# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0000828806-26-000003
**Filing Date:** 2026-5
**Character Count:** 494829
**Document Hash:** b50cdc1a0b77d19d5ddf612d62a54a52
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000828806-26-000003.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0000828806-26-000003

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM TREASURER'S SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **CENTRAL INDEX KEY:** 0000828806

**ORGANIZATION NAME:**
- **EIN:** 586213968
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 26952480

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **DATE OF NAME CHANGE:** 20100430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST
- **DATE OF NAME CHANGE:** 20040707

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

## Series and Classes Contracts Data

### Invesco Premier U.S. Government Money Portfolio (Series ID: S000000176)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000000400 | Investor Class      | FUGXX           |
| C000029750 | Institutional Class | IUGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000828806

### General Information

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

**Registrant Full Name:** Invesco Treasurer's Series Trust

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

**Name of Series:** Invesco Premier U.S. Government Money Portfolio

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

**Total number of share classes in the series:** 2

**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            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-19862

- **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:** 22 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $23864194840.90

- **Amortized Cost of Portfolio Securities:** $23862453909.74

- **Cash:** $51210.50

- **Total Other Assets:** $128495393.25

- **Total Liabilities:** $75745584.60

- **Net Assets of Series:** $23915254928.89

- **Number of Shares Outstanding (Series):** 23913184107.1300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $12158313532.78           | $18553496752.54            | 47.6000%                  | 72.6400%                   |
| 2026-04-02 | $11265088703.52           | $18335271923.28            | 44.4800%                  | 72.4000%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $11300858497.19           | $18321041716.97            | 44.6400%                  | 72.3700%                   |
| 2026-04-07 | $12093397731.47           | $18328640463.76            | 47.7600%                  | 72.3800%                   |
| 2026-04-08 | $11945107689.88           | $18240851672.17            | 47.2500%                  | 72.1600%                   |
| 2026-04-09 | $11406489225.98           | $18477233208.29            | 44.7100%                  | 72.4200%                   |
| 2026-04-10 | $10705711031.42           | $17676455013.73            | 43.3200%                  | 71.5200%                   |
| 2026-04-13 | $10658297705.42           | $17535041687.75            | 43.3700%                  | 71.3500%                   |
| 2026-04-14 | $11011475278.01           | $17346718010.34            | 44.9800%                  | 70.8500%                   |
| 2026-04-15 | $10255449135.35           | $17023054466.30            | 42.4000%                  | 70.3900%                   |
| 2026-04-16 | $9898058644.12            | $17065663975.07            | 40.9800%                  | 70.6600%                   |
| 2026-04-17 | $9764801741.95            | $17007407072.92            | 40.5200%                  | 70.5800%                   |
| 2026-04-20 | $9858362708.32            | $17150968039.30            | 40.6700%                  | 70.7500%                   |
| 2026-04-21 | $10642805442.36           | $17309909285.85            | 43.7200%                  | 71.1100%                   |
| 2026-04-22 | $10138080080.62           | $17165996424.11            | 41.9000%                  | 70.9400%                   |
| 2026-04-23 | $9992333754.41            | $17380250097.91            | 40.9300%                  | 71.1900%                   |
| 2026-04-24 | $10064058984.65           | $17201975328.15            | 41.5300%                  | 70.9800%                   |
| 2026-04-27 | $10078927501.21           | $17256843844.73            | 41.4900%                  | 71.0300%                   |
| 2026-04-28 | $10542059192.20           | $17054163035.73            | 43.7600%                  | 70.7900%                   |
| 2026-04-29 | $11001823169.31           | $17030616150.35            | 45.7100%                  | 70.7600%                   |
| 2026-04-30 | $9989189038.41            | $16957982019.46            | 41.6400%                  | 70.6800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7400%             |
| 2026-04-02 | 3.7400%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 3.7300%             |
| 2026-04-07 | 3.7300%             |
| 2026-04-08 | 3.7300%             |
| 2026-04-09 | 3.7200%             |
| 2026-04-10 | 3.7200%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7200%             |
| 2026-04-17 | 3.7300%             |
| 2026-04-20 | 3.7500%             |
| 2026-04-21 | 3.7500%             |
| 2026-04-22 | 3.7500%             |
| 2026-04-23 | 3.7400%             |
| 2026-04-24 | 3.7400%             |
| 2026-04-27 | 3.7400%             |
| 2026-04-28 | 3.7500%             |
| 2026-04-29 | 3.7500%             |
| 2026-04-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0002                      |
|  |  |
| 2026-04-02 | 1.0002                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 1.0002                      |
|  |  |
| 2026-04-07 | 1.0002                      |
|  |  |
| 2026-04-08 | 1.0002                      |
|  |  |
| 2026-04-09 | 1.0002                      |
|  |  |
| 2026-04-10 | 1.0002                      |
|  |  |
| 2026-04-13 | 1.0002                      |
|  |  |
| 2026-04-14 | 1.0002                      |
|  |  |
| 2026-04-15 | 1.0002                      |
|  |  |
| 2026-04-16 | 1.0002                      |
|  |  |
| 2026-04-17 | 1.0002                      |
|  |  |
| 2026-04-20 | 1.0002                      |
|  |  |
| 2026-04-21 | 1.0002                      |
|  |  |
| 2026-04-22 | 1.0002                      |
|  |  |
| 2026-04-23 | 1.0002                      |
|  |  |
| 2026-04-24 | 1.0002                      |
|  |  |
| 2026-04-27 | 1.0002                      |
|  |  |
| 2026-04-28 | 1.0002                      |
|  |  |
| 2026-04-29 | 1.0002                      |
|  |  |
| 2026-04-30 | 1.0002                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $2149092180.69

- **Number of Shares Outstanding:** 2148906090.8140

- **Expense Reimbursement/Waiver:** 125870.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0001          |
|  |  |
| 2026-04-02 | 1.0001          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 1.0001          |
|  |  |
| 2026-04-07 | 1.0001          |
|  |  |
| 2026-04-08 | 1.0001          |
|  |  |
| 2026-04-09 | 1.0001          |
|  |  |
| 2026-04-10 | 1.0001          |
|  |  |
| 2026-04-13 | 1.0001          |
|  |  |
| 2026-04-14 | 1.0001          |
|  |  |
| 2026-04-15 | 1.0001          |
|  |  |
| 2026-04-16 | 1.0001          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 1.0001          |
|  |  |
| 2026-04-21 | 1.0001          |
|  |  |
| 2026-04-22 | 1.0001          |
|  |  |
| 2026-04-23 | 1.0001          |
|  |  |
| 2026-04-24 | 1.0001          |
|  |  |
| 2026-04-27 | 1.0001          |
|  |  |
| 2026-04-28 | 1.0001          |
|  |  |
| 2026-04-29 | 1.0001          |
|  |  |
| 2026-04-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $38754592.68              | $9344270.18             |
| 2026-04-02 | $34885559.29              | $72842437.73            |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $23626637.46              | $18472096.15            |
| 2026-04-07 | $35488245.01              | $18049850.49            |
| 2026-04-08 | $35806480.60              | $8355109.03             |
| 2026-04-09 | $31422892.62              | $12512873.00            |
| 2026-04-10 | $19171468.84              | $31333176.94            |
| 2026-04-13 | $56781367.39              | $18033681.85            |
| 2026-04-14 | $73871813.01              | $45144389.67            |
| 2026-04-15 | $26201687.95              | $50093026.52            |
| 2026-04-16 | $29566646.41              | $14058368.81            |
| 2026-04-17 | $22266389.77              | $8351816.78             |
| 2026-04-20 | $18060344.06              | $13717683.67            |
| 2026-04-21 | $19440482.62              | $21979933.75            |
| 2026-04-22 | $30264493.13              | $106060371.19           |
| 2026-04-23 | $29936164.38              | $9114456.03             |
| 2026-04-24 | $26522371.63              | $20463627.69            |
| 2026-04-27 | $20046270.47              | $32063397.14            |
| 2026-04-28 | $23623777.91              | $20188042.87            |
| 2026-04-29 | $27813395.53              | $13793021.51            |
| 2026-04-30 | $28817310.92              | $86016421.42            |

**Total Gross Subscriptions (Month):** $652368391.68

**Total Gross Redemptions (Month):** $629988052.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5600%           |
| 2026-04-02 | 3.5600%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.5500%           |
| 2026-04-07 | 3.5500%           |
| 2026-04-08 | 3.5500%           |
| 2026-04-09 | 3.5400%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5500%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5600%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 93.7500%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $21766162748.20

- **Number of Shares Outstanding:** 21764278016.3210

- **Expense Reimbursement/Waiver:** 1283836.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0002          |
|  |  |
| 2026-04-02 | 1.0002          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 1.0002          |
|  |  |
| 2026-04-07 | 1.0002          |
|  |  |
| 2026-04-08 | 1.0002          |
|  |  |
| 2026-04-09 | 1.0002          |
|  |  |
| 2026-04-10 | 1.0002          |
|  |  |
| 2026-04-13 | 1.0002          |
|  |  |
| 2026-04-14 | 1.0002          |
|  |  |
| 2026-04-15 | 1.0002          |
|  |  |
| 2026-04-16 | 1.0002          |
|  |  |
| 2026-04-17 | 1.0002          |
|  |  |
| 2026-04-20 | 1.0002          |
|  |  |
| 2026-04-21 | 1.0002          |
|  |  |
| 2026-04-22 | 1.0002          |
|  |  |
| 2026-04-23 | 1.0002          |
|  |  |
| 2026-04-24 | 1.0002          |
|  |  |
| 2026-04-27 | 1.0002          |
|  |  |
| 2026-04-28 | 1.0002          |
|  |  |
| 2026-04-29 | 1.0002          |
|  |  |
| 2026-04-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $368983275.77             | $284593508.46           |
| 2026-04-02 | $181353730.44             | $363037983.82           |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $356239734.21             | $79382069.72            |
| 2026-04-07 | $156613032.45             | $171349991.45           |
| 2026-04-08 | $70600043.55              | $189424233.36           |
| 2026-04-09 | $114996789.59             | $197311446.02           |
| 2026-04-10 | $188783851.20             | $637651664.53           |
| 2026-04-13 | $179769834.34             | $364460321.80           |
| 2026-04-14 | $90603427.38              | $310126709.76           |
| 2026-04-15 | $87725859.98              | $290275535.03           |
| 2026-04-16 | $110497326.48             | $161479431.88           |
| 2026-04-17 | $146178250.35             | $193285900.21           |
| 2026-04-20 | $241925897.23             | $107883149.73           |
| 2026-04-21 | $277245894.80             | $177641194.78           |
| 2026-04-22 | $84856380.92              | $155000966.88           |
| 2026-04-23 | $300764954.28             | $113742054.55           |
| 2026-04-24 | $77825273.73              | $260007285.11           |
| 2026-04-27 | $173212583.24             | $108914876.12           |
| 2026-04-28 | $62289417.56              | $270819798.78           |
| 2026-04-29 | $92272497.43              | $275165445.68           |
| 2026-04-30 | $283257675.13             | $163120310.61           |

**Total Gross Subscriptions (Month):** $3645995730.06

**Total Gross Redemptions (Month):** $4874673878.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5600%           |
| 2026-04-02 | 3.5600%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.5500%           |
| 2026-04-07 | 3.5500%           |
| 2026-04-08 | 3.5500%           |
| 2026-04-09 | 3.5400%           |
| 2026-04-10 | 3.5400%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5300%           |
| 2026-04-16 | 3.5400%           |
| 2026-04-17 | 3.5500%           |
| 2026-04-20 | 3.5700%           |
| 2026-04-21 | 3.5700%           |
| 2026-04-22 | 3.5700%           |
| 2026-04-23 | 3.5600%           |
| 2026-04-24 | 3.5600%           |
| 2026-04-27 | 3.5600%           |
| 2026-04-28 | 3.5700%           |
| 2026-04-29 | 3.5700%           |
| 2026-04-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 45.7300%         | 0.0000%              |
| Non-financial corporation |  | 29.4200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20009551.60
- **C.18.a - Value (excl. sponsor support):** $20009551.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60019051.20
- **C.18.a - Value (excl. sponsor support):** $60019051.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75043861.50
- **C.18.a - Value (excl. sponsor support):** $75043861.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FR6, C.4 - ISIN: US3130B9FR67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299997537.00
- **C.18.a - Value (excl. sponsor support):** $299997537.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999628.00
- **C.18.a - Value (excl. sponsor support):** $149999628.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank

- **C.1 - Title:** Federal Home Loan Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RT9, C.4 - ISIN: US3130B9RT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19997414.00
- **C.18.a - Value (excl. sponsor support):** $19997414.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-10
- **C.13 - Final Legal Maturity Date:** 2028-03-10
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25012718.25
- **C.18.a - Value (excl. sponsor support):** $25012718.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006385.50
- **C.18.a - Value (excl. sponsor support):** $25006385.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35008270.50
- **C.18.a - Value (excl. sponsor support):** $35008270.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100062333.00
- **C.18.a - Value (excl. sponsor support):** $100062333.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52003696.68
- **C.18.a - Value (excl. sponsor support):** $52003696.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65024164.40
- **C.18.a - Value (excl. sponsor support):** $65024164.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000785.40
- **C.18.a - Value (excl. sponsor support):** $10000785.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70008448.30
- **C.18.a - Value (excl. sponsor support):** $70008448.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124035271.80
- **C.18.a - Value (excl. sponsor support):** $124035271.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002651.80
- **C.18.a - Value (excl. sponsor support):** $10002651.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100056781.00
- **C.18.a - Value (excl. sponsor support):** $100056781.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50018978.50
- **C.18.a - Value (excl. sponsor support):** $50018978.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **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 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004000.00
- **C.18.a - Value (excl. sponsor support):** $10004000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50009549.50
- **C.18.a - Value (excl. sponsor support):** $50009549.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **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 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74017169.48
- **C.18.a - Value (excl. sponsor support):** $74017169.48
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214057328.50
- **C.18.a - Value (excl. sponsor support):** $214057328.50
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14007040.74
- **C.18.a - Value (excl. sponsor support):** $14007040.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **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 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $215088709.00
- **C.18.a - Value (excl. sponsor support):** $215088709.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75023662.50
- **C.18.a - Value (excl. sponsor support):** $75023662.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61017219.69
- **C.18.a - Value (excl. sponsor support):** $61017219.69
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70017115.00
- **C.18.a - Value (excl. sponsor support):** $70017115.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20007985.20
- **C.18.a - Value (excl. sponsor support):** $20007985.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200065754.00
- **C.18.a - Value (excl. sponsor support):** $200065754.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93025726.59
- **C.18.a - Value (excl. sponsor support):** $93025726.59
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55008862.15
- **C.18.a - Value (excl. sponsor support):** $55008862.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114996378.70
- **C.18.a - Value (excl. sponsor support):** $114996378.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219995505.40
- **C.18.a - Value (excl. sponsor support):** $219995505.40
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35003787.00
- **C.18.a - Value (excl. sponsor support):** $35003787.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99992581.00
- **C.18.a - Value (excl. sponsor support):** $99992581.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25009043.50
- **C.18.a - Value (excl. sponsor support):** $25009043.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80046608.00
- **C.18.a - Value (excl. sponsor support):** $80046608.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50026834.00
- **C.18.a - Value (excl. sponsor support):** $50026834.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25025379.75
- **C.18.a - Value (excl. sponsor support):** $25025379.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45012046.50
- **C.18.a - Value (excl. sponsor support):** $45012046.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50002510.50
- **C.18.a - Value (excl. sponsor support):** $50002510.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69993516.60
- **C.18.a - Value (excl. sponsor support):** $69993516.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6003328.62
- **C.18.a - Value (excl. sponsor support):** $6003328.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50021344.00
- **C.18.a - Value (excl. sponsor support):** $50021344.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50031572.50
- **C.18.a - Value (excl. sponsor support):** $50031572.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008719.60
- **C.18.a - Value (excl. sponsor support):** $20008719.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25019120.25
- **C.18.a - Value (excl. sponsor support):** $25019120.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74983029.75
- **C.18.a - Value (excl. sponsor support):** $74983029.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **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 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200119052.00
- **C.18.a - Value (excl. sponsor support):** $200119052.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34997029.55
- **C.18.a - Value (excl. sponsor support):** $34997029.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97022507.88
- **C.18.a - Value (excl. sponsor support):** $97022507.88
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66056119.14
- **C.18.a - Value (excl. sponsor support):** $66056119.14
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99988886.00
- **C.18.a - Value (excl. sponsor support):** $99988886.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69996448.90
- **C.18.a - Value (excl. sponsor support):** $69996448.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003662.70
- **C.18.a - Value (excl. sponsor support):** $10003662.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999166.00
- **C.18.a - Value (excl. sponsor support):** $49999166.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45062382.15
- **C.18.a - Value (excl. sponsor support):** $45062382.15
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999452.25
- **C.18.a - Value (excl. sponsor support):** $24999452.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $105027065.90
- **C.18.a - Value (excl. sponsor support):** $105027065.90
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40012097.20
- **C.18.a - Value (excl. sponsor support):** $40012097.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25009578.25
- **C.18.a - Value (excl. sponsor support):** $25009578.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $61029616.72
- **C.18.a - Value (excl. sponsor support):** $61029616.72
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $49995082.00
- **C.18.a - Value (excl. sponsor support):** $49995082.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125027900.00
- **C.18.a - Value (excl. sponsor support):** $125027900.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **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 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $70074804.80
- **C.18.a - Value (excl. sponsor support):** $70074804.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125124580.00
- **C.18.a - Value (excl. sponsor support):** $125124580.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99965697.00
- **C.18.a - Value (excl. sponsor support):** $99965697.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124989846.30
- **C.18.a - Value (excl. sponsor support):** $124989846.30
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $38504417.49
- **C.18.a - Value (excl. sponsor support):** $38504417.49
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $85030260.00
- **C.18.a - Value (excl. sponsor support):** $85030260.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $70019042.10
- **C.18.a - Value (excl. sponsor support):** $70019042.10
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $35018571.70
- **C.18.a - Value (excl. sponsor support):** $35018571.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $175070850.50
- **C.18.a - Value (excl. sponsor support):** $175070850.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $51017769.93
- **C.18.a - Value (excl. sponsor support):** $51017769.93
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 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 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $153047990.00
- **C.18.a - Value (excl. sponsor support):** $153047990.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $22002771.78
- **C.18.a - Value (excl. sponsor support):** $22002771.78
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $299995947.00
- **C.18.a - Value (excl. sponsor support):** $299995947.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2499999.98
- **C.18.a - Value (excl. sponsor support):** $2499999.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.623000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.00
- **C.18.a - Value (excl. sponsor support):** $1250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833333.36
- **C.18.a - Value (excl. sponsor support):** $833333.36
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $416666.72
- **C.18.a - Value (excl. sponsor support):** $416666.72
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4153846.17
- **C.18.a - Value (excl. sponsor support):** $4153846.17
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $449999.94
- **C.18.a - Value (excl. sponsor support):** $449999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99870632.00
- **C.18.a - Value (excl. sponsor support):** $99870632.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496546165.00
- **C.18.a - Value (excl. sponsor support):** $496546165.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99032088.00
- **C.18.a - Value (excl. sponsor support):** $99032088.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497594585.00
- **C.18.a - Value (excl. sponsor support):** $497594585.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194211894.00
- **C.18.a - Value (excl. sponsor support):** $194211894.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **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 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346374535.50
- **C.18.a - Value (excl. sponsor support):** $346374535.50
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197785242.00
- **C.18.a - Value (excl. sponsor support):** $197785242.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $363321934.40
- **C.18.a - Value (excl. sponsor support):** $363321934.40
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248662577.50
- **C.18.a - Value (excl. sponsor support):** $248662577.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193657278.00
- **C.18.a - Value (excl. sponsor support):** $193657278.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $144809788.50
- **C.18.a - Value (excl. sponsor support):** $144809788.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $138871906.60
- **C.18.a - Value (excl. sponsor support):** $138871906.60
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297151584.00
- **C.18.a - Value (excl. sponsor support):** $297151584.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125178222.50
- **C.18.a - Value (excl. sponsor support):** $125178222.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.783000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $115124872.80
- **C.18.a - Value (excl. sponsor support):** $115124872.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.3830%  | 0.0000% | $2008.00           | $1593.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $1001.00           | $98.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.0000%  | 0.0000% | $7906630.00        | $1315994.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1009.00           | $185.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $609.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $679.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $6305320.00        | $4980278.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $378714.00         | $252120.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $6800.00           | $4828.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $2375000.00        | $1653564.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $215995.00         | $160905.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1002.00           | $812.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $761.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 3.0000%  | 0.0000% | $1514.00           | $466.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $591.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $542.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1819.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $755.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $637.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1054.00           | $649.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $903.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.2120%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $10277.00          | $8075.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 4.3200%  | 0.0000% | $5751000.00        | $5765946.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-11-01      | 4.3000%  | 0.0000% | $1000.00           | $969.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $5372915.00        | $845222.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $812.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $780.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $769.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $269178.00         | $210026.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $536.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.5000%  | 0.0000% | $1120.00           | $914.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $997.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $535.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1006.00           | $690.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $752.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $683.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $751.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $773.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.7952%  | 0.0000% | $10719643.00       | $5773586.54        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 2.5000%  | 0.0000% | $21000.00          | $15456.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-25      | 2.5000%  | 0.0000% | $1000.00           | $731.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $803.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $965.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-25      | 2.4994%  | 0.0000% | $26590.00          | $7922.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 3.1766%  | 0.0000% | $43000.00          | $23636.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.2596%  | 0.0000% | $46343999.00       | $12988846.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-06-25      | 6.3051%  | 0.0000% | $4370375.00        | $1030602.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.7500%  | 0.0000% | $8150000.00        | $4647157.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-25      | 4.1900%  | 0.0000% | $205000.00         | $187976.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-25      | 4.9452%  | 0.0000% | $153630.00         | $80519.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.0100%  | 0.0000% | $2845159.00        | $1589445.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8952%  | 0.0000% | $1747865.00        | $1301844.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $682502.00         | $659983.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.1530%  | 0.0000% | $1370.00           | $71.45             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $1000.00           | $950.59            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $4165.00           | $144.18            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $182143.00         | $131231.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $2669.00           | $2638.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $45426.00          | $42400.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.8952%  | 0.0000% | $6018944.00        | $4649320.56        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5000%  | 0.0000% | $3270800.00        | $3172705.44        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4705186.00        | $3726646.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1006.00           | $866.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1052.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2133970.00        | $2026181.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $967.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1030611.00        | $1072786.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2282432.00        | $2243797.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $57365.00          | $53104.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 4.8560%  | 0.0000% | $6850.00           | $6904.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $810987.00         | $455216.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $186602.00         | $96135.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $13397103.00       | $12988565.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 2.5000%  | 0.0000% | $1000.00           | $452.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $9444481.00        | $4868517.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $8986512.00        | $4000118.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $521.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $1025.00           | $512.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $486.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1024.00           | $524.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $771629.00         | $474686.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $724.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $688140.00         | $500683.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $1362152.00        | $848848.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1203416.00        | $1227402.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $2985204.00        | $2871732.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $856.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 3.0000%  | 0.0000% | $2014184.00        | $1703320.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $840.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $4728960.00        | $4736369.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $8657.00           | $4734.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $4260000.00        | $2509233.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $4997000.00        | $3472694.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $732.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $391648.00         | $385557.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1070.00           | $1083.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $6924.00           | $7358.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $4740.00           | $348.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1228302.00        | $592164.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $741.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $544.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $635.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $689.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100002.00         | $9799.00           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $100000.00         | $14629.27          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $812.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $306736.00         | $255178.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $769.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1009.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $995.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $869.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $32360.00          | $20109.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $974.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $848531.00         | $702470.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $930.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $952.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $997.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $720.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $967.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $993.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1010.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1280188.00        | $1295467.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $780.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $626176.00         | $614349.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $983.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $986.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $42648.00          | $43225.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $985.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1914.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $92577.00          | $90760.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $925.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1919.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $796.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $777.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1075.00           | $875.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $886.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $879.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $101800.00         | $86911.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $807.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $54032.00          | $46855.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $919.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $755.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $870.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $344526.00         | $309599.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $737.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $886.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $598530.00         | $542935.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $119219.00         | $113597.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $239161.00         | $243434.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $148845.00         | $152877.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $2016.00           | $1976.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2219824.00        | $2230572.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1911468.00        | $1837833.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $981.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1238.00           | $1254.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $979.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $1021.00           | $1046.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $3363560.00        | $3335284.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $1000.00           | $79.53             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $95.16             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $93561.00          | $5120.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $1178.00           | $65.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1000.00           | $62.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $4264030.00        | $393332.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $93.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $1000.00           | $71.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $2098.00           | $177.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $4694.00           | $593.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $1000.00           | $161.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 6.5000%  | 0.0000% | $1001.00           | $92.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $92.13             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1000.00           | $83.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1023.00           | $119.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1024.00           | $115.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $100.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $1000.00           | $75.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $9263.00           | $808.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $3057.00           | $267.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $2313.00           | $187.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $4037.00           | $463.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $138991.00         | $10517.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $1925.00           | $192.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $84.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $174.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $1000.00           | $202.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1000.00           | $602.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $894235.00         | $590696.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 5.5000%  | 0.0000% | $80000.00          | $25560.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $1001.00           | $534.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1000.00           | $541.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $1000.00           | $234.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $95540.00          | $26184.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $592.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $2010.00           | $1315.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $776.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $687.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2087.00           | $1464.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1024.00           | $723.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $11590247.00       | $8279236.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $709.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1000.00           | $727.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2040.00           | $1268.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $473.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2032.00           | $1268.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1003.00           | $636.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1024.00           | $472.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1008.00           | $736.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $162883.00         | $113607.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $530.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $771.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $87968.00          | $63827.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1000.00           | $391.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $435.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $1000.00           | $835.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1030.00           | $309.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1135.00           | $187.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $473.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1598178.00        | $283693.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $360.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1000.00           | $520.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $671.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1001.00           | $405.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1014.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $4028.00           | $4090.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2000.00           | $1972.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $922.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1024.00           | $902.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-15      | 7.0000%  | 0.0000% | $1075.00           | $1056.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $291.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1073.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $975.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1180.00           | $1233.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $505264.00         | $538752.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1008.00           | $1010.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $85.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1150.00           | $1232.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $7939696.00        | $8287721.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1082.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1070.00           | $962.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2048.00           | $1653.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $103271.00         | $93148.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2134.00           | $1951.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $6081.00           | $5619.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $847.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $16744.00          | $14679.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $986.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $1005.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $993.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2000.00           | $1926.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $995.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $840.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $4187988.00        | $3139840.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $100041.00         | $2059.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $2000.00           | $133.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12877647.00       | $584941.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $31289733.00       | $485298.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $4130.00           | $194.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12487368.00       | $458819.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-15      | 3.5000%  | 0.0000% | $3645.00           | $395.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1001.00           | $5.51              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1000.00           | $22.58             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | 0.0000% | $912285.00         | $799650.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6401%  | 0.0000% | $414364.00         | $248281.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.1755%  | 0.0000% | $5582463.00        | $848222.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $681198.00         | $268279.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4042.00           | $2270.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $11499288.00       | $6924329.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16083800.00       | $9929851.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5201%  | 0.0000% | $16711089.00       | $10425892.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $1001.00           | $342.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5401%  | 0.0000% | $14070469.00       | $9779730.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5901%  | 0.0000% | $276826.00         | $203397.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $1705666.00        | $1159777.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $73058006.00       | $24982697.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7901%  | 0.0000% | $13985001.00       | $8936434.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6401%  | 0.0000% | $8720458.00        | $3177673.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6901%  | 0.0000% | $13552526.00       | $4147544.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.6401%  | 0.0000% | $6943.00           | $3573.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1401%  | 0.0000% | $1006.00           | $281.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0401%  | 0.0000% | $571594.00         | $156825.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8401%  | 0.0000% | $27440474.00       | $9578466.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $8140640.00        | $8268683.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1013.00           | $1031.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9401%  | 0.0000% | $1334.00           | $619.98            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $38540036.00       | $27112791.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7501%  | 0.0000% | $21121126.00       | $12124565.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7401%  | 0.0000% | $17556809.00       | $10819151.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7401%  | 0.0000% | $5957700.00        | $3296847.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6401%  | 0.0000% | $62528934.00       | $48274620.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2401%  | 0.0000% | $20018957.00       | $11412670.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5901%  | 0.0000% | $29180620.00       | $22999233.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.7501%  | 0.0000% | $595255.00         | $506527.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9401%  | 0.0000% | $18239790.00       | $11288356.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3901%  | 0.0000% | $4537680.00        | $3063085.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.8401%  | 0.0000% | $14342500.00       | $12295576.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7901%  | 0.0000% | $323543.00         | $281932.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $2030.00           | $1989.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $6839342.00        | $6802191.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7401%  | 0.0000% | $1000.00           | $986.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.3901%  | 0.0000% | $1008.00           | $1007.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8901%  | 0.0000% | $6144.00           | $5527.78           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2030-02-15      | 0.0000%  | 0.0000% | $2.33              | $2.00              | U.S. Treasuries (including strips)        |

### Security 101: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-06-25      | 0.0000%  | 0.0000% | $8594000.00        | $8545787.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $197687100.00      | $122510540.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $29094700.00       | $29079170.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $2744800.00        | $2776980.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $24780000.00       | $25599651.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $56808000.00       | $56287890.17       | U.S. Treasuries (including strips) |

### Security 102: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.3830%  | 0.0000% | $1221254.00        | $968883.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.5000%  | 0.0000% | $6503.00           | $367.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 3.0000%  | 0.0000% | $9386.00           | $862.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $1102457.00        | $356078.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $2002.00           | $448.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 5.0000%  | 0.0000% | $36112.00          | $3562.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 4.0000%  | 0.0000% | $4533351.00        | $176841.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1023.00           | $187.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $1471.00           | $403.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $4036.00           | $1126.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 2.5000%  | 0.0000% | $27913343.00       | $16258798.47       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $102800.00         | $62620.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $15720.00          | $8130.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $2940000.00        | $1467102.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 5.5000%  | 0.0000% | $1273.00           | $647.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1007.00           | $641.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $679.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1202679.00        | $842229.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.5000%  | 0.0000% | $3467423.00        | $2219887.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $715.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1058763.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 1.5000%  | 0.0000% | $1000.00           | $632.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $54592.00          | $40668.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3457787.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $894.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $9009.00           | $7543.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $842.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $212.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 3.0000%  | 0.0000% | $1433.00           | $441.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $9844589.00        | $5336685.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $2240226.00        | $1198764.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $443.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1001.00           | $591.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $609.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $9386.00           | $7231.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2020270.00        | $1535834.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $746.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $2565655.00        | $403607.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $491.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $2552810.00        | $1358364.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $20331159.00       | $12659877.94       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3291610.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1328752.00        | $1008091.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $2730.00           | $1801.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1323879.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $81518.00          | $45622.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $972.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1583.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $693.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1346.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $685.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $2395.00           | $364.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $3116348.00        | $2929790.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $998848.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $754.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $786.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $997.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $351912.00         | $356593.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1452.00           | $446.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1008.00           | $456.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $535.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $796.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $3379995.00        | $2311810.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $752.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $500.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $767.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $803.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $2597044.00        | $2297543.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-25      | 3.1430%  | 0.0000% | $43000.00          | $31538.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-25      | 4.1900%  | 0.0000% | $1000.00           | $916.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1004.00           | $464.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8952%  | 0.0000% | $10206696.00       | $7602151.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 4.9452%  | 0.0000% | $4366504.00        | $4350361.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $1009.00           | $959.14            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-04-25      | 3.7500%  | 0.0000% | $970273.00         | $924438.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $7325.00           | $6938.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $11152.00          | $10024.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-01-25      | 2.0690%  | 0.0000% | $48849.00          | $45258.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-03-25      | 1.5170%  | 0.0000% | $1052.00           | $953.84            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-05-25      | 4.1096%  | 0.0000% | $2349754.00        | $912597.10         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $866837.93         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $137345.00         | $140127.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5000%  | 0.0000% | $46462200.00       | $45068752.16       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $1061.00           | $139.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $774.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1150.00           | $189.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $4048959.00        | $766585.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1000.00           | $946.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 4.7650%  | 0.0000% | $8451086.00        | $8467840.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 0.0000%  | 0.0000% | $1080.00           | $1116.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $77938.00          | $73936.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $515.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $988531.00         | $659364.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $2017.00           | $981.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $7343456.00        | $7290118.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1208793.00        | $1234353.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1612174.00        | $1604639.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $5800412.00        | $5283976.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $811.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $989.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3640692.00        | $3667291.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $11488402.00       | $11633799.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $10216252.00       | $5880442.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $1177181.00        | $666561.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $73086.00          | $47321.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $820.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $3049000.00        | $2223509.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 2.5000%  | 0.0000% | $349948.00         | $273610.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.2170%  | 0.0000% | $1315020.00        | $1321616.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $568000.00         | $286351.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1038.00           | $84.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $6626899.00        | $1925844.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $88179470.00       | $31591326.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $741.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $6291196.00        | $3541372.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $60000.00          | $43285.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $7410078.00        | $4281571.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 2.5000%  | 0.0000% | $946928.00         | $572805.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 2.5000%  | 0.0000% | $2078414.00        | $1393850.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1703421.00        | $1289037.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $19431197.00       | $18134142.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $5135705.00        | $4955965.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 3.0000%  | 0.0000% | $526633.00         | $502251.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $100000.00         | $14629.27          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $334028.00         | $321858.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $2018.00           | $1847.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $999.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $33633.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1415808.00        | $1223348.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $951.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $17588.00          | $14757.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $905.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1199782.00        | $1036765.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $3277633.00        | $3200110.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $10237022.00       | $9058340.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $983.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $984.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $499392.00         | $515411.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1792.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $957.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $993.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $980.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $925.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $959.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2060.00           | $2001.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2879.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.5000%  | 0.0000% | $12910152.00       | $8508649.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $2120.00           | $1793.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $2281378.00        | $1874046.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $2620460.00        | $2450779.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $300700.00         | $266476.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $853.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $807.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $424273.00         | $424974.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $292578.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $289402.00         | $266194.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1511.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1763705.00        | $1498766.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1991.00           | $1723.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $4145.00           | $4043.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $7441.00           | $7642.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $3746766.00        | $3682009.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $9777883.00        | $9322371.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $7784746.00        | $7632388.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $8064.00           | $7770.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $5272212.00        | $5197503.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1923.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $1119.00           | $1123.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $16327.00          | $16977.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $979.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $11244.00          | $11523.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1747956.00        | $1742806.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-20      | 6.0000%  | 0.0000% | $1336.00           | $45.36             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $2569.00           | $143.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $8000.00           | $532.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 5.5000%  | 0.0000% | $8000.00           | $723.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $3004.00           | $286.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $27986763.00       | $2448085.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $25857670.00       | $6166709.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2016.00           | $1395.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $10720641.00       | $7578622.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1024.00           | $489.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $473.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $624.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $50524.00          | $23290.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $2001.00           | $974.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2048.00           | $1543.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $9800.00           | $4266.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-15      | 7.0000%  | 0.0000% | $3000.00           | $2261.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-15      | 6.5000%  | 0.0000% | $2000.00           | $2025.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1013.00           | $304.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $1000.00           | $378.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $651810.00         | $386983.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-15      | 7.0000%  | 0.0000% | $828523.00         | $814200.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-15      | 7.0000%  | 0.0000% | $3560120.00        | $3659900.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-15      | 7.0000%  | 0.0000% | $482111.00         | $496717.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-15      | 7.5000%  | 0.0000% | $1096.00           | $1117.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $786.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3451188.00        | $2802800.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1051.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2000.00           | $2091.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $1006.00           | $959.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $2131.00           | $2292.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1001.00           | $902.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1002.00           | $1060.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1074.00           | $1138.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $3478400.00        | $3137457.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $784.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1451604.00        | $1415876.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $7000876.00        | $6876776.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 4.7500%  | 0.0000% | $3591785.00        | $2627482.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | 0.0000% | $486400.00         | $426346.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0401%  | 0.0000% | $135040.00         | $107414.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7201%  | 0.0000% | $6670227.00        | $6300659.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6401%  | 0.0000% | $411758.00         | $246720.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $8553652.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1062250.00        | $476430.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $75093.00          | $43287.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.6701%  | 0.0000% | $61169.00          | $32996.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7701%  | 0.0000% | $2507464.00        | $1472658.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5401%  | 0.0000% | $22522744.00       | $13619810.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.9401%  | 0.0000% | $46737084.00       | $33151650.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.5901%  | 0.0000% | $8037274.00        | $5853910.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5201%  | 0.0000% | $8575078.00        | $5349911.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $18190613.00       | $6220407.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $9675665.00        | $4742506.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5901%  | 0.0000% | $14747294.00       | $10835543.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $21207762.00       | $14420344.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $47872001.00       | $16370166.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5901%  | 0.0000% | $40523.00          | $35352.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7901%  | 0.0000% | $8549000.00        | $5462822.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7901%  | 0.0000% | $1846084.00        | $639259.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6401%  | 0.0000% | $32042175.00       | $11675941.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6601%  | 0.0000% | $12531745.00       | $9131278.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1401%  | 0.0000% | $1353798.00        | $378807.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.0401%  | 0.0000% | $1119174.00        | $314163.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0401%  | 0.0000% | $1195841.00        | $328097.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9401%  | 0.0000% | $26278600.00       | $7083836.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.8901%  | 0.0000% | $22689343.00       | $8881845.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $28005760.00       | $28384805.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $421193.00         | $428753.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8401%  | 0.0000% | $14848031.00       | $6234425.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9401%  | 0.0000% | $20224.00          | $9399.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $12013680.00       | $8451585.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7501%  | 0.0000% | $3523198.00        | $2022488.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7401%  | 0.0000% | $1252547.00        | $771865.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7401%  | 0.0000% | $5498400.00        | $3042682.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6401%  | 0.0000% | $6604832.00        | $5099171.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7401%  | 0.0000% | $11324596.00       | $6525287.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7501%  | 0.0000% | $1903995.00        | $1052787.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2901%  | 0.0000% | $104727.00         | $60080.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7901%  | 0.0000% | $1564390.00        | $1363193.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.1901%  | 0.0000% | $7159771.00        | $5072985.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0401%  | 0.0000% | $19689516.00       | $19425419.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $3328.00           | $3260.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4401%  | 0.0000% | $9278586.00        | $8938831.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7401%  | 0.0000% | $1000.00           | $986.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7401%  | 0.0000% | $1333438.00        | $1317993.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.3901%  | 0.0000% | $886605.00         | $886086.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8901%  | 0.0000% | $6144.00           | $5527.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0301%  | 0.0000% | $10000.00          | $9542.02           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2035-11-15      | 0.0000%  | 0.0000% | $2.24              | $1.46              | U.S. Treasuries (including strips)        |

### Security 103: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2039-09-25      | 2.5500%  | 0.0000% | $9000000.00        | $6036581.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 3.0000%  | 0.0000% | $2140000.00        | $644488.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.5000%  | 0.0000% | $250000.00         | $90533.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-12-25      | 3.8200%  | 0.0000% | $4999999.00        | $4820600.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-20      | 4.3859%  | 0.0000% | $100000.00         | $553.15            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 4.3486%  | 0.0000% | $3316179.00        | $264363.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 3.9786%  | 0.0000% | $2195120.00        | $782.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 4.4286%  | 0.0000% | $3000000.00        | $307596.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7901%  | 0.0000% | $100000000.00      | $51150213.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.7401%  | 0.0000% | $100000000.00      | $39116734.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 4.2901%  | 0.0000% | $34650000.00       | $22405598.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.7401%  | 0.0000% | $26255300.00       | $16920195.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8101%  | 0.0000% | $30000000.00       | $23268624.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.1901%  | 0.0000% | $43655000.00       | $38973133.32       | Agency Collateralized Mortgage Obligation |

### Security 104: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $75728400.00       | $72065613.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.7500%  | 0.0000% | $541841600.00      | $539934317.57      | U.S. Treasuries (including strips) |

### Security 105: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $330.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $400.00            | $448.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $600.00            | $441.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $184.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $86.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $3334000.00        | $2967030.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $400.00            | $393.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $389.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $2642400.00        | $2624039.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $5051400.00        | $6167786.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.76             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $952.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $400.00            | $381.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $1100.00           | $1034.22           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $24910200.00       | $22133805.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $261600.00         | $262124.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $5006800.00        | $5145114.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $49999800.00       | $51309205.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $7436700.00        | $7420188.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $800.00            | $852.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8022%  | 0.0000% | $200.00            | $200.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $449400.00         | $449944.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $64425300.00       | $63811406.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $800.00            | $780.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |

### Security 106: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 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: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $1301400.00        | $1076069.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $105.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $400.00            | $305.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $75.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $700.00            | $435.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $39295200.00       | $26249010.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $800.00            | $556.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $58974500.00       | $49199141.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $338900.00         | $296850.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $5860300.00        | $5541613.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $7940900.00        | $7811207.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $178.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $283.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $258.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $7500.00           | $7117.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $29229000.00       | $27481187.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $743000.00         | $660188.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $3739900.00        | $4004337.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $1100.00           | $1060.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $201.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $3480300.00        | $3550483.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $1400.00           | $1482.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $12864900.00       | $12934216.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $135800.00         | $134827.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $5056400.00        | $5062524.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $1119200.00        | $1147349.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $22374400.00       | $22326783.98       | U.S. Treasuries (including strips) |

### Security 107: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $16370800.00       | $17228362.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $900.00            | $667.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $19915000.00       | $15129089.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $400.00            | $266.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $2986400.00        | $1994901.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $500.00            | $348.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $70870000.00       | $59315934.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $6719500.00        | $6609755.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $178.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $389.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $1444500.00        | $1763742.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $76800.00          | $67173.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $190.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $64512900.00       | $61258136.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $48287300.00       | $48367698.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $20800.00          | $22170.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $23225100.00       | $23809239.05       | U.S. Treasuries (including strips) |

### Security 108: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-30      | 3.7462%  | 0.0000% | $61217800.00       | $61200046.84       | U.S. Treasuries (including strips) |

### Security 109: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **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: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $2358.00           | $41.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $11526.00          | $143.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1088.00           | $824.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $31764999.00       | $24782774.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-25      | 1.5449%  | 0.0000% | $14123515.00       | $5730841.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $29337143.00       | $28857661.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-05-01      | 4.0000%  | 0.0000% | $11743987.00       | $3359647.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $121444597.00      | $84422941.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $4915.00           | $4019.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $38431570.00       | $36513038.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $123167.00         | $23604.24          | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-11-20      | 4.8901%  | 0.0000% | $15408900.00       | $13422812.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.9401%  | 0.0000% | $66934800.00       | $55213698.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.2500%  | 0.0000% | $1413.00           | $172.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7601%  | 0.0000% | $475497.00         | $475580.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.6901%  | 0.0000% | $1256757.00        | $1245897.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $34040.00          | $32913.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $1375639.00        | $1269328.80        | Agency Collateralized Mortgage Obligation |

### Security 110: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $456000000.00
- **C.18.a - Value (excl. sponsor support):** $456000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $13226200.00       | $12755764.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $18650100.00       | $18871705.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $80573300.00       | $81330165.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $1068800.00        | $1078302.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $79354100.00       | $80694588.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $126496700.00      | $127158994.79      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $82254800.00       | $82370879.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 3.5000%  | 0.0000% | $30125300.00       | $30111590.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-31      | 4.0000%  | 0.0000% | $37789100.00       | $37727400.00       | U.S. Treasuries (including strips) |

### Security 111: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1022.00           | $215.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $165.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $1358.00           | $346.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $810.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $258539.00         | $139514.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $1043.00           | $846.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $723.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $4071.00           | $827.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 4.9952%  | 0.0000% | $6149.00           | $5176.61           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5452%  | 0.0000% | $21383152.00       | $19870816.66       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 4.6452%  | 0.0000% | $219904.00         | $219499.63         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2999296.00        | $497503.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $858.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2048.00           | $2000.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $477.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $638.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $86549.00          | $64930.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $770.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2024.00           | $1967.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1300.00           | $604.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1040.00           | $1016.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 3.5000%  | 0.0000% | $1000.00           | $64.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $81.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $1000.00           | $84.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1000.00           | $87.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $84.62             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $3279.00           | $474.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $1000.00           | $75.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1002.00           | $92.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $1033.00           | $106.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $103.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $1024.00           | $77.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $91.17             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $1000.00           | $73.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1218.00           | $106.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $2286.00           | $166.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1024.00           | $72.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $1024.00           | $58.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $8077.00           | $196.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $55802.00          | $4896.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1007.00           | $102.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1002.00           | $31.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $364.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1024.00           | $684.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $616.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $3381248.00        | $2018073.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $2039.00           | $1334.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1024.00           | $719.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $638.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $729.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1018.00           | $481.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $1120.00           | $1029.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $2024.00           | $1642.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $543.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $876.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $829.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $1008.00           | $859.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1550336.00        | $892820.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $420.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $1016.00           | $794.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1130.00           | $887.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1090.00           | $1089.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $807.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $782.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $769.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1008.00           | $592.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $162533048.00      | $159651937.89      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $2000.00           | $1479.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 4.7201%  | 0.0000% | $106200.00         | $100662.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $265664.00         | $152564.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $9541000.00        | $5978794.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.7001%  | 0.0000% | $15914946.00       | $5944772.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7901%  | 0.0000% | $10929.00          | $7877.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8401%  | 0.0000% | $76955473.00       | $55515937.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7401%  | 0.0000% | $52256128.00       | $32431321.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7101%  | 0.0000% | $1913200.00        | $1509173.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.7901%  | 0.0000% | $38364400.00       | $27053171.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.7101%  | 0.0000% | $45786500.00       | $32555728.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7901%  | 0.0000% | $33087542.00       | $26409386.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9401%  | 0.0000% | $1024.00           | $880.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.8401%  | 0.0000% | $10540200.00       | $6099410.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8401%  | 0.0000% | $705226.00         | $648946.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0901%  | 0.0000% | $5749120.00        | $4948691.11        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $100.00            | $36.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $219900.00         | $73940.06          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $751400.00         | $621298.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $155.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $709.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $15835300.00       | $15576674.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $192.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $2242800.00        | $2006507.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 2.7500%  | 0.0000% | $2500.00           | $2464.59           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $1900.00           | $1786.02           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $519200.00         | $520240.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $55600.00          | $57135.97          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $800.00            | $818.52            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $2176100.00        | $2156153.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $0.06              | $0.04              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $452.76            | $315.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 0.0000%  | 0.0000% | $98.97             | $67.24             | U.S. Treasuries (including strips)        |

### Security 112: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9B9Y73, C.3 - LEI: N/A, C.5 - Other ID: BIV9B9Y73
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $33770700.00       | $29537692.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $50400000.00       | $52055490.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $40129000.00       | $40806878.80       | U.S. Treasuries (including strips) |

### Security 113: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9BRXZ2, C.3 - LEI: N/A, C.5 - Other ID: BIV9BRXZ2
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $28229300.00       | $24690882.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $51047600.00       | $48005753.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $54000000.00       | $54803443.03       | U.S. Treasuries (including strips) |

### Security 114: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECD01, C.3 - LEI: N/A, C.5 - Other ID: BIV9ECD01
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $1288000.00        | $1283288.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $6508400.00        | $6439515.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $7600000.00        | $6674350.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $3096000.00        | $2950072.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $7700000.00        | $7525502.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $4873000.00        | $4920079.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $7864000.00        | $7993157.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $7573000.00        | $7585609.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $5000000.00        | $4972580.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 3.3750%  | 0.0000% | $658100.00         | $655930.53         | U.S. Treasuries (including strips) |

### Security 115: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.670000%
- **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: BIV9GL5L2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9GL5L2
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp | 2043-10-15      | 4.0000%  | 0.0000% | $1505962.00        | $1430849.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp | 2050-10-25      | 1.0000%  | 0.0000% | $24960291.00       | $11330858.85       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp | 2055-10-25      | 4.5000%  | 0.0000% | $17581439.00       | $17292384.33       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp | 2052-08-25      | 4.7500%  | 0.0000% | $36196416.00       | $35442478.70       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp | 2055-09-25      | 4.7500%  | 0.0000% | $817408.00         | $803429.01         | Agency Debentures and Agency Strips       |

### Security 116: Natixis

- **C.1 - Title:** Natixis 3.730000%
- **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: BIV9LFLY3, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9LFLY3
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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? 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 Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1433.00           | $1016.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $32561951.00       | $1446223.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-08-01      | 3.6500%  | 0.0000% | $5200000.00        | $5016757.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $3225000.00        | $2795367.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-01      | 3.6800%  | 0.0000% | $6136328.00        | $6020973.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $2545331.00        | $2278510.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 3.5100%  | 0.0000% | $5399000.00        | $4877605.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.9550%  | 0.0000% | $6104000.00        | $6067327.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.9600%  | 0.0000% | $10185920.00       | $9819288.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 4.0000%  | 0.0000% | $18099936.00       | $8878518.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.49            | Agency Mortgage-Backed Securities         |
| Federal Agricultural Mortgage Corp       | 2045-09-08      | 2.2500%  | 0.0000% | $4050000.00        | $2465518.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $524000.00         | $529299.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $30000000.00       | $29697518.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2716736.00        | $2616550.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2074-08-20      | 4.4401%  | 0.0000% | $3614208.00        | $3339350.32        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-06-18      | 0.0000%  | 0.0000% | $800.00            | $796.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $31096000.00       | $21501767.29       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $123.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $300.00            | $291.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 0.5000%  | 0.0000% | $9968000.00        | $13149509.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $197.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $700.00            | $966.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $24559000.00       | $24556293.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $6248300.00        | $6350927.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $20124200.00       | $19948088.09       | U.S. Treasuries (including strips)        |

### Security 117: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.710000%
- **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: BIV9LT182, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9LT182
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $165095949.00      | $101988992.86      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $365618531.00      | $255011007.57      | Agency Mortgage-Backed Securities |

### Security 118: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **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: BIV9LT1N9, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9LT1N9
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2027-10-15      | 3.5000%  | 0.0000% | $2587659.90        | $342.60            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 2.5000%  | 0.0000% | $8594154.15        | $5814.54           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 4.5000%  | 0.0000% | $3390108.15        | $171.56            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2034-03-15      | 4.0000%  | 0.0000% | $2106150.45        | $9439.54           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2047-09-15      | 4.5000%  | 0.0000% | $16743440.40       | $795631.08         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2033-01-01      | 2.5000%  | 0.0000% | $26912361.45       | $10704351.49       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 3.5000%  | 0.0000% | $17248005.75       | $12161793.79       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2052-03-01      | 2.0000%  | 0.0000% | $18797250.00       | $11856165.08       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2047-09-15      | 2.0000%  | 0.0000% | $18725728.95       | $3510923.01        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-08-25      | 6.0000%  | 0.0000% | $12892147.65       | $1803515.62        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-10-01      | 4.5000%  | 0.0000% | $1371564.60        | $1583.02           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $31894474.80       | $24913.64          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2034-08-01      | 5.5000%  | 0.0000% | $16038331.95       | $14139.99          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $1763851.50        | $2575.84           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-03-01      | 6.5000%  | 0.0000% | $1803677.85        | $2556.49           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $3603223.05        | $5783.50           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $2447413.20        | $1931.86           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $3206250.00        | $14279.53          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $10974449.85       | $9649093.93        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $15963722.85       | $12489416.50       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $5532811.95        | $4846904.91        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2056-04-01      | 4.5000%  | 0.0000% | $15784180.35       | $15231765.61       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $24969390.75       | $3762261.94        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $68056.80          | $9767.55           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $13650190.50       | $13359413.35       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $13308207.30       | $11797203.60       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.0000%  | 0.0000% | $11713763.55       | $11610476.66       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2051-01-25      | 1.5000%  | 0.0000% | $101250.00         | $7163.25           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-04-25      | 2.0000%  | 0.0000% | $28500.00          | $3276.52           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $11645308.65       | $11581536.59       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2041-03-01      | 4.5000%  | 0.0000% | $7566623.10        | $7361530.95        | Agency Mortgage-Backed Securities   |
| U.S. Treasury                         | 2026-06-04      | 0.0000%  | 0.0000% | $1771695.00        | $1765494.07        | U.S. Treasuries (including strips)  |
| U.S. Treasury                         | 2028-04-30      | 3.7462%  | 0.0000% | $8611290.00        | $8608792.73        | U.S. Treasuries (including strips)  |

### Security 119: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9MY3H8, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9MY3H8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $20.00             | $23.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $85840.00          | $82758.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $20.00             | $18.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $320.00            | $205.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $40.00             | $25.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $206580.00         | $117160.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $40.00             | $24.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $20.00             | $16.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $1605220.00        | $1457967.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $80.00             | $107.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $160.00            | $160.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $60.00             | $56.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $20.00             | $19.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $2804800.00        | $2463186.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $126620.00         | $154603.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $160.00            | $139.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $2720.00           | $3232.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $20.00             | $17.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $995340.00         | $1202486.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $20.00             | $19.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $8155620.00        | $7727087.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $4258700.00        | $4911795.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $240.00            | $241.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $20.00             | $19.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $5767680.00        | $6468625.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $5806580.00        | $6365545.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $863600.00         | $872835.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $681480.00         | $695222.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $30160.00          | $29497.69          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $420.00            | $422.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $2098260.00        | $2058817.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $203.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $5846480.00        | $6024770.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $48360800.00       | $50400254.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $7798000.00        | $7928646.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $144620.00         | $147078.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $2193400.00        | $2224438.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-09-30      | 3.8750%  | 0.0000% | $160.00            | $157.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $160.00            | $158.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $666420.00         | $661889.68         | U.S. Treasuries (including strips) |

### Security 120: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.670000%
- **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: BIV9NNWH9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9NNWH9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $80040.38          | $54195.83          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $81589.14          | $56148.59          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-09-01      | 2.7100%  | 0.0000% | $8621904.76        | $8250809.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.6700%  | 0.0000% | $8323809.52        | $8441108.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.7200%  | 0.0000% | $8031238.10        | $8143187.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 4.7300%  | 0.0000% | $7619047.62        | $7743544.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.2250%  | 0.0000% | $8014666.67        | $8019679.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.9700%  | 0.0000% | $8408571.43        | $8304793.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.8400%  | 0.0000% | $8182857.14        | $8037024.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $11682119.62       | $7416362.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 4.5286%  | 0.0000% | $10396562.29       | $911317.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.5286%  | 0.0000% | $11428552.38       | $1514272.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 4.5284%  | 0.0000% | $8000365.71        | $977229.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $36790285.71       | $8354557.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 4.0786%  | 0.0000% | $10401523.81       | $712575.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-02-20      | 4.2286%  | 0.0000% | $4509202.29        | $905134.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.0201%  | 0.0000% | $9523809.52        | $1954289.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 4.6801%  | 0.0000% | $3809523.81        | $1789008.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 4.1401%  | 0.0000% | $2726666.67        | $973889.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-05-20      | 4.3401%  | 0.0000% | $952380.95         | $225964.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.6401%  | 0.0000% | $28571428.57       | $8785484.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7401%  | 0.0000% | $190.48            | $66.22             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.9401%  | 0.0000% | $19047619.05       | $6895399.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7401%  | 0.0000% | $7081448.00        | $5226452.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8401%  | 0.0000% | $19047619.05       | $14067884.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8401%  | 0.0000% | $19047619.05       | $14687396.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9401%  | 0.0000% | $19047619.05       | $15414518.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1501%  | 0.0000% | $19047619.05       | $15834006.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3901%  | 0.0000% | $382976.00         | $258522.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6401%  | 0.0000% | $19047409.52       | $18648740.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $58476.19          | $53293.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.7500%  | 0.0000% | $402596.57         | $370086.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $9861.14           | $9748.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $543587.05         | $488978.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $9197714.29        | $8914172.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $11918299.43       | $11560158.20       | Agency Collateralized Mortgage Obligation |

### Security 121: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9NNWQ9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9NNWQ9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $33.33             | $49.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $16.67             | $11.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $3687016.67        | $2766239.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $487116.67         | $302178.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $16.67             | $10.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $16.67             | $10.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $16.67             | $11.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $4077633.33        | $2568627.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $30499033.33       | $20373212.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $16.67             | $10.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $316866.67         | $265207.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $13028516.67       | $10435988.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $33.33             | $28.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $16.67             | $14.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $28859900.00       | $27206142.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $366.67            | $354.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $7381000.00        | $7587654.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $750.00            | $936.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $16.67             | $23.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $33.33             | $29.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $66.67             | $80.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $16.67             | $17.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $6301000.00        | $6313633.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $2091766.67        | $2233498.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $16.67             | $16.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $112316.67         | $113402.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $3221183.33        | $3315622.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $16.67             | $16.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $335600.00         | $338349.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $2650.00           | $2681.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $7400000.00        | $7594828.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $8178783.33        | $8392971.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $2061800.00        | $2182894.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $4766.67           | $5080.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $33.33             | $33.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $133.33            | $131.69            | U.S. Treasuries (including strips) |

### Security 122: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9P4R36, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9P4R36
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $20.00             | $14.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $113610.00         | $73948.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $3461860.00        | $2554422.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $494790.00         | $319726.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $20.00             | $14.69             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $20.00             | $14.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $4807220.00        | $4941813.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $10.00             | $9.66              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $46150.00          | $45123.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $15000000.00       | $15232031.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $297320.00         | $286744.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $5000000.00        | $5082119.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $20000000.00       | $19560805.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $4376480.00        | $4474743.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $1345000.00        | $1386016.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $1959910.00        | $1983185.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $246560.00         | $246532.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $5766580.00        | $5754307.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $15000000.00       | $14858704.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $25339360.00       | $25199722.49       | U.S. Treasuries (including strips) |

### Security 123: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.770000%
- **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: BIV9PB542, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV9PB542
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **Characteristics:** C.9 Eligible 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 National Mortgage Association | 2052-09-25      | 4.0000%  | 0.0000% | $396965.00         | $242662.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-25      | 5.0000%  | 0.0000% | $2248455.00        | $1720301.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-11-25      | 5.1452%  | 0.0000% | $2267406.00        | $1210938.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-10-25      | 4.8452%  | 0.0000% | $2257416.00        | $1497819.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-08-25      | 5.5000%  | 0.0000% | $7281458.00        | $4451755.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-07-25      | 5.0000%  | 0.0000% | $109351189.00      | $87741984.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-25      | 5.5000%  | 0.0000% | $43277.00          | $33734.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-25      | 5.5000%  | 0.0000% | $1000.00           | $805.22            | Agency Collateralized Mortgage Obligation |

### Security 124: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corp. & Investment Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9PGKQ5, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9PGKQ5
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $57.60             | $43.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $86.40             | $68.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $14.40             | $10.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2055153.60        | $1735926.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $15552.00          | $13912.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $16660.80          | $15706.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $166176.00         | $148668.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $28.80             | $27.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $14.40             | $14.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $76881.60          | $76618.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $14.40             | $19.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $1166.40           | $1150.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $57.60             | $55.69             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $70574.40          | $97473.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $288230.40         | $391588.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $14.40             | $13.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $144.00            | $137.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $13021632.00       | $12357944.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $2735496.00        | $2605774.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $14.40             | $13.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $9273.60           | $11203.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $14.40             | $16.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $2716545.60        | $2908624.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $792.00            | $792.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $25077888.00       | $25318003.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $28.80             | $29.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $1596326.40        | $1767997.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $1970323.20        | $2028089.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $8837438.40        | $9017476.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $57.60             | $57.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $1687046.40        | $1714754.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $6231772.80        | $6512969.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $4881715.20        | $5019832.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $1648627.20        | $1681505.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $28.80             | $29.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $57.60             | $58.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $13464.00          | $13339.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $14.40             | $14.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $28.80             | $28.60             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $14.40             | $14.35             | U.S. Treasuries (including strips) |

### Security 125: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9PWCR7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9PWCR7
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2045-08-15      | 2.8750%  | 0.0000% | $7788064.29        | $5779896.89        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $1330842.86        | $866242.22         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $42.86             | $31.62             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-02-15      | 3.0000%  | 0.0000% | $3920657.14        | $2920452.80        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-05-15      | 3.1250%  | 0.0000% | $4071428.57        | $3092995.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $214285.71         | $156955.63         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $6428550.00        | $3987896.01        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-02-15      | 2.0000%  | 0.0000% | $3857142.86        | $2238802.96        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-08-15      | 1.3750%  | 0.0000% | $6428571.43        | $3128199.26        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 1.3750%  | 0.0000% | $5514578.57        | $3563450.35        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-02-15      | 1.8750%  | 0.0000% | $7928571.43        | $4385743.78        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 2.2500%  | 0.0000% | $946992.86         | $695440.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-08-15      | 2.0000%  | 0.0000% | $133842.86         | $75908.09          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-11-15      | 1.8750%  | 0.0000% | $8571428.57        | $4729003.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $21.43             | $14.92             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-02-15      | 2.3750%  | 0.0000% | $42.86             | $31.25             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-05-15      | 2.8750%  | 0.0000% | $4285714.29        | $2995005.86        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-08-15      | 3.0000%  | 0.0000% | $4071428.57        | $2886763.36        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-02-15      | 4.6250%  | 0.0000% | $1442035.71        | $1373804.96        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $1016400.00        | $1044857.35        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-11-15      | 4.6250%  | 0.0000% | $2761521.43        | $2666504.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-11-15      | 4.6250%  | 0.0000% | $968228.57         | $946688.94         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2033-05-15      | 3.3750%  | 0.0000% | $95507.14          | $92110.10          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-15      | 4.1250%  | 0.0000% | $7973464.29        | $8152490.45        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $66407.14          | $67195.79          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-09-30      | 3.5000%  | 0.0000% | $84921.43          | $84740.70          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-12-31      | 3.8750%  | 0.0000% | $20682750.00       | $20568773.65       | U.S. Treasuries (including strips) |

### Security 126: Societe Generale

- **C.1 - Title:** Societe Generale 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9R85N5, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9R85N5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $12525880.00       | $11826226.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $196825040.00      | $192173781.57      | U.S. Treasuries (including strips) |

### Security 127: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RE5U6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9RE5U6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $35414320.00       | $75357229.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $4576180.00        | $7595815.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-11-15      | 4.0000%  | 0.0000% | $13728400.00       | $13572905.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $5511520.00        | $5474052.69        | U.S. Treasuries (including strips) |

### Security 128: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 3.640000%
- **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: BIV9RLTQ3, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9RLTQ3
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $291666666.67      | $211903439.92      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $120569698.23      | $84296650.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 5.0000%  | 0.0000% | $5743645.83        | $302979.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $4341458.33        | $373726.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $364583.33         | $24642.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $38875.52          | $5855.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $51041.67          | $23191.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $56875.00          | $35135.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $54687.50          | $33360.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $142129.17         | $73598.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $4375.00           | $2292.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1458.33           | $697.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $218750.00         | $127641.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $111562.50         | $64635.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $138541.67         | $104373.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $401041.67         | $368683.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $109375.00         | $68358.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1458333.33        | $1079147.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $757190.73         | $600008.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1195833.33        | $956757.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $18229.17          | $9145.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $102083.33         | $74339.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $1458333.33        | $1077751.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-11-20      | 6.5000%  | 0.0000% | $2953151.25        | $1220156.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $850940.42         | $579321.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1136380.00        | $1005082.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1169918.02        | $848348.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $929526.35         | $840458.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1019377.92        | $748490.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1018610.83        | $746054.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $740357.19         | $626250.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $739440.63         | $701085.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $885145.63         | $812265.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1139697.71        | $900394.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $919956.77         | $776315.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1131455.21        | $799162.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1169072.19        | $738779.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $885226.56         | $541441.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1289339.48        | $964850.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $730253.85         | $314319.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $788194.17         | $430237.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $812502.40         | $589378.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $938850.21         | $948360.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $998584.27         | $981470.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $731656.04         | $409909.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1333569.27        | $1140364.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $687405.10         | $722544.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1112413.75        | $1049769.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1106813.02        | $861949.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $672838.54         | $705468.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $832196.46         | $191580.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1484627.81        | $1140034.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $791372.60         | $676532.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $753575.52         | $818809.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $812242.08         | $344053.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $1468084.48        | $555527.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $466908.02         | $476255.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.0000%  | 0.0000% | $107286.67         | $109428.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $201111.46         | $42302.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $1404301.35        | $953339.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $190149.90         | $198109.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $951172.40         | $298228.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $48575.63          | $50915.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $887063.33         | $727916.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2086161.15        | $1156224.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $920786.56         | $918368.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1093750.00        | $1114270.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $850992.19         | $879829.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $838697.71         | $866920.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 6.5000%  | 0.0000% | $364583.33         | $374040.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $358595.42         | $360124.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $975727.81         | $991015.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $619835.42         | $624408.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $853334.27         | $887522.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $544180.73         | $546074.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $899206.15         | $941613.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $119201.25         | $119056.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $777892.50         | $782645.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $771292.08         | $776045.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $835897.71         | $866088.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $875936.98         | $904498.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $898342.08         | $931784.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1117625.83        | $1126610.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $612115.73         | $615712.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $901919.38         | $917098.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $929290.10         | $964264.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $957753.13         | $993755.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $872569.69         | $905138.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $856375.63         | $888759.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $765070.10         | $795404.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $823270.73         | $851920.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 6.0000%  | 0.0000% | $776069.58         | $795914.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $109375.00         | $85764.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.0000%  | 0.0000% | $310981.56         | $285620.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $134895.83         | $124647.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $85305.21          | $63861.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $149767.19         | $144710.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $414301.56         | $434255.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $982573.23         | $398150.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $735069.27         | $761040.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $828891.88         | $835007.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $883763.13         | $890031.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $763729.90         | $767749.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $121346.46         | $122375.81         | Agency Mortgage-Backed Securities |

### Security 129: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RM2N7, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9RM2N7
- **C.18 - Value (incl. sponsor support):** $345687500.00
- **C.18.a - Value (excl. sponsor support):** $345687500.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 4.375 31-AUG-2028 | 2028-08-15      | 4.3750%  | 0.0000% | $100000000.00      | $101665444.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 31-MAR-2027 | 2027-03-31      | 3.8750%  | 0.0000% | $250000000.00      | $251008907.00      | U.S. Treasuries (including strips) |

### Security 130: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RM645, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9RM645
- **C.18 - Value (incl. sponsor support):** $140001637.50
- **C.18.a - Value (excl. sponsor support):** $140001637.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $244650000.00      | $100736548.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 31-JUL-2027          | 2027-07-31      | 3.8750%  | 0.0000% | $40405000.00       | $40791011.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $2245000.00        | $1271231.00        | U.S. Treasuries (including strips) |

### Security 131: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVMK1, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVMK1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2039-08-15      | 4.5000%  | 0.0000% | $600.00            | $596.19            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-08-15      | 3.8750%  | 0.0000% | $200.00            | $183.54            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.77             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-08-15      | 3.6250%  | 0.0000% | $300.00            | $256.47            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.99             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.39             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $137.77            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $1300.00           | $959.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.65             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.15             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $1015500.00        | $629956.74         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-05-15      | 1.2500%  | 0.0000% | $800.00            | $380.34            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $97.32             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $689000.00         | $460248.79         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $1000.00           | $696.07            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.91             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-08-15      | 3.0000%  | 0.0000% | $700.00            | $496.32            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-11-15      | 4.0000%  | 0.0000% | $149410900.00      | $137062020.60      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $260050500.00      | $250675565.97      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.45             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $1847000.00        | $1898712.63        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-11-15      | 3.1250%  | 0.0000% | $10550700.00       | $10500933.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-05-15      | 2.3750%  | 0.0000% | $6999900.00        | $6767523.51        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-03-31      | 2.5000%  | 0.0000% | $600.00            | $594.43            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |

### Security 132: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVMU9, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVMU9
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $303694300.00      | $290808491.43      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $120317700.00      | $119455864.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $400000000.00      | $405735653.04      | U.S. Treasuries (including strips) |

### Security 133: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.650000%
- **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: BIV9RVMY1, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9RVMY1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.5000%  | 0.0000% | $14636.40          | $121.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 5.6200%  | 0.0000% | $814.13            | $84.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $278.00            | $41.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $18592266.53       | $3019408.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 3.0000%  | 0.0000% | $133.47            | $7.47              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $15244666.67       | $3132531.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.0000%  | 0.0000% | $509.07            | $103.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $17915733.20       | $3764434.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $4045148.27        | $3204387.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.5000%  | 0.0000% | $1429500.00        | $203159.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 3.0000%  | 0.0000% | $133.33            | $24.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $136.53            | $32.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $11112800.00       | $2070830.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $3434406.40        | $2272623.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $511918.40         | $162595.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-03-01      | 2.5000%  | 0.0000% | $133.33            | $84.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 2.0000%  | 0.0000% | $136.53            | $68.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 2.0000%  | 0.0000% | $170.67            | $94.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-04-01      | 4.5000%  | 0.0000% | $383482.13         | $383326.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 1.5000%  | 0.0000% | $133.60            | $75.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $4199066.67        | $2680458.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.0000%  | 0.0000% | $133.33            | $136.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $1328.40           | $8.36              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 3.0000%  | 0.0000% | $2533333.33        | $1513797.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $434.40            | $0.34              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $162.13            | $0.26              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.5000%  | 0.0000% | $133.33            | $0.54              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $201.73            | $0.08              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $139.60            | $0.27              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $133.33            | $11.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 5.5000%  | 0.0000% | $133.33            | $0.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $122175.47         | $129549.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $133.33            | $134.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $9772933.33        | $2041211.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $10571200.00       | $1831723.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.0000%  | 0.0000% | $4563600.00        | $3332567.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $3332666.67        | $2052421.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2585570.13        | $2107400.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $133.47            | $108.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $4333333.33        | $3399162.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $136.53            | $116.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $6434747.73        | $5557837.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $116116.67         | $121943.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $110558.93         | $114998.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $107040.67         | $113792.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $133.33            | $132.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $133.33            | $131.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $133.33            | $132.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $133.33            | $132.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $133.33            | $135.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $133.33            | $132.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $133.33            | $138.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $133.33            | $134.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $258720.53         | $257499.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $133.33            | $120.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2254666.67        | $2070681.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1551317.33        | $1347309.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $12666.67          | $12089.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $133.33            | $130.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $3551820.80        | $3520404.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $133.33            | $47.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 3.0000%  | 0.0000% | $133.33            | $57.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $136.53            | $70.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.0000%  | 0.0000% | $133.33            | $65.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $133.33            | $25.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $16579333.33       | $2755854.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $29331729.07       | $2990647.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $8667.20           | $807.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $6361200.00        | $2652853.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $136.40            | $57.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $136.53            | $74.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $144000.00         | $95461.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $133.33            | $93.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $4400.00           | $3888.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $134.40            | $91.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $133.33            | $114.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2919313.73        | $2534506.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1733333.33        | $1663724.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1135842.00        | $1113653.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $5256874.67        | $5183095.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1680428.00        | $1684943.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $133661.33         | $136642.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $3738449.07        | $3556058.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1114150.40        | $1093071.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $291266.67         | $297358.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $540694.40         | $527926.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $2371345.07        | $1962653.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $136.53            | $123.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $7031722.67        | $6887355.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $136.53            | $137.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $11939341.20       | $1733749.82        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $3216400.00        | $2531659.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $10711479.07       | $8951587.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $465706.67         | $445588.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.0000%  | 0.0000% | $133.33            | $136.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $133.33            | $131.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1797529.60        | $1786513.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 7.0000%  | 0.0000% | $8063283.20        | $5203558.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1118052.00        | $1013191.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $2533333.33        | $2263646.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $11066.67          | $10704.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $1712901.60        | $1679378.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $133333.33         | $131443.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $4135808.00        | $4180985.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $3478.00           | $3450.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.5000%  | 0.0000% | $136.53            | $138.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $115791.47         | $118699.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $113011.60         | $119033.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $112757.20         | $92974.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $133.33            | $140.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $120325.87         | $126098.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 7.0000%  | 0.0000% | $113162.27         | $121461.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $133.33            | $131.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $2778914.13        | $2799393.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 4.5000%  | 0.0000% | $172848.00         | $166528.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $133.33            | $132.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $475226.67         | $470264.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 6.0000%  | 0.0000% | $133.33            | $137.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $133.33            | $135.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $41380266.67       | $18344733.18       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $3520000.00        | $2082274.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $593600.00         | $419427.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $13533333.33       | $11848304.63       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $7818413.33        | $7722234.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $333340.67         | $320381.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $12573333.33       | $12446560.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $5158666.67        | $5255115.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1466938.13        | $1323153.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $212.27            | $166.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $4000000.00        | $2913940.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1200000.00        | $1097139.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2000000.00        | $1655393.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6666666.67        | $6274776.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $3333333.33        | $3161367.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $2400000.00        | $2291571.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $5333333.33        | $5087240.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $5333333.33        | $4921348.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $6666666.67        | $6367194.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $5674160.13        | $5560699.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $4000000.00        | $3946568.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $13512262.93       | $13272740.46       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $6666666.67        | $6361462.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $266248.67         | $261746.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1022266.67        | $1017216.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $5049200.00        | $1442186.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.9001%  | 0.0000% | $6666666.67        | $6540459.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.7401%  | 0.0000% | $13333333.33       | $4377462.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.5401%  | 0.0000% | $13333333.33       | $5951174.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.4901%  | 0.0000% | $13333333.33       | $6137634.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6401%  | 0.0000% | $13333333.33       | $6634072.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5901%  | 0.0000% | $10634933.33       | $5205670.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7401%  | 0.0000% | $13333333.33       | $4611486.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6901%  | 0.0000% | $4546927.73        | $2352290.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1401%  | 0.0000% | $13333333.33       | $3731239.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $3600000.00        | $3759228.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.8401%  | 0.0000% | $6666532.13        | $3614329.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7401%  | 0.0000% | $6666666.67        | $3605149.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $13333333.33       | $10147839.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7901%  | 0.0000% | $6666666.67        | $4113560.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6901%  | 0.0000% | $13333333.33       | $7848788.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7401%  | 0.0000% | $13333333.33       | $10317317.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.7901%  | 0.0000% | $4000000.00        | $3026014.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.3401%  | 0.0000% | $18107142.80       | $17953253.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.6401%  | 0.0000% | $20101843.07       | $20081239.64       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $1851893.33        | $1849500.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-23      | 0.0000%  | 0.0000% | $2491853.33        | $2471170.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 0.0000%  | 0.0000% | $80.00             | $32.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $25346.67          | $22638.62          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $9744453.33        | $8546978.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $15866.67          | $13485.19          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $1412733.33        | $1092460.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 0.7500%  | 0.0000% | $333320.00         | $333382.21         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $13.33             | $9.23              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 1.0000%  | 0.0000% | $13.33             | $12.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $9590960.00        | $6153012.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $666653.33         | $480163.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $26.67             | $12.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $37333.33          | $19549.25          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 1.5000%  | 0.0000% | $494013.33         | $417278.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $45520.00          | $44776.56          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $93.33             | $89.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $26.67             | $24.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $336133.33         | $317486.46         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $2393880.00        | $2348780.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $60773.33          | $60695.45          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-11-15      | 4.6250%  | 0.0000% | $290146.67         | $280163.46         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2056-02-15      | 4.7500%  | 0.0000% | $773800.00         | $753386.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 4.6250%  | 0.0000% | $858400.00         | $828546.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 0.8750%  | 0.0000% | $1333333.33        | $1723116.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $87720.00          | $87399.11          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $5613.33           | $6862.39           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $13601573.33       | $11944956.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-15      | 0.1250%  | 0.0000% | $1525453.33        | $1862586.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $4464946.67        | $3880403.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 0.5000%  | 0.0000% | $6410133.33        | $6138150.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $65200.00          | $57027.47          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $5319573.33        | $5052636.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $140680.00         | $133509.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $5510240.00        | $4945532.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $10533.33          | $10033.83          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $266440.00         | $305706.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $1600000.00        | $1586227.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $634813.33         | $596749.67         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $172706.67         | $188881.03         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $2298880.00        | $2042655.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $840000.00         | $832204.95         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 0.1250%  | 0.0000% | $266613.33         | $307499.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $5910546.67        | $5735417.17        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $3333.33           | $3347.31           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $631013.33         | $585418.55         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $66.67             | $71.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $1390186.67        | $1342861.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $3442173.33        | $3380899.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $1604466.67        | $1706132.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $5166320.00        | $5209387.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $1223200.00        | $1309524.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $416893.33         | $412942.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $46800.00          | $47203.01          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $6533680.00        | $6714175.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $113733.33         | $116366.31         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $1600000.00        | $1630382.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $321066.67         | $314016.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $6398280.00        | $6437751.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $1855120.00        | $1847864.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $355080.00         | $348405.32         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $143293.33         | $141656.47         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $1345533.33        | $1348224.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $863480.00         | $915432.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $725840.00         | $747974.80         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $768866.67         | $774274.59         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $13.33             | $13.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-15      | 1.6250%  | 0.0000% | $799986.67         | $833723.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $3360120.00        | $3387831.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $1303533.33        | $1309687.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $476160.00         | $476736.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $284466.67         | $285338.51         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $1920000.00        | $1902189.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-09-30      | 3.8750%  | 0.0000% | $1282720.00        | $1265324.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $6533.33           | $6519.43           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 3.6250%  | 0.0000% | $1198160.00        | $1179286.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $7429733.33        | $7388988.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $132400.00         | $133202.57         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.3750%  | 0.0000% | $466.67            | $469.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-30      | 3.7500%  | 0.0000% | $400040.00         | $396271.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 3.5000%  | 0.0000% | $306746.67         | $304641.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.6250%  | 0.0000% | $898200.00         | $894093.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $2083120.00        | $2089289.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-01-15      | 1.8750%  | 0.0000% | $1698120.00        | $1708175.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 3.7500%  | 0.0000% | $303200.00         | $302454.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-15      | 3.5000%  | 0.0000% | $499200.00         | $495806.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 3.8750%  | 0.0000% | $1022000.00        | $1014876.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-04-30      | 4.1250%  | 0.0000% | $960000.00         | $954955.20         | U.S. Treasuries (including strips)        |

### Security 134: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVN20, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVN20
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 7.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Note 1.625 05/15/2031 | 2031-05-15      | 1.6250%  | 0.0000% | $1700000000.00     | $179240342.00      | U.S. Treasuries (including strips) |
| T Note 4.625 04/30/2031 | 2031-04-30      | 4.6250%  | 0.0000% | $1700000000.00     | $366842696.40      | U.S. Treasuries (including strips) |
| T Note 4.625 05/31/2031 | 2031-05-31      | 4.6250%  | 0.0000% | $1700000000.00     | $338538853.50      | U.S. Treasuries (including strips) |
| T Note 4.25 06/30/2031  | 2031-06-30      | 4.2500%  | 0.0000% | $1700000000.00     | $753715817.00      | U.S. Treasuries (including strips) |
| T Note 3.875 04/30/2031 | 2031-04-30      | 3.8750%  | 0.0000% | $1700000000.00     | $95662485.59       | U.S. Treasuries (including strips) |

### Security 135: Natixis

- **C.1 - Title:** Natixis 3.650000%
- **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: BIV9RVN38, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9RVN38
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 3.0000%  | 0.0000% | $359.70            | $28.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $5300998.50        | $706333.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $50708.40          | $40075.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $90715.20          | $74494.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $316.80            | $192.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $516.90            | $277.90            | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2041-12-16      | 2.9200%  | 0.0000% | $1267500.00        | $963133.82         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-04-25      | 3.1199%  | 0.0000% | $644.70            | $276.04            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $663.30            | $567.63            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 4.8452%  | 0.0000% | $12397305.60       | $7268600.45        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $4989166.50        | $4331573.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $403397.70         | $419312.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $282206.70         | $298197.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $434287.50         | $446474.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $166635.60         | $157662.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0900%  | 0.0000% | $299968.50         | $257151.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $177490.50         | $100163.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $840518.40         | $701358.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $300.00            | $306.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 4.4200%  | 0.0000% | $37658.40          | $37842.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $28527.60          | $29050.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $13979250.00       | $14159617.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $6472878.00        | $6733411.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $2809950.00        | $2902479.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $300.00            | $301.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $8568537.00        | $8567276.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.6700%  | 0.0000% | $97571.10          | $97702.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $17412321.00       | $10900144.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $802834.80         | $519682.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2723232.00        | $2697325.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $300.00            | $263.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $8808834.30        | $8101814.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $10185738.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $10185738.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $16111429.20       | $15034232.46       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $310417.50         | $323696.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $393476.10         | $411425.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $778483.80         | $666563.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $896448.00         | $813909.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $372.00            | $367.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $3475542.00        | $3347374.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2068-04-20      | 4.1684%  | 0.0000% | $480393.60         | $181062.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.4901%  | 0.0000% | $1500000.00        | $409788.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 5.1401%  | 0.0000% | $300000.00         | $239308.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 4.4401%  | 0.0000% | $276480.00         | $255453.91         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2044-05-15      | 0.0000%  | 0.0000% | $60.00             | $24.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $30.00             | $10.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 5.5000%  | 0.0000% | $150.00            | $156.76            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $424980.00         | $417260.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $30.00             | $23.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $1499730.00        | $1279974.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $30.00             | $26.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $120.00            | $92.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $630.00            | $480.38            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $344970.00         | $237260.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $30.00             | $19.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 3.0000%  | 0.0000% | $60.00             | $44.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $4630920.00        | $4462650.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $30.00             | $22.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $3208710.00        | $2336847.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 1.0000%  | 0.0000% | $2348400.00        | $2164468.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $420.00            | $300.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $48720.00          | $30192.73          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $179070.00         | $85035.34          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $6000000.00        | $3724918.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $30.00             | $19.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $90.00             | $49.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 0.1250%  | 0.0000% | $177240.00         | $118051.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $5251950.00        | $3305844.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $30.00             | $16.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $450.00            | $269.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $30.00             | $21.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $159000.00         | $132426.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $30.00             | $27.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $253.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $30.00             | $26.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $4523400.00        | $4053913.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $262.59            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $400230.00         | $393298.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $210.00            | $210.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $239250.00         | $213879.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $2756880.00        | $2656194.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $283.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $300.00            | $294.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $30.00             | $29.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $30.00             | $29.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2056-02-15      | 4.7500%  | 0.0000% | $30.00             | $29.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 0.3750%  | 0.0000% | $120.00            | $160.66            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 2.7500%  | 0.0000% | $30.00             | $29.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $30.00             | $29.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $25410.00          | $25487.39          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $109860.00         | $110568.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $1289940.00        | $1781411.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $30.00             | $29.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $8282970.00        | $7263220.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $3419970.00        | $2986702.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $3600300.00        | $3416529.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $2633700.00        | $2306936.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $30.00             | $28.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $1890.00           | $1693.59           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 1.2500%  | 0.0000% | $630.00            | $597.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-15      | 0.1250%  | 0.0000% | $270.00            | $309.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 0.6250%  | 0.0000% | $264870.00         | $263223.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $445620.00         | $418654.89         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $2102280.00        | $1823759.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $270.00            | $326.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $281.74            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $30.00             | $26.11             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $30.00             | $29.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $1630830.00        | $1627490.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $16092810.00       | $16153954.32       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $240.00            | $234.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $183900.00         | $186451.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $212970.00         | $205385.01         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $7375890.00        | $7421033.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $300.00            | $288.82            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $180.00            | $180.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $1799970.00        | $1826052.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 4.1250%  | 0.0000% | $900000.00         | $912574.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $646800.00         | $650686.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $240.00            | $245.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $2025780.00        | $2083127.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $513660.00         | $520502.57         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $481140.00         | $514463.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $12697140.00       | $12552986.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $1267500.00        | $1286189.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $30.00             | $32.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $30.00             | $30.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $27966000.00       | $28910903.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $325830.00         | $333043.35         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $5012400.00        | $5105289.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $30.00             | $30.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $496560.00         | $501736.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $3339780.00        | $3377958.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-07-15      | 1.8750%  | 0.0000% | $450.00            | $475.69            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $357480.00         | $348986.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $900180.00         | $905631.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $30.00             | $29.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $90.00             | $88.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $2967600.00        | $2970529.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $90.00             | $90.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $8760.00           | $8868.79           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $6589680.00        | $6733372.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $330.00            | $337.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $300.00            | $304.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $1269120.00        | $1311098.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $2667600.00        | $2713398.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $4469790.00        | $4553146.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $809940.00         | $862281.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $3359400.00        | $3455191.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $5358120.00        | $5372365.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $5358120.00        | $5372365.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $330.00            | $329.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $302.96            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $5703960.00        | $5692026.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $2400000.00        | $2401200.53        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $14998500.00       | $15035828.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $7007730.00        | $6946403.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $300.00            | $297.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $13499700.00       | $13416406.85       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-10-31      | 3.7500%  | 0.0000% | $5310.00           | $5171.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-15      | 1.1250%  | 0.0000% | $300.00            | $301.95            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $578160.00         | $581114.24         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-01-15      | 1.8750%  | 0.0000% | $21120.00          | $21214.48          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 3.7500%  | 0.0000% | $360.00            | $358.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.1250%  | 0.0000% | $95820.00          | $94427.00          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 3.8750%  | 0.0000% | $270.00            | $269.84            | U.S. Treasuries (including strips)        |

### Security 136: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.650000%
- **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: BIV9RVN53, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9RVN53
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $39115357.85       | $26729075.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $2041116.00        | $1445465.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $8142873.60        | $589109.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $68777021.45       | $13283755.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1871225.60        | $771146.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $150000000.00      | $13836655.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $50.00             | $4.63              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $41489300.00       | $26502071.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $16239651.90       | $11516291.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $33931517.70       | $25650799.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $10811413.50       | $8730759.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $81077751.95       | $61302851.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $24890227.65       | $18132162.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $20462765.60       | $20155966.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $42523200.00       | $26353884.67       | Agency Mortgage-Backed Securities |

### Security 137: Natixis

- **C.1 - Title:** Natixis 3.660000%
- **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: BIV9RVN95, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9RVN95
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2037-11-01      | 2.4000%  | 0.0000% | $2326284.63        | $1838505.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-01      | 3.4450%  | 0.0000% | $509033.05         | $492804.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.8500%  | 0.0000% | $630947.37         | $608013.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 3.3700%  | 0.0000% | $1890635.37        | $1634954.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 1.6100%  | 0.0000% | $2348771.37        | $1848489.98        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2040-08-15      | 3.8750%  | 0.0000% | $63.16             | $57.87             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-08-15      | 1.5000%  | 0.0000% | $15788715.79       | $15731881.12       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-08-15      | 2.2500%  | 0.0000% | $6876252.63        | $6764929.18        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-05-15      | 2.3750%  | 0.0000% | $63.16             | $62.90             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-11-30      | 1.6250%  | 0.0000% | $17192968.42       | $17098477.09       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-08-15      | 0.6250%  | 0.0000% | $27366000.00       | $23748149.79       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-02-15      | 1.1250%  | 0.0000% | $15156947.37       | $13276420.72       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-04-30      | 2.7500%  | 0.0000% | $7369768.42        | $7291825.75        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-02-15      | 3.5000%  | 0.0000% | $6316294.74        | $6091337.98        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-03-31      | 3.6250%  | 0.0000% | $21373957.89       | $21312364.81       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-04-30      | 3.5000%  | 0.0000% | $63.16             | $61.94             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-04-30      | 4.6250%  | 0.0000% | $20344042.11       | $20839216.09       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-06-30      | 4.2500%  | 0.0000% | $684631.58         | $699788.23         | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-11-30      | 4.1250%  | 0.0000% | $23986105.26       | $24390078.06       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-01-31      | 4.3750%  | 0.0000% | $16846610.53       | $17221215.39       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-02-15      | 4.2500%  | 0.0000% | $15222947.37       | $15436644.75       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-03-31      | 4.1250%  | 0.0000% | $126.32            | $126.50            | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-04-15      | 3.7500%  | 0.0000% | $1930736.84        | $1926695.59        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-05-15      | 3.7500%  | 0.0000% | $63.16             | $64.00             | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-05-31      | 4.1250%  | 0.0000% | $7660926.32        | $7771641.64        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-07-31      | 4.0000%  | 0.0000% | $18947368.42       | $18939112.18       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2035-08-15      | 4.2500%  | 0.0000% | $23368989.47       | $23320097.93       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-08-15      | 3.6250%  | 0.0000% | $20780905.26       | $20791300.31       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-10-31      | 3.6250%  | 0.0000% | $15789284.21       | $15517866.41       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-01-31      | 3.7500%  | 0.0000% | $126.32            | $125.81            | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-04-15      | 3.8750%  | 0.0000% | $21420631.58       | $21407738.82       | U.S. Treasuries (including strips) |

### Security 138: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNA2, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9RVNA2
- **C.18 - Value (incl. sponsor support):** $101171000.00
- **C.18.a - Value (excl. sponsor support):** $101171000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $8.09              | $8.08              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $2347.17           | $2331.00           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-18      | 0.0000%  | 0.0000% | $8485462.67        | $8444732.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-12      | 0.0000%  | 0.0000% | $647.49            | $646.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-26      | 0.0000%  | 0.0000% | $169481.66         | $169059.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-23      | 0.0000%  | 0.0000% | $18931.12          | $18830.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-08      | 0.0000%  | 0.0000% | $242769.93         | $238906.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $1982.95           | $2028.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $8.09              | $8.04              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $8.09              | $6.52              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $5495.61           | $4203.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $16.19             | $12.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $7991060.23        | $6831519.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $8222320.95        | $7211897.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $8.09              | $6.88              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $4046840.00        | $3172464.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $8.09              | $5.67              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $56.66             | $39.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $8.09              | $5.72              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $112170.31         | $79819.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $32.37             | $23.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $87403.65          | $69178.99          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $16.19             | $14.93             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $32682.28          | $23437.96          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $26522.99          | $15394.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $8.09              | $5.83              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $531123.47         | $252508.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $1092671.08        | $531703.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $6313.07           | $3305.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $7820429.27        | $4926329.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $537404.16         | $394651.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $842883.93         | $478036.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $1467109.00        | $809429.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $802973.99         | $558922.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $8.09              | $4.86              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $709993.80         | $517651.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $8.09              | $5.66              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $461339.76         | $400670.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $387323.06         | $313472.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $22969.86          | $20613.53          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $8.09              | $7.09              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $21982.43          | $21623.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $72.84             | $65.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $923488.89         | $908227.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $8.09              | $7.64              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $8.09              | $7.94              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $313273.98         | $308400.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $1845189.07        | $1781700.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $3601703.79        | $3521578.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 4.7500%  | 0.0000% | $715529.87         | $696653.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $8.09              | $7.98              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $2751.85           | $2712.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $24.28             | $23.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $277467.54         | $376966.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $3804.03           | $3790.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $3965903.20        | $3937202.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $8.09              | $7.94              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $84109.52          | $81082.71          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $5795228.66        | $7076005.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $8.09              | $7.76              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $38695.88          | $33629.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $25090.41          | $24025.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $7446.19           | $6512.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $5195567.91        | $4663108.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $695837.95         | $662840.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $8.09              | $9.29              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $8.09              | $7.03              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $8.09              | $7.61              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $228241.78         | $249617.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $521548.65         | $506095.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $4036382.97        | $3898975.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $116047.18         | $117029.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $154589.29         | $151837.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $56655.76          | $58264.84          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $160772.86         | $162113.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $33969.17          | $36978.65          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $1532457.37        | $1572241.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $48489.24          | $49440.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $158474.25         | $162143.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $4718315.97        | $4807911.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $3770246.58        | $3755500.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $80.94             | $85.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $1978742.89        | $2023171.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $635588.60         | $647395.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $80718.27          | $82122.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $804859.82         | $829404.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $178894.61         | $180659.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $4046.84           | $4104.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $159939.21         | $161258.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $997821.25         | $1007686.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $80977.27          | $81075.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $809359.91         | $809268.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $2832788.00        | $2836785.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $80742.55          | $80990.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-15      | 1.1250%  | 0.0000% | $1271711.38        | $1280817.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $404675.91         | $407197.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $81616.67          | $81056.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-01-15      | 1.8750%  | 0.0000% | $273258.82         | $274876.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 3.7500%  | 0.0000% | $8085.59           | $8065.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $81195.80          | $80885.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $17319423.02       | $17201685.58       | U.S. Treasuries (including strips) |

### Security 139: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.650000%
- **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: BIV9RVNB0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9RVNB0
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $2288.00           | $482.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $650.00            | $151.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $650.00            | $107.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $655.20            | $237.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $655.20            | $558.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $133506.10         | $72043.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $7294840.80        | $973733.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $3439.80           | $699.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $276172.00         | $70472.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | 0.0000% | $3982851.60        | $2426176.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-25      | 5.0452%  | 0.0000% | $650.00            | $536.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 4.9952%  | 0.0000% | $39468832.00       | $33227291.08       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5452%  | 0.0000% | $101693815.60      | $94501463.85       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 4.6452%  | 0.0000% | $171724.80         | $171409.03         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $650.00            | $413.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $650.00            | $557.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $665.60            | $650.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $665.60            | $310.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $665.60            | $415.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $650.00            | $500.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $670.80            | $652.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $676.00            | $660.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $665.60            | $383.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $17779450.00       | $17464286.08       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7901%  | 0.0000% | $656.50            | $575.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8401%  | 0.0000% | $41693520.70       | $34468492.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $354265.60         | $203445.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $23352550.00       | $14633697.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8201%  | 0.0000% | $27276071.55       | $10399958.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7401%  | 0.0000% | $65000000.00       | $36834349.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6601%  | 0.0000% | $29590712.45       | $21866106.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7101%  | 0.0000% | $650.00            | $512.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.6901%  | 0.0000% | $665.60            | $528.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6901%  | 0.0000% | $1837615.65        | $1497080.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0401%  | 0.0000% | $650.00            | $406.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0401%  | 0.0000% | $845.00            | $570.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.8901%  | 0.0000% | $21228350.00       | $19167825.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8401%  | 0.0000% | $3151309.20        | $2899824.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0901%  | 0.0000% | $7871718.40        | $6775767.92        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $65.00             | $41.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $130.00            | $125.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $65.00             | $58.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $65.00             | $59.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $65.00             | $61.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $130.00            | $126.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $649935.00         | $651959.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 1.6250%  | 0.0000% | $60385.00          | $59941.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $17550.00          | $16096.34          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $4579900.00        | $4391065.97        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $69615.00          | $66309.30          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $650.00            | $619.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $3436940.00        | $3230761.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $801515.00         | $809189.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $6134505.00        | $6046347.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $3835.00           | $3866.97           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $55835.00          | $57284.53          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $31135.00          | $31545.44          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $260.00            | $261.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $585.00            | $594.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $1393470.00        | $1390504.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $649935.00         | $644642.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.1250%  | 0.0000% | $1047735.00        | $1034306.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 3.8750%  | 0.0000% | $15542865.00       | $15434531.23       | U.S. Treasuries (including strips)        |

### Security 140: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.650000%
- **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: BIV9RVNH7, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9RVNH7
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $178003.55         | $189775.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $307973.22         | $131871.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1077250.00        | $1022183.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $9326040.00        | $9145479.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $8269499.55        | $8261600.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $4417351.35        | $4466527.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $9835835.00        | $10008838.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $241898.58         | $212627.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $347233.33         | $304727.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $4647601.22        | $3978941.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $369210.00         | $339020.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $426250.00         | $419979.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.0000%  | 0.0000% | $274899.78         | $271491.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $11927250.00       | $9979899.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $4998181.92        | $4514337.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.5000%  | 0.0000% | $10770828.48       | $10788824.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $10843885.25       | $10993883.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $951633.19         | $773595.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $723809.85         | $717551.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $93000.00          | $92243.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $17539335.00       | $7775552.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $6820000.00        | $5293321.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $6510000.00        | $4650274.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $7750000.00        | $5476480.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $9772750.00        | $5152569.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $15500000.00       | $11278074.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $7750000.00        | $6882700.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $7750000.00        | $6971919.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1429652.26        | $1421367.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $6200000.00        | $4854439.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $9300000.00        | $8153390.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $7750000.00        | $7429799.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1459074.21        | $1451866.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $4650000.00        | $4694842.96        | Agency Mortgage-Backed Securities |

### Security 141: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNJ3, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVNJ3
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 5.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $108750000.00      | $99641238.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $67000000.00       | $75025347.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $81617300.00       | $81617133.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $115600000.00      | $88669466.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $114000000.00      | $84478226.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $121750000.00      | $79121605.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $113500000.00      | $85046333.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $129090000.00      | $91149357.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $107000000.00      | $78453221.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $177186600.00      | $97687945.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $79852000.00       | $67392930.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $110750000.00      | $89589321.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $74500000.00       | $74533656.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $90000000.00       | $84735918.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $101400000.00      | $97858347.26       | U.S. Treasuries (including strips) |

### Security 142: Fixed Income Clearing Corp. - ING Financial Markets, LLC

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNK0, C.3 - LEI: N/A, C.5 - Other ID: BIV9RVNK0
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-02-18      | 0.0000%  | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $300.00            | $186.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $25000000.00       | $20924204.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $102967600.00      | $97255509.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $24999900.00       | $24284303.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $425493000.00      | $369740758.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $993.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $10000000.00       | $10005052.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 3.7500%  | 0.0000% | $12500000.00       | $12469282.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 3.3750%  | 0.0000% | $74999900.00       | $74752657.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $53762000.00       | $53566856.28       | U.S. Treasuries (including strips) |

### Security 143: Societe Generale

- **C.1 - Title:** Societe Generale 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RVNW4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9RVNW4
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $316.67            | $369.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $109952683.33      | $107881236.74      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $147819208.33      | $143843306.92      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $316.67            | $395.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $316.67            | $297.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $316.67            | $355.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $91782983.33       | $91967005.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $411.67            | $414.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $950.00            | $964.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $316.67            | $344.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $97545715.00       | $100113913.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $316.67            | $324.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $633.33            | $640.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $633.33            | $641.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $633.33            | $636.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $316.67            | $323.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $316.67            | $322.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $316.67            | $337.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $1298.33           | $1337.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $633.33            | $640.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $316.67            | $318.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $633.33            | $649.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $316.67            | $317.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.7500%  | 0.0000% | $40795058.33       | $40684911.68       | U.S. Treasuries (including strips) |

### Security 144: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9RW2G0, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9RW2G0
- **C.18 - Value (incl. sponsor support):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $59645800.00       | $58680806.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $109062000.00      | $109619276.69      | U.S. Treasuries (including strips) |

### Security 145: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.670000%
- **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: BIV9RW7A8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9RW7A8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $332158926.00      | $231673657.68      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $100175627.00      | $96793198.04       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $700.00            | $699.02            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-07-09      | 0.0000%  | 0.0000% | $200.00            | $198.60            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-07      | 0.0000%  | 0.0000% | $700.00            | $699.51            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-21      | 0.0000%  | 0.0000% | $300.00            | $299.37            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-28      | 0.0000%  | 0.0000% | $800.00            | $797.78            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-06-04      | 0.0000%  | 0.0000% | $7801700.00        | $7774394.05        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-06-18      | 0.0000%  | 0.0000% | $400.00            | $398.04            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-07-02      | 0.0000%  | 0.0000% | $200.00            | $198.74            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-05      | 0.0000%  | 0.0000% | $500.00            | $499.75            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-07-16      | 0.0000%  | 0.0000% | $800.00            | $793.83            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-07-23      | 0.0000%  | 0.0000% | $800.00            | $793.27            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-12      | 0.0000%  | 0.0000% | $500.00            | $499.40            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-19      | 0.0000%  | 0.0000% | $200.00            | $199.62            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-26      | 0.0000%  | 0.0000% | $200.00            | $199.48            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-06-02      | 0.0000%  | 0.0000% | $600.00            | $598.02            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-02-18      | 0.0000%  | 0.0000% | $700000.00         | $679469.00         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-06-09      | 0.0000%  | 0.0000% | $1417800.00        | $1412128.80        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-06-16      | 0.0000%  | 0.0000% | $600.00            | $597.18            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $25426500.00       | $18604127.54       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $54000.00          | $55434.14          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Invesco Treasurer's Series Trust

**Date:** 2026-05-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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