# EDGAR Filing Document

**Accession Number:** 0000798290
**File Stem:** 0001410368-26-022013
**Filing Date:** 2026-3
**Character Count:** 365642
**Document Hash:** b292ae737fc1c52b53138a46c931bb97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022013.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0001410368-26-022013

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HSBC FUNDS
- **CENTRAL INDEX KEY:** 0000798290

**ORGANIZATION NAME:**
- **EIN:** 043084306
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04782
- **FILM NUMBER:** 26724439

**BUSINESS ADDRESS:**
- **STREET 1:** C/O HSBC FUNDS
- **STREET 2:** 66 HUDSON BOULEVARD E
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 1-800-782-8183

**MAIL ADDRESS:**
- **STREET 1:** C/O HSBC FUNDS
- **STREET 2:** 66 HUDSON BOULEVARD E
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HSBC INVESTOR FUNDS
- **DATE OF NAME CHANGE:** 20010531

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** REPUBLIC FUNDS
- **DATE OF NAME CHANGE:** 19941013

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FUNDTRUST /NY
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### HSBC U.S. Government Money Market Fund (Series ID: S000005047)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000013784 | Y Shares                   | RGYXX           |
| C000013787 | Class A Shares             | HGDXX           |
| C000013788 | I Shares                   | HGIXX           |
| C000167214 | Intermediary Class         | HGGXX           |
| C000167215 | Intermediary Service Class | HGFXX           |
| C000238466 | Class P                    | HGPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000798290

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** The HSBC Funds

**CIK Number of Registrant:** 0000798290

**LEI of Registrant:** 213800JVHAGFQYZSO120

**Name of Series:** HSBC U.S. Government Money Market Fund

**LEI of Series:** 213800MK2OTSN7TSAV83

**EDGAR Series Identifier:** S000005047

**Total number of share classes in the series:** 6

**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            | HSBC Global Asset Management (USA) Inc.                   | 801-25999         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: New York<br>State: NY |  |
| Administrator                 | HSBC Global Asset Management (USA) Inc.                   |  |
| Transfer Agent                | State Street Bank and Trust Co.<br>CIK: 0000839287        | 085-05003         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-07647

- **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:** 44 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $45362525545.76

- **Amortized Cost of Portfolio Securities:** $45359931840.68

- **Cash:** $587540.14

- **Total Other Assets:** $89096842.61

- **Total Liabilities:** $574157102.01

- **Net Assets of Series:** $44875459121.42

- **Number of Shares Outstanding (Series):** 44875962251.6660

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $34094928556.14           | $34219233754.86            | 70.4400%                  | 70.6900%                   |
| 2026-02-03 | $33696213416.31           | $33820529698.05            | 69.3900%                  | 69.6500%                   |
| 2026-02-04 | $34177047823.28           | $34301377737.20            | 69.7000%                  | 69.9500%                   |
| 2026-02-05 | $34315566533.18           | $34439908862.24            | 69.7600%                  | 70.0100%                   |
| 2026-02-06 | $33203026843.80           | $33327380377.61            | 69.8400%                  | 70.1000%                   |
| 2026-02-09 | $34383104717.54           | $34607494692.68            | 70.0100%                  | 70.4600%                   |
| 2026-02-10 | $34001821193.76           | $34126233347.26            | 69.6300%                  | 69.8800%                   |
| 2026-02-11 | $33749919051.00           | $33874333416.00            | 69.4700%                  | 69.7200%                   |
| 2026-02-12 | $35670070318.62           | $35794487094.62            | 70.5900%                  | 70.8400%                   |
| 2026-02-13 | $33431484419.65           | $33780902982.94            | 67.9900%                  | 68.7100%                   |
| 2026-02-17 | $32773575089.36           | $33123003065.14            | 66.8100%                  | 67.5200%                   |
| 2026-02-18 | $32979717176.29           | $33479147685.63            | 66.9600%                  | 67.9700%                   |
| 2026-02-19 | $31555791641.87           | $32215224498.10            | 65.4300%                  | 66.8000%                   |
| 2026-02-20 | $29212961590.06           | $29547397572.73            | 63.7600%                  | 64.4900%                   |
| 2026-02-23 | $30143940686.20           | $30728383471.79            | 64.4500%                  | 65.7000%                   |
| 2026-02-24 | $29173999365.34           | $29608445193.65            | 63.9100%                  | 64.8600%                   |
| 2026-02-25 | $29019178065.37           | $29293626145.04            | 63.9500%                  | 64.5600%                   |
| 2026-02-26 | $28589011214.33           | $28863461668.11            | 63.6100%                  | 64.2200%                   |
| 2026-02-27 | $29013851878.69           | $29038305328.69            | 63.8300%                  | 63.8900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7500%             |
| 2026-02-03 | 3.7500%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7300%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7300%             |
| 2026-02-11 | 3.7200%             |
| 2026-02-12 | 3.7200%             |
| 2026-02-13 | 3.7200%             |
| 2026-02-17 | 3.7200%             |
| 2026-02-18 | 3.7300%             |
| 2026-02-19 | 3.7300%             |
| 2026-02-20 | 3.7300%             |
| 2026-02-23 | 3.7300%             |
| 2026-02-24 | 3.7300%             |
| 2026-02-25 | 3.7300%             |
| 2026-02-26 | 3.7300%             |
| 2026-02-27 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0000                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0000                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 1.0000                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0000                      |
|  |  |

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

### Class: Class Y

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2368142852.62

- **Number of Shares Outstanding:** 2368113549.9010

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $114233518.79             | $88261755.10            |
| 2026-02-03 | $28095771.89              | $84457813.34            |
| 2026-02-04 | $35789123.17              | $679331965.24           |
| 2026-02-05 | $180719918.48             | $22258553.59            |
| 2026-02-06 | $190430074.91             | $87257790.42            |
| 2026-02-09 | $33430684.31              | $225369497.70           |
| 2026-02-10 | $32108673.16              | $108279762.98           |
| 2026-02-11 | $14630493.13              | $66547493.87            |
| 2026-02-12 | $23657185.59              | $47198385.02            |
| 2026-02-13 | $55164210.24              | $32569116.13            |
| 2026-02-17 | $76973278.12              | $103839771.52           |
| 2026-02-18 | $258325225.10             | $28699162.67            |
| 2026-02-19 | $23133350.09              | $116779680.33           |
| 2026-02-20 | $32323706.59              | $32292852.64            |
| 2026-02-23 | $122056283.21             | $57151050.41            |
| 2026-02-24 | $32525103.59              | $110776087.09           |
| 2026-02-25 | $121146431.84             | $107282599.97           |
| 2026-02-26 | $84317036.89              | $54108741.54            |
| 2026-02-27 | $444755659.99             | $125255149.65           |

**Total Gross Subscriptions (Month):** $1903815729.09

**Total Gross Redemptions (Month):** $2177717229.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5200%           |
| 2026-02-05 | 3.5200%           |
| 2026-02-06 | 3.5000%           |
| 2026-02-09 | 3.5000%           |
| 2026-02-10 | 3.5000%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5000%           |
| 2026-02-19 | 3.5000%           |
| 2026-02-20 | 3.5000%           |
| 2026-02-23 | 3.5000%           |
| 2026-02-24 | 3.5000%           |
| 2026-02-25 | 3.5000%           |
| 2026-02-26 | 3.5000%           |
| 2026-02-27 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                                               | PARTNERSHIPS     | 5.8000%          | 0.0000%              |
| Other                                               | PARTNERSHIPS     | 6.6900%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.5500%         | 0.0000%              |
| Non-financial corporation                           |  | 8.6500%          | 0.0000%              |
| Non-financial corporation                           |  | 5.9900%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1784916233.48

- **Number of Shares Outstanding:** 1784619722.2150

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $5512770.98               | $9050738.99             |
| 2026-02-03 | $92311352.08              | $897362.74              |
| 2026-02-04 | $558668.75                | $31810187.02            |
| 2026-02-05 | $404932.68                | $2191495.12             |
| 2026-02-06 | $24493065.15              | $1653857.85             |
| 2026-02-09 | $2271877.50               | $10851390.99            |
| 2026-02-10 | $3303560.18               | $18605211.91            |
| 2026-02-11 | $6118.96                  | $39773889.80            |
| 2026-02-12 | $6098275.85               | $7219109.19             |
| 2026-02-13 | $3517064.42               | $9349975.26             |
| 2026-02-17 | $1212755.07               | $5386970.82             |
| 2026-02-18 | $28258188.36              | $307845.91              |
| 2026-02-19 | $5466.24                  | $16114109.40            |
| 2026-02-20 | $211127.68                | $119335.03              |
| 2026-02-23 | $494501.77                | $29339589.70            |
| 2026-02-24 | $5543.90                  | $18331018.08            |
| 2026-02-25 | $9523198.97               | $1033631.46             |
| 2026-02-26 | $14051.14                 | $11069112.34            |
| 2026-02-27 | $8262.20                  | $7227681.91             |

**Total Gross Subscriptions (Month):** $178210781.88

**Total Gross Redemptions (Month):** $220332513.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2700%           |
| 2026-02-03 | 3.2700%           |
| 2026-02-04 | 3.2700%           |
| 2026-02-05 | 3.2700%           |
| 2026-02-06 | 3.2500%           |
| 2026-02-09 | 3.2500%           |
| 2026-02-10 | 3.2500%           |
| 2026-02-11 | 3.2400%           |
| 2026-02-12 | 3.2400%           |
| 2026-02-13 | 3.2400%           |
| 2026-02-17 | 3.2500%           |
| 2026-02-18 | 3.2500%           |
| 2026-02-19 | 3.2500%           |
| 2026-02-20 | 3.2500%           |
| 2026-02-23 | 3.2500%           |
| 2026-02-24 | 3.2500%           |
| 2026-02-25 | 3.2500%           |
| 2026-02-26 | 3.2500%           |
| 2026-02-27 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 89.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0800%          | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $33409339179.80

- **Number of Shares Outstanding:** 33410466395.3000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $3169564644.41            | $1383638651.40          |
| 2026-02-03 | $924815543.92             | $1345007333.24          |
| 2026-02-04 | $1767734971.63            | $813490220.99           |
| 2026-02-05 | $1795627157.47            | $1088022114.82          |
| 2026-02-06 | $1405076532.45            | $2577999225.04          |
| 2026-02-09 | $2433459157.60            | $1461107015.63          |
| 2026-02-10 | $1378492932.33            | $827819108.70           |
| 2026-02-11 | $1559648628.83            | $2169354249.13          |
| 2026-02-12 | $2573274935.39            | $713347381.01           |
| 2026-02-13 | $855969759.06             | $2982493658.11          |
| 2026-02-17 | $2622086606.72            | $2526745963.36          |
| 2026-02-18 | $1311430619.59            | $1354012716.22          |
| 2026-02-19 | $793561441.03             | $915058304.67           |
| 2026-02-20 | $488320803.90             | $2679099845.99          |
| 2026-02-23 | $2314205042.14            | $1156409006.07          |
| 2026-02-24 | $727178607.59             | $1758612798.25          |
| 2026-02-25 | $1166242808.90            | $893749663.61           |
| 2026-02-26 | $1367837103.40            | $1693492307.25          |
| 2026-02-27 | $1268796830.55            | $1636759802.60          |

**Total Gross Subscriptions (Month):** $29923324126.91

**Total Gross Redemptions (Month):** $29976219366.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6200%           |
| 2026-02-04 | 3.6200%           |
| 2026-02-05 | 3.6200%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.6000%           |
| 2026-02-10 | 3.6000%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.6000%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.6000%           |
| 2026-02-26 | 3.6000%           |
| 2026-02-27 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | PARTNERSHIPS     | 8.5000%          | 0.0000%              |
| Non-financial corporation |  | 6.8300%          | 0.0000%              |
| Non-financial corporation |  | 6.0600%          | 0.0000%              |
| Non-financial corporation |  | 5.9900%          | 0.0000%              |
| Non-financial corporation |  | 5.8300%          | 0.0000%              |

### Class: Intermediary Class

- **Minimum Initial Investment:** $20000000.00

- **Net Assets of Class:** $2903246781.30

- **Number of Shares Outstanding:** 2903224267.2600

- **Expense Reimbursement/Waiver:** 235361.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $458452483.48             | $1409809.18             |
| 2026-02-03 | $473994336.04             | $32522237.90            |
| 2026-02-04 | $4777669.10               | $116688172.93           |
| 2026-02-05 | $1997487.50               | $66776847.00            |
| 2026-02-06 | $14965000.00              | $702244879.88           |
| 2026-02-09 | $618002891.06             | $6795489.60             |
| 2026-02-10 | $59272217.82              | $620192083.32           |
| 2026-02-11 | $4272588.35               | $56525977.43            |
| 2026-02-12 | $102729418.80             | $137858498.60           |
| 2026-02-13 | $99161352.69              | $30000000.00            |
| 2026-02-17 | $476140438.10             | $1737108.96             |
| 2026-02-18 | $175719896.92             | $0.00                   |
| 2026-02-19 | $1288182.56               | $32443645.03            |
| 2026-02-20 | $40440296.33              | $15000000.00            |
| 2026-02-23 | $33238405.53              | $44041710.84            |
| 2026-02-24 | $100001.00                | $42506802.43            |
| 2026-02-25 | $17239963.64              | $665279007.64           |
| 2026-02-26 | $468204795.98             | $3397130.01             |
| 2026-02-27 | $918618419.06             | $625001045.12           |

**Total Gross Subscriptions (Month):** $3968615843.96

**Total Gross Redemptions (Month):** $3200420445.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 2026-02-05 | 3.5900%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5700%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5700%           |
| 2026-02-27 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 57.2200%         | 0.0000%              |
| Non-financial corporation |  | 26.1900%         | 0.0000%              |

### Class: Intermediary Service Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3864442254.10

- **Number of Shares Outstanding:** 3864204060.6100

- **Expense Reimbursement/Waiver:** 491563.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $440238696.34             | $45379135.90            |
| 2026-02-03 | $40465893.73              | $41285389.12            |
| 2026-02-04 | $31209275.29              | $39557779.23            |
| 2026-02-05 | $66655431.79              | $135057919.33           |
| 2026-02-06 | $133393923.14             | $62823888.54            |
| 2026-02-09 | $77123022.57              | $236681337.02           |
| 2026-02-10 | $63209878.94              | $37366878.58            |
| 2026-02-11 | $156742535.86             | $45609406.18            |
| 2026-02-12 | $31607000.10              | $111118143.18           |
| 2026-02-13 | $62417837.64              | $38903176.07            |
| 2026-02-17 | $156540010.64             | $191397371.91           |
| 2026-02-18 | $152314171.74             | $226502503.88           |
| 2026-02-19 | $30354012.93              | $399411718.03           |
| 2026-02-20 | $97633571.51              | $24321963.20            |
| 2026-02-23 | $202844286.06             | $43721247.90            |
| 2026-02-24 | $216860669.52             | $155567872.71           |
| 2026-02-25 | $55259199.88              | $143534353.22           |
| 2026-02-26 | $130808449.30             | $338701190.49           |
| 2026-02-27 | $73855781.09              | $154997626.73           |

**Total Gross Subscriptions (Month):** $2219533648.07

**Total Gross Redemptions (Month):** $2471938901.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5500%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5400%           |
| 2026-02-17 | 3.5500%           |
| 2026-02-18 | 3.5500%           |
| 2026-02-19 | 3.5500%           |
| 2026-02-20 | 3.5500%           |
| 2026-02-23 | 3.5500%           |
| 2026-02-24 | 3.5500%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 14.0900%         | 0.0000%              |
| Non-financial corporation                           |  | 9.7400%          | 0.0000%              |
| Non-financial corporation                           |  | 7.7500%          | 0.0000%              |
| Non-financial corporation                           |  | 10.2100%         | 0.0000%              |
| Non-financial corporation                           |  | 13.1400%         | 0.0000%              |

### Class: Class P

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $545371820.12

- **Number of Shares Outstanding:** 545334256.3800

- **Expense Reimbursement/Waiver:** 36609.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $13353415.76              | $1583959.03             |
| 2026-02-03 | $6295748.82               | $2941005.12             |
| 2026-02-04 | $6571997.15               | $3416407.16             |
| 2026-02-05 | $11468732.01              | $1976136.96             |
| 2026-02-06 | $2990842.60               | $1561238.54             |
| 2026-02-09 | $7416393.37               | $857992.85              |
| 2026-02-10 | $1619084.75               | $10235312.11            |
| 2026-02-11 | $2488623.52               | $11277845.16            |
| 2026-02-12 | $6552440.56               | $11629313.16            |
| 2026-02-13 | $19462176.20              | $6239383.65             |
| 2026-02-17 | $9077154.07               | $13054132.42            |
| 2026-02-18 | $7406209.04               | $2336125.75             |
| 2026-02-19 | $3028412.77               | $8496396.44             |
| 2026-02-20 | $12863255.61              | $1711056.19             |
| 2026-02-23 | $757820.60                | $14264310.18            |
| 2026-02-24 | $9268469.35               | $25286361.32            |
| 2026-02-25 | $7624179.65               | $8175147.42             |
| 2026-02-26 | $13036269.29              | $7857042.23             |
| 2026-02-27 | $96048860.34              | $9117042.37             |

**Total Gross Subscriptions (Month):** $237330085.46

**Total Gross Redemptions (Month):** $142016208.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5700%           |
| 2026-02-06 | 3.5500%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5400%           |
| 2026-02-17 | 3.5400%           |
| 2026-02-18 | 3.5500%           |
| 2026-02-19 | 3.5500%           |
| 2026-02-20 | 3.5500%           |
| 2026-02-23 | 3.5500%           |
| 2026-02-24 | 3.5500%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 7.4700%          | 0.0000%              |
| Non-financial corporation |  | 6.4600%          | 0.0000%              |
| Non-financial corporation |  | 5.7000%          | 0.0000%              |
| Non-financial corporation |  | 6.1100%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares

- **C.1 - Title:** BlackRock Liquidity Funds FedFund Portfolio, Institutional Shares 3.561500%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 05999F9K6, C.3 - LEI: 549300T8K043VZEOVK74
- **C.18 - Value (incl. sponsor support):** $7256742.23
- **C.18.a - Value (excl. sponsor support):** $7256742.23
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250025140.00
- **C.18.a - Value (excl. sponsor support):** $250025140.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HR8, C.4 - ISIN: US3130B7HR83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004887.00
- **C.18.a - Value (excl. sponsor support):** $150004887.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82P6, C.4 - ISIN: US3130B82P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998837.50
- **C.18.a - Value (excl. sponsor support):** $249998837.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83L4, C.4 - ISIN: US3130B83L43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998602.50
- **C.18.a - Value (excl. sponsor support):** $249998602.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84Q2, C.4 - ISIN: US3130B84Q21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998915.00
- **C.18.a - Value (excl. sponsor support):** $249998915.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84T6, C.4 - ISIN: US3130B84T69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150001071.00
- **C.18.a - Value (excl. sponsor support):** $150001071.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999340.00
- **C.18.a - Value (excl. sponsor support):** $149999340.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200002770.00
- **C.18.a - Value (excl. sponsor support):** $200002770.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DC3, C.4 - ISIN: US3130B8DC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999193.00
- **C.18.a - Value (excl. sponsor support):** $149999193.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DT6, C.4 - ISIN: US3130B8DT68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999340.00
- **C.18.a - Value (excl. sponsor support):** $149999340.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KF8, C.4 - ISIN: US3130B8KF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200001388.00
- **C.18.a - Value (excl. sponsor support):** $200001388.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200004414.00
- **C.18.a - Value (excl. sponsor support):** $200004414.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200003626.00
- **C.18.a - Value (excl. sponsor support):** $200003626.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QL9, C.4 - ISIN: US3130B8QL95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999802.00
- **C.18.a - Value (excl. sponsor support):** $149999802.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QU9, C.4 - ISIN: US3130B8QU94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200009104.00
- **C.18.a - Value (excl. sponsor support):** $200009104.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5, C.4 - ISIN: US3130B8QW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999790.00
- **C.18.a - Value (excl. sponsor support):** $99999790.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RW4, C.4 - ISIN: US3130B8RW42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300001179.00
- **C.18.a - Value (excl. sponsor support):** $300001179.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SU7, C.4 - ISIN: US3130B8SU76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999445.00
- **C.18.a - Value (excl. sponsor support):** $499999445.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XU1, C.4 - ISIN: US3130B8XU12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250009492.50
- **C.18.a - Value (excl. sponsor support):** $250009492.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZF2, C.4 - ISIN: US3130B8ZF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500013380.00
- **C.18.a - Value (excl. sponsor support):** $500013380.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZL9, C.4 - ISIN: US3130B8ZL94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500004110.00
- **C.18.a - Value (excl. sponsor support):** $500004110.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250004875.00
- **C.18.a - Value (excl. sponsor support):** $250004875.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92L3, C.4 - ISIN: US3130B92L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250003347.50
- **C.18.a - Value (excl. sponsor support):** $250003347.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DD9, C.4 - ISIN: US3130B9DD99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200006614.00
- **C.18.a - Value (excl. sponsor support):** $200006614.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9ES5, C.4 - ISIN: US3130B9ES59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250007352.50
- **C.18.a - Value (excl. sponsor support):** $250007352.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9ET3, C.4 - ISIN: US3130B9ET33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150004305.00
- **C.18.a - Value (excl. sponsor support):** $150004305.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HJ2, C.4 - ISIN: US3130B9HJ24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100005049.00
- **C.18.a - Value (excl. sponsor support):** $100005049.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003718.00
- **C.18.a - Value (excl. sponsor support):** $100003718.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400006260.00
- **C.18.a - Value (excl. sponsor support):** $400006260.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JM3, C.4 - ISIN: US3130B9JM35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150002533.50
- **C.18.a - Value (excl. sponsor support):** $150002533.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JX9, C.4 - ISIN: US3130B9JX99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400012252.00
- **C.18.a - Value (excl. sponsor support):** $400012252.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JY7, C.4 - ISIN: US3130B9JY72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150005400.00
- **C.18.a - Value (excl. sponsor support):** $150005400.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KC3, C.4 - ISIN: US3130B9KC34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003657.00
- **C.18.a - Value (excl. sponsor support):** $100003657.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KP4, C.4 - ISIN: US3130B9KP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200005884.00
- **C.18.a - Value (excl. sponsor support):** $200005884.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N97, C.4 - ISIN: US3130B9N975, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250005282.50
- **C.18.a - Value (excl. sponsor support):** $250005282.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QJ2, C.4 - ISIN: US3130B9QJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A55, C.4 - ISIN: US313385A558, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $41455554.25
- **C.18.a - Value (excl. sponsor support):** $41455554.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 39: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49224875.00
- **C.18.a - Value (excl. sponsor support):** $49224875.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **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 40: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15426219.20
- **C.18.a - Value (excl. sponsor support):** $15426219.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 41: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442629000.00
- **C.18.a - Value (excl. sponsor support):** $442629000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **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 42: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13070746.59
- **C.18.a - Value (excl. sponsor support):** $13070746.59
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **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 43: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $393175000.00
- **C.18.a - Value (excl. sponsor support):** $393175000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **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 44: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6582415.00
- **C.18.a - Value (excl. sponsor support):** $6582415.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **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 45: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24453450.00
- **C.18.a - Value (excl. sponsor support):** $24453450.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98672111.00
- **C.18.a - Value (excl. sponsor support):** $98672111.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 47: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98633056.00
- **C.18.a - Value (excl. sponsor support):** $98633056.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14481835.68
- **C.18.a - Value (excl. sponsor support):** $14481835.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6M2, C.4 - ISIN: US3133EP6M26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250309637.50
- **C.18.a - Value (excl. sponsor support):** $250309637.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP33, C.4 - ISIN: US3133EPP330, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50066592.50
- **C.18.a - Value (excl. sponsor support):** $50066592.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3B5, C.4 - ISIN: US3133ER3B51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250018625.00
- **C.18.a - Value (excl. sponsor support):** $250018625.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **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 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21007507.29
- **C.18.a - Value (excl. sponsor support):** $21007507.29
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49971136.00
- **C.18.a - Value (excl. sponsor support):** $49971136.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **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 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100009392.00
- **C.18.a - Value (excl. sponsor support):** $100009392.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD65, C.4 - ISIN: US3133ERD654, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100007579.00
- **C.18.a - Value (excl. sponsor support):** $100007579.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008562.40
- **C.18.a - Value (excl. sponsor support):** $10008562.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40035407.20
- **C.18.a - Value (excl. sponsor support):** $40035407.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK67, C.4 - ISIN: US3133ERK675, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125008735.00
- **C.18.a - Value (excl. sponsor support):** $125008735.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKL4, C.4 - ISIN: US3133ERKL42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164027284.43
- **C.18.a - Value (excl. sponsor support):** $164027284.43
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67527706.05
- **C.18.a - Value (excl. sponsor support):** $67527706.05
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174986490.00
- **C.18.a - Value (excl. sponsor support):** $174986490.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15009989.70
- **C.18.a - Value (excl. sponsor support):** $15009989.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPH8, C.4 - ISIN: US3133ERPH84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150006808.50
- **C.18.a - Value (excl. sponsor support):** $150006808.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60022813.80
- **C.18.a - Value (excl. sponsor support):** $60022813.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **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 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50027954.50
- **C.18.a - Value (excl. sponsor support):** $50027954.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199996962.00
- **C.18.a - Value (excl. sponsor support):** $199996962.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS77, C.4 - ISIN: US3133ERS777, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249983902.50
- **C.18.a - Value (excl. sponsor support):** $249983902.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $10004549.10
- **C.18.a - Value (excl. sponsor support):** $10004549.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTL5, C.4 - ISIN: US3133ERTL50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279973839.60
- **C.18.a - Value (excl. sponsor support):** $279973839.60
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUU3, C.4 - ISIN: US3133ERUU31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100000099.00
- **C.18.a - Value (excl. sponsor support):** $100000099.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175008998.50
- **C.18.a - Value (excl. sponsor support):** $175008998.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150025384.50
- **C.18.a - Value (excl. sponsor support):** $150025384.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60001713.60
- **C.18.a - Value (excl. sponsor support):** $60001713.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWG2, C.4 - ISIN: US3133ERWG29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350005852.00
- **C.18.a - Value (excl. sponsor support):** $350005852.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX48, C.4 - ISIN: US3133ERX488, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175127366.75
- **C.18.a - Value (excl. sponsor support):** $175127366.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240819173.13
- **C.18.a - Value (excl. sponsor support):** $240819173.13
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZ53, C.4 - ISIN: US3133ERZ533, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250017575.00
- **C.18.a - Value (excl. sponsor support):** $250017575.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15007722.90
- **C.18.a - Value (excl. sponsor support):** $15007722.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85079055.10
- **C.18.a - Value (excl. sponsor support):** $85079055.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000415.00
- **C.18.a - Value (excl. sponsor support):** $25000415.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3H8, C.4 - ISIN: US3133ET3H85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140001146.60
- **C.18.a - Value (excl. sponsor support):** $140001146.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5M5, C.4 - ISIN: US3133ET5M52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90001953.90
- **C.18.a - Value (excl. sponsor support):** $90001953.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6P7, C.4 - ISIN: US3133ET6P74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60001587.60
- **C.18.a - Value (excl. sponsor support):** $60001587.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEN3, C.4 - ISIN: US3133ETEN38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100009202.00
- **C.18.a - Value (excl. sponsor support):** $100009202.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGF8, C.4 - ISIN: US3133ETGF85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75006997.50
- **C.18.a - Value (excl. sponsor support):** $75006997.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $188960332.68
- **C.18.a - Value (excl. sponsor support):** $188960332.68
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50033033.50
- **C.18.a - Value (excl. sponsor support):** $50033033.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **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 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETND5, C.4 - ISIN: US3133ETND54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50018009.50
- **C.18.a - Value (excl. sponsor support):** $50018009.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP68, C.4 - ISIN: US3133ETP688, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249999032.50
- **C.18.a - Value (excl. sponsor support):** $249999032.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **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 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPA9, C.4 - ISIN: US3133ETPA97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90010103.40
- **C.18.a - Value (excl. sponsor support):** $90010103.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ26, C.4 - ISIN: US3133ETQ264, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40005842.00
- **C.18.a - Value (excl. sponsor support):** $40005842.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRJ8, C.4 - ISIN: US3133ETRJ88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125014862.50
- **C.18.a - Value (excl. sponsor support):** $125014862.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000613.25
- **C.18.a - Value (excl. sponsor support):** $25000613.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTH0, C.4 - ISIN: US3133ETTH05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100000570.00
- **C.18.a - Value (excl. sponsor support):** $100000570.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWK9, C.4 - ISIN: US3133ETWK96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115005683.30
- **C.18.a - Value (excl. sponsor support):** $115005683.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX51, C.4 - ISIN: US3133ETX518, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150021040.50
- **C.18.a - Value (excl. sponsor support):** $150021040.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-21
- **C.13 - Final Legal Maturity Date:** 2027-10-21
- **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 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY68, C.4 - ISIN: US3133ETY680, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300003645.00
- **C.18.a - Value (excl. sponsor support):** $300003645.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYS0, C.4 - ISIN: US3133ETYS05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999867.75
- **C.18.a - Value (excl. sponsor support):** $24999867.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAP5, C.4 - ISIN: US3133EWAP50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $335054293.45
- **C.18.a - Value (excl. sponsor support):** $335054293.45
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBZ2, C.4 - ISIN: US3133EWBZ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35001165.50
- **C.18.a - Value (excl. sponsor support):** $35001165.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDH0, C.4 - ISIN: US3133EWDH08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245008327.55
- **C.18.a - Value (excl. sponsor support):** $245008327.55
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 102: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004311.25
- **C.18.a - Value (excl. sponsor support):** $25004311.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100004011.00
- **C.18.a - Value (excl. sponsor support):** $100004011.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004772.00
- **C.18.a - Value (excl. sponsor support):** $25004772.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.762000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45008759.25
- **C.18.a - Value (excl. sponsor support):** $45008759.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $73022594.96
- **C.18.a - Value (excl. sponsor support):** $73022594.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: State Street Institutional U.S. Government Money Market Fund - Premier Class

- **C.1 - Title:** State Street Institutional U.S. Government Money Market Fund - Premier Class 3.625900%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 7839989D1, C.3 - LEI: 549300BZ5TGIFZUZDZ37
- **C.18 - Value (incl. sponsor support):** $2139075534.64
- **C.18.a - Value (excl. sponsor support):** $2139075534.64
- **C.19 - Percentage of Net Assets:** 4.7700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: FIXED INCOME CLEARING CORPORATION (STATE STREET BANK)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (STATE STREET 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: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1265000000.00
- **C.18.a - Value (excl. sponsor support):** $1265000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 (STATE STREET BANK)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $413796200.00      | $427684226.70      | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $75375500.00       | $82315841.62       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $416894600.00      | $426611887.80      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $53232400.00       | $52991831.61       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $296600100.00      | $300696310.50      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398191500.00
- **C.18.a - Value (excl. sponsor support):** $398191500.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.661000%
- **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):** $676674836.18
- **C.18.a - Value (excl. sponsor support):** $676674836.18
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.641000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $787068078.30
- **C.18.a - Value (excl. sponsor support):** $787068078.30
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.615000%
- **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):** $886218345.00
- **C.18.a - Value (excl. sponsor support):** $886218345.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.681000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141597242.67
- **C.18.a - Value (excl. sponsor support):** $141597242.67
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.674000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397917112.00
- **C.18.a - Value (excl. sponsor support):** $397917112.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.699000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248513732.50
- **C.18.a - Value (excl. sponsor support):** $248513732.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.669000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496704585.00
- **C.18.a - Value (excl. sponsor support):** $496704585.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.504000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194917924.00
- **C.18.a - Value (excl. sponsor support):** $194917924.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.659000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595226442.00
- **C.18.a - Value (excl. sponsor support):** $595226442.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.659000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $817866109.50
- **C.18.a - Value (excl. sponsor support):** $817866109.50
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.647000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297208395.00
- **C.18.a - Value (excl. sponsor support):** $297208395.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399116944.00
- **C.18.a - Value (excl. sponsor support):** $399116944.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498542280.00
- **C.18.a - Value (excl. sponsor support):** $498542280.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194430700.00
- **C.18.a - Value (excl. sponsor support):** $194430700.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.652000%
- **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):** $840912437.50
- **C.18.a - Value (excl. sponsor support):** $840912437.50
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.658000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395167444.00
- **C.18.a - Value (excl. sponsor support):** $395167444.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.687000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398550500.00
- **C.18.a - Value (excl. sponsor support):** $398550500.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.691000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398268056.00
- **C.18.a - Value (excl. sponsor support):** $398268056.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.474000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193954006.00
- **C.18.a - Value (excl. sponsor support):** $193954006.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.634000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394654948.00
- **C.18.a - Value (excl. sponsor support):** $394654948.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.627000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394395196.00
- **C.18.a - Value (excl. sponsor support):** $394395196.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.627000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394125000.00
- **C.18.a - Value (excl. sponsor support):** $394125000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.656000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99293846.00
- **C.18.a - Value (excl. sponsor support):** $99293846.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.642000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $208233656.40
- **C.18.a - Value (excl. sponsor support):** $208233656.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.663000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247712905.00
- **C.18.a - Value (excl. sponsor support):** $247712905.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.478000%
- **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):** $193437828.00
- **C.18.a - Value (excl. sponsor support):** $193437828.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.620000%
- **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):** $393597016.00
- **C.18.a - Value (excl. sponsor support):** $393597016.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.617000%
- **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):** $196666924.00
- **C.18.a - Value (excl. sponsor support):** $196666924.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.623000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393054244.00
- **C.18.a - Value (excl. sponsor support):** $393054244.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.663000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396064064.00
- **C.18.a - Value (excl. sponsor support):** $396064064.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.656000%
- **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):** $791593608.00
- **C.18.a - Value (excl. sponsor support):** $791593608.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.673000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148224669.00
- **C.18.a - Value (excl. sponsor support):** $148224669.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.654000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.4 - ISIN: US9128282A70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128735603.10
- **C.18.a - Value (excl. sponsor support):** $128735603.10
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **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 143: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99785480.00
- **C.18.a - Value (excl. sponsor support):** $99785480.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.708000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399056192.00
- **C.18.a - Value (excl. sponsor support):** $399056192.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200058852.00
- **C.18.a - Value (excl. sponsor support):** $200058852.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **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 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400025332.00
- **C.18.a - Value (excl. sponsor support):** $400025332.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100395276.00
- **C.18.a - Value (excl. sponsor support):** $100395276.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100187718.00
- **C.18.a - Value (excl. sponsor support):** $100187718.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100304090.00
- **C.18.a - Value (excl. sponsor support):** $100304090.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201175716.00
- **C.18.a - Value (excl. sponsor support):** $201175716.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: Federated Govt Oblg Pr Shares

- **C.1 - Title:** Federated Govt Oblg Pr Shares 3.588100%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 927XCDII9, C.3 - LEI: 254900VAJ9169N7JRF45
- **C.18 - Value (incl. sponsor support):** $1255578896.06
- **C.18.a - Value (excl. sponsor support):** $1255578896.06
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2049-01-01
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: Dreyfus Government Cash Management, Institutional Shares

- **C.1 - Title:** Dreyfus Government Cash Management, Institutional Shares 3.556000%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 975LFWII1, C.3 - LEI: 549300F7IDB6WRO7VJ11
- **C.18 - Value (incl. sponsor support):** $8528332.47
- **C.18.a - Value (excl. sponsor support):** $8528332.47
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2030-12-31
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: Fixed Income Clearing Corporation (Bank of New York)

- **C.1 - Title:** Fixed Income Clearing Corporation (Bank of New York) 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: ARP1FJCN1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJCN1_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 (Bank of New York)

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $337225000.00      | $348072904.10      | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $335000000.00      | $343078996.96      | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $334894800.00      | $312382782.99      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $293700000.00      | $356487132.54      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $164312200.00      | $169978196.55      | U.S. Treasuries (including strips) |

### Security 154: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: ARP1FJCR2, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: ARP1FJCR2_3.67_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $28088600.00       | $44372833.89       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $22185700.00       | $26764898.20       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 1.8750%  | 0.0000% | $151600.00         | $88576.93          | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $929300.00         | $711287.23         | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $367.56            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $200.00            | $202.73            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $300.00            | $305.93            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.34            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $700.00            | $937.04            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.85            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $1165800.00        | $1040225.77        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $1000.00           | $951.48            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $237000.00         | $236015.80         | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $1000.00           | $1072.83           | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $3122200.00        | $3186544.06        | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $280200.00         | $300113.98         | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $7571000.00        | $8109075.48        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $396000.00         | $414714.61         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $6245400.00        | $6816633.73        | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $3337500.00        | $3580362.62        | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $214.55            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $6377700.00        | $6672158.73        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $146045700.00      | $152702096.82      | U.S. Treasuries (including strips) |

### Security 155: FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (NORTHERN TRUST) 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: ARP1FJCT8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1FJCT8_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 4.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-11-27      | N/A      | 0.0000% | $17111600.00       | $16683809.20       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $66687496.84       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $2252100.00        | $3003738.24        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | N/A      | 0.0000% | $50000000.00       | $48749997.05       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | N/A      | 0.0000% | $50000000.00       | $48749997.05       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | N/A      | 0.0000% | $32888400.00       | $32066188.07       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $67874995.89       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $67874995.89       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $17739900.00       | $24081912.79       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $50000000.00       | $58749996.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $21788900.00       | $25601955.94       | U.S. Treasuries (including strips) |

### Security 156: BNP PARIBAS FORTIS SA

- **C.1 - Title:** BNP PARIBAS FORTIS SA 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: ARP1FJE74, C.3 - LEI: KGCEPHLVVKVRZYO1T647, C.5 - Other ID: ARP1FJE74_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-01-01      | 4.2690%  | 0.0000% | $9272000.00        | $8185376.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 6.2430%  | 0.0000% | $203316.00         | $188985.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-12-01      | 4.1710%  | 0.0000% | $2523475.00        | $8296.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-01-01      | 6.4870%  | 0.0000% | $8499126.00        | $12242.35          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $196000.00         | $24164.34          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $70.93             | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 3.5000%  | 0.0000% | $54000.00          | $5239.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-06-01      | 6.3280%  | 0.0000% | $22732782.00       | $147447.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 5.7900%  | 0.0000% | $1647000.00        | $169159.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 6.1060%  | 0.0000% | $750000.00         | $6517.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-05-01      | 6.8590%  | 0.0000% | $5384206.00        | $29811.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-02-01      | 6.3600%  | 0.0000% | $54791987.00       | $1720856.70        | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-05-01      | 6.4720%  | 0.0000% | $12317658.00       | $123547.32         | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-04-01      | 6.5210%  | 0.0000% | $20593221.00       | $1830837.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-09-01      | 6.0610%  | 0.0000% | $1023263.00        | $690548.24         | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-07-01      | 5.5000%  | 0.0000% | $4737988.00        | $39100.67          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-02-01      | 5.5000%  | 0.0000% | $514286.00         | $4732.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 3.0000%  | 0.0000% | $4687940.00        | $812794.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $167.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $180000.00         | $34024.23          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $335.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1090300.00        | $239957.37         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $2729329.00        | $452072.51         | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-04-01      | 4.5000%  | 0.0000% | $3100000.00        | $291409.22         | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-12-01      | 6.5000%  | 0.0000% | $1003.00           | $4.25              | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 6.5000%  | 0.0000% | $532680.00         | $5264.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $49625.00          | $5327.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-09-01      | 6.5000%  | 0.0000% | $14753305.00       | $424982.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-01-01      | 4.0000%  | 0.0000% | $80999.00          | $13257.06          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 3.5000%  | 0.0000% | $158980.00         | $36795.41          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $90.80             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-12-15      | 4.5000%  | 0.0000% | $5475784.00        | $4778322.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $645.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $945000.00         | $573145.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 3.5000%  | 0.0000% | $4700000.00        | $1430700.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $426.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 3.0000%  | 0.0000% | $302000.00         | $184562.74         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $21000.00          | $15206.02          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $600136.00         | $396441.32         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $810001.00         | $634404.19         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $3405980.00        | $2388652.32        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $47777.00          | $34570.22          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 4.0000%  | 0.0000% | $571176.00         | $437794.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $766.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $473378.00         | $348328.87         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $1120.00           | $964.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $688000.00         | $472849.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $6980.00           | $5288.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $844.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $3280795.00        | $2851928.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $793.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $43500000.00       | $39509198.20       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $197.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1552.00           | $1297.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $8796687.00        | $5096186.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1056.00           | $673.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $2552090.00        | $1824598.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $13000.00          | $9376.98           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $100995.00         | $70082.12          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $809.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $768.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $808.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $94987.00          | $73543.57          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $202620.00         | $159552.72         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $2797724.00        | $1751254.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $226799.00         | $211440.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $17000.00          | $11534.78          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $214287.00         | $176429.04         | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-11-01      | 1.2200%  | 0.0000% | $973344.00         | $804983.82         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 3.2600%  | 0.0000% | $587196.00         | $529478.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $2303713.00        | $1121039.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $533614.00         | $319884.17         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $9060256.00        | $6070242.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $197609.00         | $160089.39         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $692.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $213999.00         | $133209.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1188126.00        | $826180.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $99103.00          | $84545.70          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1593582.00        | $1433315.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $3085692.00        | $2930130.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $980.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 3.0000%  | 0.0000% | $2168970.00        | $1697496.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $770708.00         | $554113.91         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $758610.00         | $433280.47         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $65000.00          | $37980.82          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $5511.00           | $3827.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1976746.00        | $1612561.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $13800064.00       | $2738219.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.0000%  | 0.0000% | $1057802.00        | $527642.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 4.5000%  | 0.0000% | $2819297.00        | $1879486.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-03-01      | 3.6150%  | 0.0000% | $3911306.00        | $498346.53         | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-03-01      | 6.5000%  | 0.0000% | $5000000.00        | $10650.82          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 5.9970%  | 0.0000% | $8855148.00        | $44099.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 3.4800%  | 0.0000% | $900000.00         | $602184.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1246856.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 5.1470%  | 0.0000% | $2672101.00        | $4920.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 7.0000%  | 0.0000% | $1219190.00        | $35615.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 5.0000%  | 0.0000% | $7317592.00        | $109080.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-09-01      | 6.5800%  | 0.0000% | $1598000.00        | $18704.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-01-01      | 6.0360%  | 0.0000% | $22521005.00       | $603291.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 6.0690%  | 0.0000% | $14369215.00       | $648943.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $3144000.00        | $237689.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 5.8650%  | 0.0000% | $14610000.00       | $253190.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 6.2050%  | 0.0000% | $1055000.00        | $87318.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.2400%  | 0.0000% | $2370000.00        | $1861992.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 3.6300%  | 0.0000% | $75000.00          | $64478.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1003.00           | $156.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 3.5000%  | 0.0000% | $108000.00         | $5291.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 5.1720%  | 0.0000% | $17523019.00       | $25747.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 5.9130%  | 0.0000% | $2000000.00        | $9660.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 5.1720%  | 0.0000% | $1500000.00        | $9462.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 5.5000%  | 0.0000% | $771654.00         | $8114.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 6.4360%  | 0.0000% | $70005647.00       | $216741.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 5.7100%  | 0.0000% | $100003682.00      | $157539.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.4050%  | 0.0000% | $350000.00         | $5022.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $100004918.00      | $795662.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $355140.00         | $334504.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $172778.00         | $176158.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $4046093.00        | $3824905.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $5331761.00        | $5440076.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1217454.00        | $1262378.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $485642.00         | $353972.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2544768.00        | $2274624.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $348112.00         | $359244.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1545464.00        | $1577100.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $3320674.00        | $3369305.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $10069.00          | $10451.19          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $751205.00         | $727409.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $3460670.00        | $687778.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $11447410.00       | $1959406.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 6.2740%  | 0.0000% | $2771220.00        | $78445.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-06-01      | 3.8880%  | 0.0000% | $2812000.00        | $349754.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2530984.00        | $363258.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $134000.00         | $37921.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 6.5330%  | 0.0000% | $345038.00         | $23153.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 3.8100%  | 0.0000% | $325000.00         | $326251.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 2.8900%  | 0.0000% | $5860599.00        | $5380072.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 5.8890%  | 0.0000% | $4880000.00        | $698052.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $642233.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 3.3390%  | 0.0000% | $2415707.00        | $2023215.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $4303104.00        | $932803.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 4.1850%  | 0.0000% | $10143424.00       | $9478678.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 6.3820%  | 0.0000% | $17517308.00       | $15918462.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 5.8260%  | 0.0000% | $2000000.00        | $168190.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 5.1020%  | 0.0000% | $1998000.00        | $429947.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $53000.00          | $29059.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.7250%  | 0.0000% | $717917.00         | $218208.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-11-01      | 4.9400%  | 0.0000% | $31610.00          | $33116.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-09-01      | 3.6500%  | 0.0000% | $4341230.00        | $4261738.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-03-01      | 4.7900%  | 0.0000% | $348133.00         | $352554.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 5.3500%  | 0.0000% | $196497.00         | $203447.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 5.7600%  | 0.0000% | $74402.00          | $78276.63          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1022262.00        | $669098.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $5088136.00        | $4401209.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2966672.00        | $2328178.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1171402.00        | $799576.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-09-01      | 5.3700%  | 0.0000% | $45443.00          | $47243.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 5.1300%  | 0.0000% | $258256.00         | $271944.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 4.8000%  | 0.0000% | $36039699.00       | $37561535.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.5800%  | 0.0000% | $1163760.00        | $1198006.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 4.1650%  | 0.0000% | $36217575.00       | $36529482.78       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $147319.00         | $35540.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $12986500.00       | $6816440.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $18151.00          | $11250.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $3886236.00        | $2304556.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $180585.00         | $119780.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $896.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $7718464.00        | $6642617.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $36864.00          | $36451.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $14476384.00       | $14125635.29       | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-06-01      | 4.0000%  | 0.0000% | $293749.00         | $63263.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $187.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6360.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.5000%  | 0.0000% | $100996.00         | $38511.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1502956.00        | $921931.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $128000.00         | $77538.98          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $653.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $898000.00         | $643103.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $10000.00          | $7451.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $85000.00          | $65835.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1651004.00        | $1228393.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 2.0000%  | 0.0000% | $205000.00         | $151577.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-25      | 2.5000%  | 0.0000% | $32903.00          | $23914.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $3139912.00        | $3219305.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $11999.00          | $10400.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $1526252.00        | $26866.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 6.5000%  | 0.0000% | $2515276.00        | $19774.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-06-01      | 6.0000%  | 0.0000% | $1000.00           | $48.02             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 6.5000%  | 0.0000% | $1637946.00        | $166562.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-10-01      | 6.1990%  | 0.0000% | $1831762.00        | $6668.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-11-01      | 4.0000%  | 0.0000% | $1795000.00        | $189413.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $392957.00         | $27395.04          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-04-01      | 4.5000%  | 0.0000% | $1265000.00        | $140030.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $180000.00         | $14464.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $99020480.00       | $60979423.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $846682.00         | $545062.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $55000.00          | $5389.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $96000.00          | $27204.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.0000%  | 0.0000% | $389421.00         | $341200.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $282073.00         | $200063.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $711.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $3135615.00        | $2623438.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1721992.00        | $1469177.51        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2613310.00        | $2567010.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $8673888.00        | $6308662.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $179330.00         | $165358.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $920.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4743870.00        | $4781193.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5865.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $5024610.00        | $4863387.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1928052.00        | $1991238.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $959.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $2619124.00        | $2719513.48        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $53137.00          | $53180.35          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $279459.00         | $268867.31         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $26926.00          | $28076.40          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $933.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $6022783.00        | $6174159.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $6944431.00        | $6848477.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $988.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1023.00           | $714.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $865.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2294208.00        | $2334761.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.2500%  | 0.0000% | $11928448.00       | $11887858.19       | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-01-01      | 3.7500%  | 0.0000% | $13854200.00       | $13307529.57       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1284278.00        | $1294843.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $15839400.00       | $14239307.74       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $22527605.00       | $18422055.65       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $22017896.00       | $17575676.64       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $11476666.00       | $11974043.30       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $6000.00           | $6227.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $49983605.00       | $4879908.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-01-20      | 5.5000%  | 0.0000% | $3069073.00        | $108417.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 6.0000%  | 0.0000% | $609038.00         | $78546.93          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-12-20      | 4.0000%  | 0.0000% | $1025.00           | $93.19             | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $3268596.00        | $2036212.79        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $650.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $580.19            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.29           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $11149.00          | $11125.71          | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 4.5000%  | 0.0000% | $10036502.00       | $10182332.37       | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-15      | 4.5000%  | 0.0000% | $9839069.00        | $2698910.43        | Agency Mortgage-Backed Securities  |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.20            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $130.40            | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $216000.00         | $222564.40         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | N/A      | 0.0000% | $404.32            | $347.37            | U.S. Treasuries (including strips) |

### Security 157: 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: ARP1FJEA7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1FJEA7_3.67_0302
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-10-01      | 2.4600%  | 0.0000% | $72003013.00       | $61863452.73       | Agency Mortgage-Backed Securities |
| FMAC          | 2028-11-01      | 4.1700%  | 0.0000% | $49324000.00       | $49972396.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 5.1800%  | 0.0000% | $50000000.00       | $51845405.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 4.7100%  | 0.0000% | $47289000.00       | $48670201.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-10-01      | 4.2700%  | 0.0000% | $23656067.00       | $24090460.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-01-01      | 4.5400%  | 0.0000% | $56765000.00       | $58368264.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 4.4500%  | 0.0000% | $50400000.00       | $51688218.41       | Agency Mortgage-Backed Securities |
| FMAC          | 2029-01-01      | 4.6200%  | 0.0000% | $60000000.00       | $61501600.02       | Agency Mortgage-Backed Securities |

### Security 158: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 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: ARP1FJEC3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJEC3_3.66_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $426100.00         | $444035.72         | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $102.20            | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $1800.00           | $1825.60           | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $4738500.00        | $4901978.64        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $90700.00          | $96107.41          | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $241973500.00      | $249555945.70      | U.S. Treasuries (including strips) |

### Security 159: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS 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: ARP1FJED1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1FJED1_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2046-11-01      | 6.2140%  | 0.0000% | $1715.00           | $323.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-09-01      | 6.4380%  | 0.0000% | $1039.00           | $87.94             | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 6.1820%  | 0.0000% | $278000.00         | $27459.72          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 4.5100%  | 0.0000% | $5642195.00        | $4900079.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-02-01      | 6.5010%  | 0.0000% | $5617552.00        | $5.06              | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-07-01      | 6.6300%  | 0.0000% | $24701402.00       | $26177.59          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-05-01      | 6.5660%  | 0.0000% | $702920.00         | $7354.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 6.5200%  | 0.0000% | $726000.00         | $7310.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-12-01      | 6.0800%  | 0.0000% | $4561729.00        | $28973.63          | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-05-01      | 6.7450%  | 0.0000% | $1000000.00        | $7448.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.3130%  | 0.0000% | $490000.00         | $5875.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-10-01      | 6.0200%  | 0.0000% | $4996034.00        | $26232.39          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-08-01      | 6.5000%  | 0.0000% | $3100000.00        | $8772.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-06-01      | 6.3130%  | 0.0000% | $2444940.00        | $20641.95          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-05-01      | 7.1800%  | 0.0000% | $4197519.00        | $14177.85          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-02-01      | 6.4590%  | 0.0000% | $5200000.00        | $15676.37          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 6.5350%  | 0.0000% | $5049942.00        | $11490.92          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-12-01      | 6.0680%  | 0.0000% | $6577.00           | $73.33             | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-11-01      | 6.4190%  | 0.0000% | $820000.00         | $12947.04          | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-11-01      | 6.5370%  | 0.0000% | $865000.00         | $10256.55          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-05-01      | 6.1180%  | 0.0000% | $903290.00         | $38250.41          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-06-01      | 6.1050%  | 0.0000% | $1238578.00        | $21800.21          | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-09-01      | 5.8690%  | 0.0000% | $77052.00          | $35.44             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 6.0570%  | 0.0000% | $482000.00         | $16813.12          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-05-01      | 6.7640%  | 0.0000% | $3200000.00        | $36364.51          | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-08-01      | 6.3140%  | 0.0000% | $1271886.00        | $13763.61          | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-09-01      | 6.0860%  | 0.0000% | $505000.00         | $15385.90          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-10-01      | 6.3770%  | 0.0000% | $589000.00         | $16023.67          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-10-01      | 6.3540%  | 0.0000% | $407000.00         | $10306.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-01-01      | 6.5230%  | 0.0000% | $600000.00         | $25344.78          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-11-01      | 6.2100%  | 0.0000% | $263000.00         | $10305.99          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-01-01      | 6.4240%  | 0.0000% | $744000.00         | $15119.37          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-01      | 6.3630%  | 0.0000% | $259000.00         | $13428.62          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-03-01      | 6.6130%  | 0.0000% | $481000.00         | $12781.59          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-05-01      | 6.4000%  | 0.0000% | $152010.00         | $4777.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 6.3850%  | 0.0000% | $170000.00         | $7271.00           | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-01-01      | 5.9070%  | 0.0000% | $60000.00          | $5291.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-03-01      | 6.5020%  | 0.0000% | $197000.00         | $5738.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-03-01      | 2.8710%  | 0.0000% | $50000.00          | $5086.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.0820%  | 0.0000% | $139424.00         | $17039.93          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 6.3800%  | 0.0000% | $320000.00         | $24460.62          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 6.3590%  | 0.0000% | $190000.00         | $6017.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 6.3900%  | 0.0000% | $320000.00         | $19828.37          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-11-01      | 6.1400%  | 0.0000% | $335000.00         | $16807.38          | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-09-01      | 4.3500%  | 0.0000% | $2411560.00        | $2422795.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-08-01      | 4.1000%  | 0.0000% | $72572853.00       | $72679855.51       | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-10-01      | 4.1500%  | 0.0000% | $23992466.00       | $24182963.97       | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 4.7500%  | 0.0000% | $31466000.00       | $31799525.63       | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-10-10      | 4.1500%  | 0.0000% | $31147399.00       | $31299965.88       | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-07-01      | 4.2000%  | 0.0000% | $27491920.00       | $27737184.57       | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-05-01      | 4.1900%  | 0.0000% | $2500000.00        | $2517180.28        | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-07-01      | 4.1500%  | 0.0000% | $340337.00         | $342066.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 6.2340%  | 0.0000% | $42025.00          | $322.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 6.5610%  | 0.0000% | $420000.00         | $21441.14          | Agency Mortgage-Backed Securities  |
| FMAC          | 2027-07-01      | 6.3570%  | 0.0000% | $38922.00          | $2.34              | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-10-01      | 6.1430%  | 0.0000% | $1100000.00        | $9420.43           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.8750%  | 0.0000% | $2425000.00        | $22473.69          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-02-01      | 6.5000%  | 0.0000% | $1640000.00        | $13120.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 5.4950%  | 0.0000% | $48951000.00       | $39324.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 4.1950%  | 0.0000% | $5615752.00        | $11710.04          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 6.4770%  | 0.0000% | $702920.00         | $9554.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 4.4370%  | 0.0000% | $5110057.00        | $5001.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 4.3680%  | 0.0000% | $6558645.00        | $11624.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-12-01      | 6.5500%  | 0.0000% | $8000000.00        | $5961.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-10-15      | 6.2810%  | 0.0000% | $11000000.00       | $33462.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 6.2170%  | 0.0000% | $3500000.00        | $11749.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-12-01      | 4.6050%  | 0.0000% | $4492553.00        | $7787.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 6.7290%  | 0.0000% | $1000000.00        | $7633.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-08-01      | 6.4650%  | 0.0000% | $1235737.00        | $9203.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-11-01      | 6.3520%  | 0.0000% | $810000.00         | $9435.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 6.1620%  | 0.0000% | $500000.00         | $23193.51          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 6.5000%  | 0.0000% | $3619490.00        | $34959.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 6.5430%  | 0.0000% | $900585.00         | $10966.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 6.5810%  | 0.0000% | $1100000.00        | $45366.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 6.1320%  | 0.0000% | $1500000.00        | $20827.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 6.0280%  | 0.0000% | $405515.00         | $5584.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 6.3420%  | 0.0000% | $155000.00         | $6251.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 6.6710%  | 0.0000% | $520000.00         | $10607.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-01-01      | 6.3830%  | 0.0000% | $1050000.00        | $9855.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 6.0990%  | 0.0000% | $304806.00         | $23929.51          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 6.3790%  | 0.0000% | $600000.00         | $5942.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-11-01      | 6.1860%  | 0.0000% | $1800000.00        | $20154.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 6.1960%  | 0.0000% | $713000.00         | $28594.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-05-01      | 6.4230%  | 0.0000% | $300000.00         | $19136.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 6.3460%  | 0.0000% | $775000.00         | $48680.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 6.3280%  | 0.0000% | $1200000.00        | $40957.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 6.1440%  | 0.0000% | $400000.00         | $8646.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 6.4040%  | 0.0000% | $145000.00         | $6346.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 6.0830%  | 0.0000% | $1000000.00        | $47029.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 3.3100%  | 0.0000% | $2087.00           | $1837.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 6.3380%  | 0.0000% | $2835051.00        | $9775.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 6.3200%  | 0.0000% | $1000000.00        | $19884.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 6.2320%  | 0.0000% | $194000.00         | $7268.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-03-01      | 6.2990%  | 0.0000% | $350000.00         | $7940.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 5.8430%  | 0.0000% | $1000000.00        | $28934.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 5.1720%  | 0.0000% | $4000000.00        | $5877.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-10-01      | 6.1480%  | 0.0000% | $1000000.00        | $25266.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-02-01      | 5.9650%  | 0.0000% | $3600000.00        | $7322.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-05-01      | 6.4650%  | 0.0000% | $12000000.00       | $12951.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 6.2730%  | 0.0000% | $2880000.00        | $7003.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 6.2990%  | 0.0000% | $2000000.00        | $5672.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-12-01      | 6.3450%  | 0.0000% | $2000000.00        | $8471.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 5.1710%  | 0.0000% | $7602949.00        | $37630.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-03-01      | 5.7750%  | 0.0000% | $300000.00         | $5486.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 6.2490%  | 0.0000% | $2370000.00        | $7404.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 5.1720%  | 0.0000% | $650000.00         | $5039.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 5.9430%  | 0.0000% | $8600000.00        | $12751.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-09-01      | 6.1250%  | 0.0000% | $2000000.00        | $8051.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-09-01      | 6.2560%  | 0.0000% | $1100000.00        | $6422.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 6.1470%  | 0.0000% | $1742020.00        | $6729.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-05-01      | 6.1560%  | 0.0000% | $1410995.00        | $10868.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 6.2500%  | 0.0000% | $1200000.00        | $13877.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 6.2010%  | 0.0000% | $1200000.00        | $8788.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.4140%  | 0.0000% | $4000000.00        | $12381.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 6.0150%  | 0.0000% | $7000000.00        | $48122.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 6.1550%  | 0.0000% | $5000000.00        | $17274.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 6.2700%  | 0.0000% | $1030000.00        | $12085.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-04-01      | 6.4550%  | 0.0000% | $313094.00         | $3084.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 6.1810%  | 0.0000% | $3484255.00        | $17374.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-04-01      | 7.2080%  | 0.0000% | $1395653.00        | $12584.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-03-01      | 5.1720%  | 0.0000% | $1000000.00        | $7761.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 6.0780%  | 0.0000% | $1397000.00        | $7678.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-05-01      | 6.2630%  | 0.0000% | $1002597.00        | $12754.34          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 5.9780%  | 0.0000% | $3007674.00        | $7727.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 6.0450%  | 0.0000% | $1000000.00        | $5759.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $17889.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 6.1650%  | 0.0000% | $2380000.00        | $17018.51          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 6.3960%  | 0.0000% | $2300000.00        | $12043.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 5.7410%  | 0.0000% | $800000.00         | $16945.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 5.1720%  | 0.0000% | $6399000.00        | $29635.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-12-01      | 5.7530%  | 0.0000% | $890000.00         | $9163.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-08-01      | 4.5850%  | 0.0000% | $54359.00          | $860.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-12-01      | 5.8230%  | 0.0000% | $1975000.00        | $32087.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 5.8490%  | 0.0000% | $1300000.00        | $21287.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 5.8960%  | 0.0000% | $1240000.00        | $12469.92          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 6.0380%  | 0.0000% | $1049287.00        | $23569.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 5.8100%  | 0.0000% | $1315000.00        | $35859.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 5.7400%  | 0.0000% | $1595000.00        | $13888.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 6.1350%  | 0.0000% | $920000.00         | $6096.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 6.2230%  | 0.0000% | $3300000.00        | $7453.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 6.5290%  | 0.0000% | $1400000.00        | $7825.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 6.3800%  | 0.0000% | $4800000.00        | $16041.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 6.3280%  | 0.0000% | $1375000.00        | $13829.94          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 5.8670%  | 0.0000% | $4900000.00        | $27913.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 6.3480%  | 0.0000% | $1325000.00        | $8001.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 6.2870%  | 0.0000% | $800000.00         | $11040.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 6.2750%  | 0.0000% | $1700000.00        | $13992.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-03-01      | 4.4770%  | 0.0000% | $2000000.00        | $16898.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 6.1600%  | 0.0000% | $1000000.00        | $6552.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 5.8670%  | 0.0000% | $3200000.00        | $24861.96          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 5.7830%  | 0.0000% | $2300000.00        | $17648.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 5.9270%  | 0.0000% | $1300000.00        | $10125.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 5.7000%  | 0.0000% | $2323000.00        | $25014.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 5.9830%  | 0.0000% | $620000.00         | $15348.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 5.9550%  | 0.0000% | $1500000.00        | $33525.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-09-01      | 6.6120%  | 0.0000% | $16519.00          | $793.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 6.3350%  | 0.0000% | $8715512.00        | $17794.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 6.7270%  | 0.0000% | $3700000.00        | $31698.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 5.8930%  | 0.0000% | $780000.00         | $13452.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.8050%  | 0.0000% | $3550000.00        | $5020.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.1750%  | 0.0000% | $2500000.00        | $22969.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.2230%  | 0.0000% | $2001.00           | $1841.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 3.5520%  | 0.0000% | $3378057.00        | $3057144.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.7420%  | 0.0000% | $1179116.00        | $1171330.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 3.5560%  | 0.0000% | $1000.00           | $943.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.8160%  | 0.0000% | $867296.00         | $824850.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 3.8280%  | 0.0000% | $1343742.00        | $1298989.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 4.9870%  | 0.0000% | $1612901.00        | $1636703.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-06-01      | 6.2890%  | 0.0000% | $1000000.00        | $43593.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 6.3600%  | 0.0000% | $1000000.00        | $14627.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 6.3100%  | 0.0000% | $350000.00         | $17082.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 6.2250%  | 0.0000% | $1465.00           | $52.03             | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 6.3500%  | 0.0000% | $320000.00         | $20486.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 6.5650%  | 0.0000% | $400000.00         | $37922.19          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 6.0780%  | 0.0000% | $223000.00         | $11666.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 5.8890%  | 0.0000% | $1007.00           | $144.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 6.4510%  | 0.0000% | $250000.00         | $17647.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 5.1820%  | 0.0000% | $25079.00          | $5563.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.8270%  | 0.0000% | $147000.00         | $20148.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 6.0830%  | 0.0000% | $105000.00         | $8585.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 6.3160%  | 0.0000% | $251000.00         | $14297.81          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.4370%  | 0.0000% | $163000.00         | $39367.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-03-01      | 6.4310%  | 0.0000% | $500000.00         | $24913.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 6.2270%  | 0.0000% | $286000.00         | $40429.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 6.3110%  | 0.0000% | $1055000.00        | $32270.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 2.8980%  | 0.0000% | $160000.00         | $6511.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 6.1160%  | 0.0000% | $60000.00          | $8664.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 6.2860%  | 0.0000% | $150000.00         | $36085.69          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 6.2910%  | 0.0000% | $175000.00         | $44564.02          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 6.0750%  | 0.0000% | $100000.00         | $44558.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0670%  | 0.0000% | $8599240.00        | $6856564.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0510%  | 0.0000% | $634639.00         | $640280.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | N/A      | 0.0000% | $14463274.00       | $14477780.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 3.0380%  | 0.0000% | $190000.00         | $35479.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 2.8400%  | 0.0000% | $60000.00          | $16947.51          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 2.8400%  | 0.0000% | $70000.00          | $13726.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 2.7430%  | 0.0000% | $160000.00         | $39692.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 4.0350%  | 0.0000% | $11194000.00       | $11276288.96       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.2080%  | 0.0000% | $6775975.00        | $4851018.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 4.6300%  | 0.0000% | $1000.00           | $1031.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-09-01      | 4.1850%  | 0.0000% | $912299.00         | $921594.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-09-01      | 4.1300%  | 0.0000% | $346247.00         | $348660.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 3.8200%  | 0.0000% | $1000.00           | $1000.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9000%  | 0.0000% | $224455.00         | $225370.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 3.8550%  | 0.0000% | $434151.00         | $434890.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 3.9100%  | 0.0000% | $1093348.00        | $1096412.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 6.2490%  | 0.0000% | $500000.00         | $25225.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 4.5750%  | 0.0000% | $766495.00         | $775246.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 4.7580%  | 0.0000% | $1014.00           | $1029.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 4.9500%  | 0.0000% | $1633561.00        | $1670128.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 4.6730%  | 0.0000% | $187223.00         | $190013.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.4700%  | 0.0000% | $3010.00           | $3038.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.9740%  | 0.0000% | $257990.00         | $263481.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 6.2500%  | 0.0000% | $8700000.00        | $5246.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 6.0630%  | 0.0000% | $420000.00         | $6126.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 6.2440%  | 0.0000% | $850000.00         | $13816.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 6.2910%  | 0.0000% | $799088.00         | $9144.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 5.9160%  | 0.0000% | $1161754.00        | $13954.31          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 6.3640%  | 0.0000% | $1374209.00        | $25237.07          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 5.5960%  | 0.0000% | $3697505.00        | $42101.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.3290%  | 0.0000% | $638196.00         | $12643.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.3150%  | 0.0000% | $2000000.00        | $11136.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 5.8830%  | 0.0000% | $3795000.00        | $27440.92          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.5700%  | 0.0000% | $1000000.00        | $5158.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 6.4500%  | 0.0000% | $1000000.00        | $10528.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 5.7230%  | 0.0000% | $800000.00         | $8190.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 6.1550%  | 0.0000% | $230000.00         | $5701.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 5.8440%  | 0.0000% | $930000.00         | $10012.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 5.9030%  | 0.0000% | $650000.00         | $7040.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 6.5860%  | 0.0000% | $290000.00         | $4986.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 6.5610%  | 0.0000% | $1000000.00        | $5914.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 5.5950%  | 0.0000% | $1500000.00        | $8283.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 6.3420%  | 0.0000% | $250000.00         | $8366.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 5.9790%  | 0.0000% | $865645.00         | $12085.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 6.4450%  | 0.0000% | $1100000.00        | $13752.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-08-01      | 6.4400%  | 0.0000% | $3200000.00        | $10201.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-08-01      | 4.6700%  | 0.0000% | $15551.00          | $588.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-10-01      | 6.5160%  | 0.0000% | $3300000.00        | $46241.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 6.2070%  | 0.0000% | $220000.00         | $7651.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 6.2880%  | 0.0000% | $5000000.00        | $43295.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 6.3080%  | 0.0000% | $1140000.00        | $17961.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 6.7050%  | 0.0000% | $6000000.00        | $20159.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-02-01      | 6.1450%  | 0.0000% | $2000000.00        | $24852.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-09-01      | 6.6580%  | 0.0000% | $880000.00         | $14372.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-11-01      | 6.5620%  | 0.0000% | $1200000.00        | $17835.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-10-01      | 6.5300%  | 0.0000% | $18258000.00       | $49301.05          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.9620%  | 0.0000% | $3294438.00        | $2560006.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.4070%  | 0.0000% | $10080836.00       | $10253799.40       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.2040%  | 0.0000% | $8968812.00        | $9131234.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 4.8010%  | 0.0000% | $68655321.00       | $69398870.81       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 4.8490%  | 0.0000% | $1077287.00        | $1093750.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0650%  | 0.0000% | $401379.00         | $410379.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 3.7280%  | 0.0000% | $3237342.00        | $3053520.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 4.1460%  | 0.0000% | $1446544.00        | $1400368.00        | Agency Mortgage-Backed Securities  |
| USTR          | 2030-11-15      | N/A      | 0.0000% | $189110849.14      | $159383190.99      | U.S. Treasuries (including strips) |

### Security 160: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 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: ARP1FJEE9, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FJEE9_3.66_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2055-05-15      | N/A      | 0.0000% | $6500.00           | $1624.86           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $79.73             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $400.00            | $401.53            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $326002800.00      | $337991886.18      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $800.00            | $1057.61           | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $121.38            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.36             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $955.68            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $15921200.00       | $15152604.51       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $400.00            | $399.68            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $199.55            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $188.78            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $200.00            | $202.98            | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $1700.00           | $1723.36           | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $6317600.00        | $6688704.54        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $1250200.00        | $1256204.83        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $134230600.00      | $138683814.47      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $7808400.00        | $7913870.30        | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $5800.00           | $5900.04           | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.8129%  | 0.0000% | $1968700.00        | $1977867.74        | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | N/A      | 0.0000% | $513182.92         | $321728.23         | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | N/A      | 0.0000% | $116.93            | $69.35             | U.S. Treasuries (including strips) |

### Security 161: CREDIT AGRICOLE

- **C.1 - Title:** CREDIT AGRICOLE 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: ARP1FJEH2, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: ARP1FJEH2_3.67_0302
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-06-01      | 3.5000%  | 0.0000% | $18516.00          | $10217.92          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $220.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $18818304.00       | $11151541.35       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $20885629.00       | $12999721.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $21546848.00       | $11573910.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-05-01      | 5.5000%  | 0.0000% | $1533985.00        | $7324.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1008.00           | $1091.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 4.5000%  | 0.0000% | $1000.00           | $1029.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-05-01      | 5.1700%  | 0.0000% | $2817300.00        | $2978119.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 4.5600%  | 0.0000% | $5066000.00        | $5114974.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 4.5300%  | 0.0000% | $3257000.00        | $3237343.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-08-01      | 4.5800%  | 0.0000% | $1000.00           | $1035.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-10-01      | 5.5700%  | 0.0000% | $3731000.00        | $3727523.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-10-01      | 4.9000%  | 0.0000% | $1000.00           | $1024.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $19471362.00       | $10395617.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $18741494.00       | $10901724.79       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-06-01      | 5.8100%  | 0.0000% | $1009.00           | $1053.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 4.3000%  | 0.0000% | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 4.2800%  | 0.0000% | $1000.00           | $1015.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1002.00           | $1028.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1020.00           | $1056.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $930.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $3745000.00        | $2228751.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $20604796.00       | $13500002.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $3150296.00        | $3257461.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $4797180.00        | $4957044.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 4.5000%  | 0.0000% | $1000.00           | $13.36             | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-01-01      | 2.0000%  | 0.0000% | $1000.00           | $22.08             | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $405.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $764.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1280.00           | $1159.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $12170240.00       | $11652440.71       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $10633794.00       | $11262838.10       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $9928812.00        | $10436699.86       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $192685.00         | $204809.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1613.00           | $1535.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $2723216.00        | $2684741.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.41           | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-07-20      | 3.5000%  | 0.0000% | $1024.00           | $124.54            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $1000.00           | $57.71             | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $193.62            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $504.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $530.07            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 0.5000%  | 0.0000% | $1000.00           | $633.55            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $167250000.00      | $104190481.06      | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $661.17            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $1024.00           | $753.61            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $759.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $1010.00           | $623.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $465672000.00      | $227882277.83      | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 4.0000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $23686000.00       | $10370116.24       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $346.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1024.39           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $26911221.00       | $15949586.07       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $1000.00           | $400.99            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $413.83            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $458.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $1000.00           | $313.94            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $522.97            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $644.31            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $415.72            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $332.74            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $665.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $1000.00           | $750.26            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $828.31            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $3442980.00        | $3089723.09        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $1000.00           | $511.23            | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1087.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1024.00           | $1029.66           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1024.00           | $651.49            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $1008.00           | $930.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $360000000.00      | $360294490.04      | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1024.00           | $1048.58           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 3.5000%  | 0.0000% | $1040.00           | $968.07            | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1020.00           | $634.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $779578.00         | $740294.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $13417701.00       | $10087891.09       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 2.0000%  | 0.0000% | $1008.00           | $702.41            | Agency Mortgage-Backed Securities  |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $150500.00         | $152516.48         | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $1890800.00        | $1918990.37        | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | N/A      | 0.0000% | $35.26             | $22.11             | U.S. Treasuries (including strips) |

### Security 162: MIZUHO SECURITIES USA INC.

- **C.1 - Title:** MIZUHO SECURITIES USA INC. 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: ARP1FJEO7, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1FJEO7_3.67_0302
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $138715500.00      | $130931008.39      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $223437900.00      | $226068998.55      | U.S. Treasuries (including strips) |

### Security 163: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 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: ARP1FJEP4, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1FJEP4_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2038-07-01      | 6.0500%  | 0.0000% | $3645.00           | $133.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.1450%  | 0.0000% | $1024.00           | $1040.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $148.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 3.5000%  | 0.0000% | $2005.00           | $243.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 3.0000%  | 0.0000% | $1988.00           | $375.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $284.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $908.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $753.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $778.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1768.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $2016.00           | $1629.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $750.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $665.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $781.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $2279.00           | $1893.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $855.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1008.00           | $826.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $838.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $929.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $208.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1088.00           | $919.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $122825.00         | $115231.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $6032.00           | $3889.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $54000.00          | $42996.25          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $3508099.00        | $2753014.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $882.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $815.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $827.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $69484.00          | $48876.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2040.00           | $1600.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $10041.00          | $1362.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1008.00           | $168.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $2024.00           | $316.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $5120.00           | $866.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $193.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $3032.00           | $742.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $271.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1007.00           | $217.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4064.00           | $2790.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1135.00           | $765.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $6120.00           | $4400.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1200.00           | $828.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $3300.00           | $2208.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $2096.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $4155.00           | $2888.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $4016.00           | $3069.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $6144.00           | $4284.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1008.00           | $727.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3016.00           | $2191.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5104.00           | $3811.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $640.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1157.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $649.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $674.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1544570.00        | $1051640.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $13792.00          | $12356.97          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $496.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2155.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $4072.00           | $3032.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $4040.00           | $3054.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $696.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1574.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $2016.00           | $1113.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $106.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $88.10             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3088.00           | $731.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $300866.00         | $44489.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4080.00           | $1065.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1024.00           | $209.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $2024.00           | $450.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $148.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $17185.00          | $3396.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $184.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $47.31             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 4.0000%  | 0.0000% | $1988094.00        | $205542.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $1010.00           | $9.35              | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $782.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $910.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1247881.00        | $1082145.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $2048.00           | $1765.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $483032.00         | $461304.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $857.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $714.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $957.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2092.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3125.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3036260.00        | $2862779.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2234342.00        | $2040436.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2873.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $3072.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $746.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $878.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2071.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2073.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2120.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1073.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $784.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2008.00           | $1988.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $941.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2016.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2016.00           | $2032.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $250.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 4.0000%  | 0.0000% | $17600.00          | $6129.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $8183.00           | $2916.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $1024.00           | $329.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $30806.00          | $12716.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1851.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1000.00           | $683.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1456.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $11827.00          | $2421.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1024.00           | $466.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $4172784.00        | $1208444.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 2.9800%  | 0.0000% | $3118990.00        | $2862678.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 3.0000%  | 0.0000% | $1001.00           | $94.96             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $267.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3377.00           | $893.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $1024.00           | $155.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $1290.00           | $371.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.3601%  | 0.0000% | $2197473.00        | $2222314.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $786.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $578.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2059-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1896.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $651.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $3048.00           | $956.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $2048.00           | $726.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $550.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $4096.00           | $1988.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1010.00           | $420.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $881.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $652.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4056.00           | $3012.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $724.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1551.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2787.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $3072.00           | $2515.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1937.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $740.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1260238.00        | $882354.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1136.00           | $826.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $609.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $854.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4048.00           | $2799.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1775.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $1477244.00        | $1256745.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1519.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $117782.00         | $108140.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $858.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $834.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2991.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.1800%  | 0.0000% | $717676.00         | $728985.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.9100%  | 0.0000% | $496320.00         | $498609.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $229.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $184.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $4072.00           | $1179.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $4064.00           | $1188.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $3214.00           | $623.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $2024.00           | $995.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $2008.00           | $992.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.0000%  | 0.0000% | $142485.00         | $60225.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $3028.00           | $1183.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3304.00           | $1363.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1167526.00        | $489842.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3966789.00        | $1967491.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $3151.00           | $1810.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $6144.00           | $4223.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $12030.00          | $9475.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $167269.00         | $128066.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2597.00           | $2076.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1048.00           | $693.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5048.00           | $3598.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $3040.00           | $2318.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $5168.00           | $4626.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1969527.00        | $1816892.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $726.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $6923764.00        | $5960193.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $3671905.00        | $2914590.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2024.00           | $1527.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2568.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1001.00           | $823.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1281790.00        | $1037649.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $30834133.00       | $29338848.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $822.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $52125680.00       | $49343968.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $64016.00          | $61868.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $712896.00         | $732427.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $2004.00           | $2049.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $851.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $945.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $918.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $380288.00         | $374199.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $950.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $371152.00         | $363940.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1038.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $2040.00           | $1939.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $901.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $2064.00           | $2089.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $335.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $17472.00          | $13186.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $694.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $744.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1897770.00        | $1328308.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2014.00           | $1472.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $58288982.00       | $45004103.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 2.5000%  | 0.0000% | $1024.00           | $755.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $722.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $754.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $804.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $47988400.00       | $36658631.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $43007344.00       | $31595170.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.5000%  | 0.0000% | $3168.00           | $2424.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $792.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $593.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $772.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $39008000.00       | $32048879.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $773.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.0000%  | 0.0000% | $1002.00           | $781.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $183861671.00      | $157365628.56      | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $840.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $745.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $756.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $778.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $786.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $657.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $720.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $59298215.00       | $56409160.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3024.00           | $3136.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3356160.00        | $3394312.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-05-01      | 5.5000%  | 0.0000% | $4087.00           | $12.42             | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $1494.00           | $81.73             | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $80.40             | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.5000%  | 0.0000% | $1201.00           | $82.61             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $80.97             | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $168.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $27710894.00       | $21007235.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $825.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $826.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1394000.00        | $1165918.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1825.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $925.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1043.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $992.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $925.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2006.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $995.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $956.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $2016.00           | $1994.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $775.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $2024.00           | $2072.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $8422554.00        | $8635271.07        | Agency Mortgage-Backed Securities |

### Security 164: SOCIETE' GENERALE NY

- **C.1 - Title:** SOCIETE' GENERALE NY 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: ARP1FJEQ2, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1FJEQ2_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2043-06-01      | 6.2170%  | 0.0000% | $6170728.00        | $154115.42         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $1767000.00        | $565902.91         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $541000.00         | $213694.41         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $4830128.00        | $3633422.83        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $744.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $796.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $27000.00          | $21261.10          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $2074204.00        | $1430566.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $23458816.00       | $20144782.76       | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-07-01      | 4.2280%  | 0.0000% | $1024.00           | $1023.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-02-01      | 4.6500%  | 0.0000% | $1597832.00        | $1639713.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-05-01      | 8.5000%  | 0.0000% | $1105000.00        | $23202.46          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1250660.00        | $834983.74         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1005479.00        | $726875.28         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1492135.00        | $1177072.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1145792.00        | $759054.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $11039664.00       | $8047256.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 4.5000%  | 0.0000% | $1337852.00        | $1305351.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-05-01      | 5.5000%  | 0.0000% | $3870668.00        | $3164007.38        | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-08-01      | 6.0000%  | 0.0000% | $1849426.00        | $1173751.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-11-01      | 6.1500%  | 0.0000% | $957353.00         | $552068.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 6.4100%  | 0.0000% | $7248000.00        | $196753.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 5.6210%  | 0.0000% | $4669992.00        | $794841.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1175008.00        | $124126.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $1875990.00        | $262099.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 5.8430%  | 0.0000% | $5549000.00        | $160556.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-01-01      | 5.5380%  | 0.0000% | $6687032.00        | $99511.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 5.9900%  | 0.0000% | $28539293.00       | $102439.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 5.8900%  | 0.0000% | $11036809.00       | $194556.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 6.5420%  | 0.0000% | $12763424.00       | $230282.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 6.5540%  | 0.0000% | $11684448.00       | $178077.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1164412.00        | $957332.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $12427888.00       | $9311069.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $1185326.00        | $1007172.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1525442.00        | $1299639.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1763054.00        | $1505947.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1081530.00        | $850547.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $879050.00         | $742434.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1098968.00        | $1045323.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $379719.00         | $350723.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2637032.00        | $2463710.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $382436.00         | $326007.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1859950.00        | $1300544.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1045821.00        | $1103834.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1012904.00        | $1048071.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 5.8500%  | 0.0000% | $1355811.00        | $284580.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $548000.00         | $165598.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $358000.00         | $67182.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $321.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 5.1820%  | 0.0000% | $1024.00           | $227.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.3440%  | 0.0000% | $6905840.00        | $5642243.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 5.9640%  | 0.0000% | $2997000.00        | $163810.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $24038720.00       | $11390908.22       | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 4.3400%  | 0.0000% | $5811000.00        | $5918169.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 4.3400%  | 0.0000% | $5141144.00        | $5237768.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 4.4300%  | 0.0000% | $497000.00         | $504776.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $4266648.00        | $2634427.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4787752.00        | $3641619.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1470288.00        | $985746.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $402040.00         | $352161.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 4.0000%  | 0.0000% | $2135484.00        | $1363057.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $2905332.00        | $2114341.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $10520700.00       | $7281097.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2731492.00        | $2438965.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1150038.00        | $1066034.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $2389976.00        | $1902927.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.1720%  | 0.0000% | $1953752.00        | $1629362.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $19226208.00       | $15528029.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.7640%  | 0.0000% | $1357966.00        | $1054682.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 8.0000%  | 0.0000% | $452294.00         | $414543.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-04-01      | 4.7200%  | 0.0000% | $1000.00           | $1039.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-07-01      | 4.7700%  | 0.0000% | $5803.00           | $5986.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 4.5450%  | 0.0000% | $49467712.00       | $50826219.04       | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 4.7400%  | 0.0000% | $6597528.00        | $6800583.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 4.5300%  | 0.0000% | $1000.00           | $1029.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 4.4400%  | 0.0000% | $7344000.00        | $7525541.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 4.2000%  | 0.0000% | $7692000.00        | $7842565.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $221044480.00      | $18775862.52       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $96087552.00       | $46182423.99       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $357734.00         | $258753.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1147772.00        | $801675.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $498000.00         | $397649.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1087904.00        | $780483.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $10301.00          | $9792.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $21100073.00       | $19921656.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 3.2870%  | 0.0000% | $18713888.00       | $18094207.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 1.5000%  | 0.0000% | $60000.00          | $53633.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $35000.00          | $26662.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-09-01      | 4.0000%  | 0.0000% | $1685453.00        | $96405.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $8000.00           | $6368.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $6002.00           | $5260.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $18165158.00       | $17513768.76       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $11007600.00       | $7606909.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1090187.00        | $1157220.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $919.29            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $163169473.00      | $162299382.55      | Agency Mortgage-Backed Securities  |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.83             | U.S. Treasuries (including strips) |

### Security 165: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK 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: ARP1FJER0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1FJER0_3.67_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1010.00           | $198.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $915316.00         | $976024.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $49480944.00       | $10740452.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $873800.00         | $919963.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $829192.00         | $867494.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $802805.00         | $857549.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $10275101.00       | $9755870.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $2046.00           | $891.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $868436.00         | $927116.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $847587.00         | $895580.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $845679.00         | $898587.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $902444.00         | $949348.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 7.0000%  | 0.0000% | $848717.00         | $908452.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $4994697.00        | $2310848.78        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $2046565.00        | $1907278.67        | Agency Mortgage-Backed Securities  |
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $3128700.00        | $6708623.35        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.5000%  | 0.0000% | $300.00            | $314.91            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $3200.00           | $5232.53           | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $305.60            | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $300.00            | $239.96            | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $159.30            | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $10588600.00       | $8142839.61        | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $150.57            | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.99             | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $8300.00           | $4276.83           | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $500.00            | $291.34            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $126.67            | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $152.17            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $260.59            | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $500.00            | $477.31            | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.89             | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $10100.00          | $10402.15          | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $400.00            | $375.31            | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $202.01            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $2100.00           | $2152.00           | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $197.94            | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $318000.00         | $325186.89         | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $1200.00           | $1198.48           | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $3140900.00        | $3224098.00        | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.15            | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $104.17            | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $200.00            | $202.28            | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $203.98            | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 4.7500%  | 0.0000% | $171300.00         | $174801.30         | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $200.00            | $198.12            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $4024600.00        | $3958986.37        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $1000600.00        | $989062.68         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $10224900.00       | $10193455.04       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $100.81            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $200.00            | $201.11            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $8805500.00        | $11969714.38       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $200.00            | $189.33            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $28300.00          | $34416.77          | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $2102600.00        | $2064841.35        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $15967100.00       | $15368095.92       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $191.61            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $264.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $192.44            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $9691400.00        | $9163459.59        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $1200.00           | $1137.36           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $8814700.00        | $8753966.42        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $300.68            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $300.00            | $321.85            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $16777300.00       | $15888700.41       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $4700.00           | $4870.39           | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $300.00            | $305.08            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $197.36            | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $33274300.00       | $34582628.93       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $202.38            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $3600.00           | $3671.34           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $300.00            | $302.51            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $900.00            | $917.84            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $204.64            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $400.00            | $429.54            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $900.00            | $999.56            | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $104.73            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $200.00            | $201.34            | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $862600.00         | $882437.42         | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.75            | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $8714100.00        | $9280148.15        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $200.00            | $206.50            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $300.00            | $305.20            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $405.72            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $2030800.00        | $2064651.57        | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $500.00            | $519.81            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $2107700.00        | $2237343.49        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $300.00            | $309.95            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $13500000.00       | $14031328.52       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $2100.00           | $2126.19           | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $300.00            | $305.99            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $700.00            | $705.73            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $200.00            | $208.46            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $205.39            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $300.00            | $305.91            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $205.51            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $25000000.00       | $26139437.32       | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $103.71            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $200.00            | $203.61            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $300.00            | $304.24            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.97            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $1152400.00        | $1186590.81        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $300.00            | $306.37            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $900.00            | $908.73            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $300.00            | $304.59            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $600.00            | $615.32            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $204.11            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 3.6250%  | 0.0000% | $19400000.00       | $19840260.92       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $200.00            | $203.93            | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $3933900.00        | $3982791.49        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-15      | 3.5000%  | 0.0000% | $10738200.00       | $10841484.14       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $800.00            | $803.06            | U.S. Treasuries (including strips) |

### Security 166: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo 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: ARP1FJES8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1FJES8_3.67_0302
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-01-01      | 3.0000%  | 0.0000% | $27000.00          | $2700.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 7.0000%  | 0.0000% | $42000.00          | $6177.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-11-01      | 4.5000%  | 0.0000% | $5907500.00        | $116509.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 6.0000%  | 0.0000% | $602529.00         | $53848.43          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-11-01      | 5.0000%  | 0.0000% | $1800000.00        | $163928.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2026-09-01      | 4.5000%  | 0.0000% | $866000.00         | $721.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2032-07-01      | 2.5000%  | 0.0000% | $3150000.00        | $712094.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 6.0000%  | 0.0000% | $1231778.00        | $1146059.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 5.5000%  | 0.0000% | $30000.00          | $15738.78          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-03-01      | 5.0000%  | 0.0000% | $497544.00         | $273419.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-09-01      | 5.0000%  | 0.0000% | $1426000.00        | $851719.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-07-01      | 6.0000%  | 0.0000% | $1488555.00        | $703864.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $2961477.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $7875000.00        | $3010274.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $440000.00         | $318372.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $2650000.00        | $1986874.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $231031.00         | $170001.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $49000.00          | $36951.41          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $1061116.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.5000%  | 0.0000% | $382965.00         | $291964.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 4.5000%  | 0.0000% | $7819472.00        | $1079847.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $3000000.00        | $1734262.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $300000000.00      | $236443004.53      | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $197000.00         | $151337.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $855000.00         | $685832.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $8952013.00        | $3727165.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 5.0000%  | 0.0000% | $5347259.00        | $979138.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 3.0000%  | 0.0000% | $1117500.00        | $419875.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $560000.00         | $99889.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1598.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1956369.00        | $1446135.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $471042.00         | $309142.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $5657021.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2468.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1569075.00        | $589294.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 2.0000%  | 0.0000% | $390000.00         | $193292.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.5000%  | 0.0000% | $213871.00         | $112558.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-03-01      | 4.0000%  | 0.0000% | $109416.00         | $97311.22          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $200000.00         | $86191.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $276458.00         | $156380.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $444491.00         | $314501.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $10435060.00       | $8153817.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 6.0000%  | 0.0000% | $652877.00         | $514661.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 2.0000%  | 0.0000% | $500000.00         | $317603.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-25      | 6.5000%  | 0.0000% | $11000.00          | $10963.37          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $99177.00          | $98626.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-02-01      | 6.0000%  | 0.0000% | $1499262.00        | $1206503.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 5.5000%  | 0.0000% | $4354065.00        | $3629922.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 5.5000%  | 0.0000% | $3100629.00        | $1994624.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 6.0000%  | 0.0000% | $1004263.00        | $859962.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 5.0000%  | 0.0000% | $1157762.00        | $1154407.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 4.5000%  | 0.0000% | $863637.00         | $746588.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 5.5000%  | 0.0000% | $2290885.00        | $2353336.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $250000.00         | $45178.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $12517413.00       | $11801943.00       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $3493354.00        | $2661086.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $9212524.00        | $8550598.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $17904405.00       | $16655066.47       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $12730496.00       | $12970815.14       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $42400000.00       | $40663158.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $21451014.00       | $21229126.08       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $2063471.00        | $2109880.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1141081.00        | $1157821.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $3408124.00        | $3472991.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1251000.00        | $1264489.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $110000.00         | $103960.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $270370.00         | $245553.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $804071.00         | $603661.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $6032161.00        | $5927663.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $12268055.00       | $10973429.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 3.5000%  | 0.0000% | $6563941.00        | $6167098.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $31611825.00       | $27762322.98       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $152765945.00      | $153982131.65      | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $3434777.00        | $2695165.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $67550000.00       | $68196043.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $1302112.00        | $1292154.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1321250.00        | $1254366.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $884754.00         | $875005.87         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $1003670.00        | $994278.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $6879000.00        | $6919876.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1276541.00        | $1309294.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $5963694.00        | $6005851.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $2353151.00        | $2445032.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $4299700.00        | $4257915.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $1036141.00        | $1104642.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $2008203.00        | $2043806.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1888321.00        | $1872832.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $2121437.00        | $2249019.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $1506143.00        | $1494074.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $22257961.00       | $22536566.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $4247765.00        | $4446553.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1296480.00        | $1318814.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $9422991.00        | $9504896.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $4662100.00        | $4624747.25        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** The HSBC Funds

**Date:** 2026-03-06

**By:** \s\James D Levy

**Name of Signing Officer:** James D Levy

**Title of Signing Officer:** Vice President