000% | $222500.00         | $187928.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $8400.00           | $7340.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $11600.00          | $12210.46          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $24800.00          | $25325.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $21700.00          | $21957.97          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $22600.00          | $23051.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $10100.00          | $10346.28          | U.S. Treasuries (including strips) |

### Security 157: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.82_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 3.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $303642900.00      | $306000079.83      | U.S. Treasuries (including strips) |

### Security 158: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_3.82_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $118632200.00      | $85602504.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $1193900.00        | $978110.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $120434200.00      | $117462735.63      | U.S. Treasuries (including strips) |

### Security 159: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0102
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2044-11-01      | 4.0000%  | 0.0000% | $1382410.00        | $357741.34         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-05-01      | 2.0000%  | 0.0000% | $114999.00         | $55217.01          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 2.5000%  | 0.0000% | $17146727.00       | $14536560.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2039-12-01      | 4.5000%  | 0.0000% | $497323.00         | $353736.39         | Agency Mortgage-Backed Securities |

### Security 160: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.829900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0319
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank | 2027-12-27      | 4.2500%  | 0.0000% | $15125000.00       | $15357807.36       | Agency Mortgage-Backed Securities |

### Security 161: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_3.82_0102
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $999900.00         | $997332.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $999900.00         | $978896.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $649900.00         | $643155.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $362000.00         | $334510.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $599800.00         | $429138.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $879900.00         | $682472.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $4999900.00        | $3663989.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $744900.00         | $756612.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $2399900.00        | $2261530.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $961900.00         | $962144.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $2800900.00        | $2906371.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $737900.00         | $723443.30         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_3.86_0410
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC MULTIFAMILY STRUCTURED P | 2049-04-25      | 2.7804%  | 0.0000% | $14493800.00       | $1785563.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-16      | 0.7237%  | 0.0000% | $185404480.00      | $1804358.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 0.8016%  | 0.0000% | $60000000.00       | $442731.31         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.0000%  | 0.0000% | $38654208.00       | $35258833.25       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 3.2824%  | 0.0000% | $85000000.00       | $9203815.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-07-20      | 5.2500%  | 0.0000% | $20656384.00       | $20654194.31       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.1824%  | 0.0000% | $51000000.00       | $2269156.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.2016%  | 0.0000% | $61599699.00       | $681347.53         | Agency Mortgage-Backed Securities |

### Security 163: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: N/A, C.5 - Other ID: 934QAM005_3.83_0102
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                | 2028-03-15      | 3.8750%  | 0.0000% | $17125000.00       | $17467169.99       | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2055-12-01      | 5.5000%  | 0.0000% | $4621943.00        | $4686189.41        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2030-09-30      | 4.6250%  | 0.0000% | $31222000.00       | $32865075.25       | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL               | 2055-04-01      | 5.0000%  | 0.0000% | $26211520.00       | $25753815.69       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $22606912.00       | $21227750.43       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $16709500.00       | $16721486.40       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.0000%  | 0.0000% | $4224200.00        | $4205606.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.0000%  | 0.0000% | $1088.00           | $1025.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 4.8100%  | 0.0000% | $19960730.00       | $20374642.34       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2055-12-01      | 5.1710%  | 0.0000% | $9505792.00        | $9697240.24        | Agency Mortgage-Backed Securities  |

### Security 164: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: N/A, C.5 - Other ID: 934QYA005_3.82_0102
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 8.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $744021700.00      | $765000005.04      | U.S. Treasuries (including strips) |

### Security 165: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.82_0102
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $29406900.00       | $30515040.54       | U.S. Treasuries (including strips) |

### Security 166: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_3.80_0415
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC NON GOLD POOL | 2055-12-01      | 4.8010%  | 0.0000% | $43393.00          | $43820.45          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2037-10-15      | 4.6730%  | 0.0000% | $4809728.00        | $286560.23         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2046-10-15      | 4.2500%  | 0.0000% | $28006608.00       | $5155370.70        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2048-09-15      | 3.0000%  | 0.0000% | $11608353.00       | $340715.09         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2046-12-15      | 3.5000%  | 0.0000% | $17723322.00       | $597900.44         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2043-12-15      | 4.5000%  | 0.0000% | $71016806.00       | $1337837.49        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2042-07-15      | 5.0000%  | 0.0000% | $11290000.00       | $1567386.73        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-04-01      | 2.0000%  | 0.0000% | $505000.00         | $54313.55          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-10-01      | 2.0000%  | 0.0000% | $850000.00         | $96560.88          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2042-11-01      | 3.0000%  | 0.0000% | $4700000.00        | $383800.47         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2040-11-01      | 4.0000%  | 0.0000% | $64910133.00       | $589612.04         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 4.7500%  | 0.0000% | $1000.00           | $1010.63           | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-02-01      | 1.5000%  | 0.0000% | $1970000.00        | $155594.86         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2050-10-25      | 2.0000%  | 0.0000% | $115218276.00      | $11697738.01       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2048-06-25      | 3.5000%  | 0.0000% | $61068482.00       | $8160855.06        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2051-03-01      | 2.0000%  | 0.0000% | $85631018.00       | $9407161.02        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $214285.61         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2053-04-01      | 4.0000%  | 0.0000% | $17550238.00       | $2968158.72        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2053-09-01      | 6.5000%  | 0.0000% | $49459902.00       | $5281465.02        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2048-10-01      | 4.5000%  | 0.0000% | $1664554.00        | $239877.18         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-08-01      | 2.0000%  | 0.0000% | $1560000.00        | $185270.58         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2055-12-01      | 5.2040%  | 0.0000% | $2200130.00        | $2234838.96        | Agency Mortgage-Backed Securities |

### Security 167: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_3.83_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $84695300.00       | $99999992.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $1920200.00        | $1960835.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $800.00            | $798.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $38700.00          | $38422.21          | U.S. Treasuries (including strips) |

### Security 168: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.04_0107
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $14728300.00       | $14999926.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $5700.00           | $5702.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $297400.00         | $294181.39         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $103.36            | U.S. Treasuries (including strips) |

### Security 169: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_3.82_0102
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $16167600.00       | $14975399.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $82803200.00       | $51324611.28       | U.S. Treasuries (including strips) |

### Security 170: HSBC Tri Party Repo

- **C.1 - Title:** HSBC Tri Party Repo 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: 99VDKY004_3.84_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2055-01-01      | 7.0000%  | 0.0000% | $118461.00         | $92025.10          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 4.0000%  | 0.0000% | $140214016.00      | $101907976.61      | Agency Mortgage-Backed Securities |

### Security 171: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_3.85_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2051-05-01      | 2.8100%  | 0.0000% | $2600000.00        | $1887266.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $2927232.00        | $3001602.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-01-01      | 4.4500%  | 0.0000% | $10000000.00       | $10191073.33       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 4.0000%  | 0.0000% | $546806.00         | $355840.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.0000%  | 0.0000% | $39717568.00       | $26196140.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-01      | 2.5000%  | 0.0000% | $17996.00          | $11274.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-09-01      | 4.5000%  | 0.0000% | $129834.00         | $10816.95          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $24053632.00       | $19867943.80       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-05-01      | 5.0000%  | 0.0000% | $200000.00         | $97667.50          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-06-01      | 5.5000%  | 0.0000% | $9476304.00        | $1199029.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $1227699.00        | $1311024.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 3.0000%  | 0.0000% | $47295.00          | $23782.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.0000%  | 0.0000% | $2049412.00        | $927095.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 7.0000%  | 0.0000% | $3752660.00        | $3882240.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 5.5000%  | 0.0000% | $5298608.00        | $5325185.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $2343492.00        | $2401179.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.0000%  | 0.0000% | $1118260.00        | $1156843.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1332038.00        | $1380434.81        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1566388.00        | $1648259.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $57491.00          | $42272.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.0000%  | 0.0000% | $91305.00          | $86499.00          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $9707024.00        | $5650829.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-04-01      | 3.5100%  | 0.0000% | $6347552.00        | $5789570.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1344816.00        | $1373111.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-01      | 3.5000%  | 0.0000% | $25248352.00       | $4232041.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $3807924.00        | $3950972.47        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2026-01-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Treasurer