# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001145549-25-058096
**Filing Date:** 2025-9
**Character Count:** 430732
**Document Hash:** a34a6ba7feed3644443a64c0bbb9c614
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058096.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058096

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251299697

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

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

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

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

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 34 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $24063979574.93

- **Amortized Cost of Portfolio Securities:** $24059595115.35

- **Cash:** $0.00

- **Total Other Assets:** $68590115.39

- **Total Liabilities:** $522785355.49

- **Net Assets of Series:** $23605399875.25

- **Number of Shares Outstanding (Series):** 23603290916.5500

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $11578968542.50           | $17688336776.27            | 49.3300%                  | 75.3500%                   |
| 2025-08-04 | $12348787323.37           | $18468155557.17            | 51.1000%                  | 76.4300%                   |
| 2025-08-05 | $14653959273.60           | $19131939394.90            | 59.4100%                  | 77.5600%                   |
| 2025-08-06 | $13013977530.74           | $19357532777.06            | 52.2300%                  | 77.6900%                   |
| 2025-08-07 | $13187390384.27           | $18980945630.59            | 53.7300%                  | 77.3400%                   |
| 2025-08-08 | $12138958437.57           | $18422513683.91            | 50.6100%                  | 76.8100%                   |
| 2025-08-11 | $12302557353.91           | $18596112600.28            | 50.9200%                  | 76.9700%                   |
| 2025-08-12 | $14082094702.23           | $18710074823.60            | 58.3000%                  | 77.4600%                   |
| 2025-08-13 | $12635660789.08           | $19211217760.47            | 51.4600%                  | 78.2400%                   |
| 2025-08-14 | $11929791290.37           | $18105348261.77            | 50.8700%                  | 77.2100%                   |
| 2025-08-15 | $11791142707.58           | $18236278626.36            | 49.9400%                  | 77.2400%                   |
| 2025-08-18 | $11928852482.01           | $18303988400.82            | 50.3700%                  | 77.2900%                   |
| 2025-08-19 | $14438826439.58           | $18676385508.40            | 60.6800%                  | 78.4900%                   |
| 2025-08-20 | $11879720514.92           | $18564280033.75            | 50.2100%                  | 78.4600%                   |
| 2025-08-21 | $12593043320.90           | $18577602839.74            | 53.1900%                  | 78.4700%                   |
| 2025-08-22 | $12392056755.77           | $18779616274.62            | 52.5100%                  | 79.5800%                   |
| 2025-08-25 | $12974888854.43           | $19262448373.31            | 53.8700%                  | 79.9800%                   |
| 2025-08-26 | $14538462944.27           | $19494022013.16            | 59.0000%                  | 79.1100%                   |
| 2025-08-27 | $12996395992.84           | $18939331592.99            | 53.9600%                  | 78.6300%                   |
| 2025-08-28 | $13403105940.32           | $18633041540.48            | 56.3600%                  | 78.3500%                   |
| 2025-08-29 | $13540988807.21           | $18660924407.38            | 56.1300%                  | 77.3600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.4200%             |
| 2025-08-04 | 4.4200%             |
| 2025-08-05 | 4.4100%             |
| 2025-08-06 | 4.4100%             |
| 2025-08-07 | 4.4000%             |
| 2025-08-08 | 4.4000%             |
| 2025-08-11 | 4.3900%             |
| 2025-08-12 | 4.3900%             |
| 2025-08-13 | 4.3900%             |
| 2025-08-14 | 4.3900%             |
| 2025-08-15 | 4.3800%             |
| 2025-08-18 | 4.3800%             |
| 2025-08-19 | 4.3800%             |
| 2025-08-20 | 4.3700%             |
| 2025-08-21 | 4.3700%             |
| 2025-08-22 | 4.3700%             |
| 2025-08-25 | 4.3600%             |
| 2025-08-26 | 4.3700%             |
| 2025-08-27 | 4.3700%             |
| 2025-08-28 | 4.3700%             |
| 2025-08-29 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0002                      |
|  |  |
| 2025-08-04 | 1.0002                      |
|  |  |
| 2025-08-05 | 1.0002                      |
|  |  |
| 2025-08-06 | 1.0002                      |
|  |  |
| 2025-08-07 | 1.0002                      |
|  |  |
| 2025-08-08 | 1.0002                      |
|  |  |
| 2025-08-11 | 1.0002                      |
|  |  |
| 2025-08-12 | 1.0002                      |
|  |  |
| 2025-08-13 | 1.0003                      |
|  |  |
| 2025-08-14 | 1.0002                      |
|  |  |
| 2025-08-15 | 1.0003                      |
|  |  |
| 2025-08-18 | 1.0002                      |
|  |  |
| 2025-08-19 | 1.0002                      |
|  |  |
| 2025-08-20 | 1.0002                      |
|  |  |
| 2025-08-21 | 1.0002                      |
|  |  |
| 2025-08-22 | 1.0003                      |
|  |  |
| 2025-08-25 | 1.0002                      |
|  |  |
| 2025-08-26 | 1.0002                      |
|  |  |
| 2025-08-27 | 1.0002                      |
|  |  |
| 2025-08-28 | 1.0002                      |
|  |  |
| 2025-08-29 | 1.0003                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1515115324.54

- **Number of Shares Outstanding:** 1515019104.8810

- **Expense Reimbursement/Waiver:** 83399.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0002          |
|  |  |
| 2025-08-11 | 1.0002          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0002          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $40190630.39              | $3814549.20             |
| 2025-08-04 | $7941532.44               | $3558567.86             |
| 2025-08-05 | $4113884.25               | $3275057.82             |
| 2025-08-06 | $25256134.25              | $6736182.75             |
| 2025-08-07 | $8840942.84               | $1948206.58             |
| 2025-08-08 | $11995950.49              | $3818278.05             |
| 2025-08-11 | $21213944.24              | $13994058.91            |
| 2025-08-12 | $107863947.18             | $2084042.03             |
| 2025-08-13 | $58291307.34              | $4158224.05             |
| 2025-08-14 | $17262363.10              | $3493567.08             |
| 2025-08-15 | $18236043.70              | $13333427.13            |
| 2025-08-18 | $8094084.77               | $13466312.59            |
| 2025-08-19 | $9536332.94               | $1524027.57             |
| 2025-08-20 | $25428737.37              | $5056116.15             |
| 2025-08-21 | $12506816.87              | $4229248.84             |
| 2025-08-22 | $10659703.28              | $3271562.90             |
| 2025-08-25 | $7622997.82               | $5927603.44             |
| 2025-08-26 | $10513861.89              | $7958628.43             |
| 2025-08-27 | $9792982.98               | $4515619.39             |
| 2025-08-28 | $8672318.14               | $3180680.66             |
| 2025-08-29 | $9259274.98               | $9611814.30             |

**Total Gross Subscriptions (Month):** $433293791.26

**Total Gross Redemptions (Month):** $118955775.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2400%           |
| 2025-08-04 | 4.2400%           |
| 2025-08-05 | 4.2300%           |
| 2025-08-06 | 4.2300%           |
| 2025-08-07 | 4.2200%           |
| 2025-08-08 | 4.2200%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2000%           |
| 2025-08-18 | 4.2000%           |
| 2025-08-19 | 4.2000%           |
| 2025-08-20 | 4.1900%           |
| 2025-08-21 | 4.1900%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.3400%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $22090284550.71

- **Number of Shares Outstanding:** 22088271811.6690

- **Expense Reimbursement/Waiver:** 1312299.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0002          |
|  |  |
| 2025-08-11 | 1.0002          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0003          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0002          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $626970774.91             | $368752235.28           |
| 2025-08-04 | $191475762.82             | $401613838.81           |
| 2025-08-05 | $183270781.14             | $63580143.47            |
| 2025-08-06 | $377494330.07             | $198764653.90           |
| 2025-08-07 | $247343471.82             | $233353756.28           |
| 2025-08-08 | $142324310.29             | $368045783.07           |
| 2025-08-11 | $261994124.49             | $148945845.53           |
| 2025-08-12 | $201687828.04             | $582414859.93           |
| 2025-08-13 | $229047503.69             | $131203761.21           |
| 2025-08-14 | $134255734.54             | $191800874.46           |
| 2025-08-15 | $268091071.42             | $149891538.20           |
| 2025-08-18 | $173273334.15             | $143014060.90           |
| 2025-08-19 | $200682148.89             | $98395048.97            |
| 2025-08-20 | $100463782.80             | $162081527.35           |
| 2025-08-21 | $175252382.93             | $123576602.95           |
| 2025-08-22 | $113372325.90             | $234019120.71           |
| 2025-08-25 | $133584150.67             | $155177314.72           |
| 2025-08-26 | $144120452.83             | $122849147.03           |
| 2025-08-27 | $182280351.74             | $152823945.51           |
| 2025-08-28 | $104866012.74             | $194234395.89           |
| 2025-08-29 | $270839878.90             | $120864465.00           |

**Total Gross Subscriptions (Month):** $4462690514.78

**Total Gross Redemptions (Month):** $4345402919.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2400%           |
| 2025-08-04 | 4.2400%           |
| 2025-08-05 | 4.2300%           |
| 2025-08-06 | 4.2300%           |
| 2025-08-07 | 4.2200%           |
| 2025-08-08 | 4.2200%           |
| 2025-08-11 | 4.2100%           |
| 2025-08-12 | 4.2100%           |
| 2025-08-13 | 4.2100%           |
| 2025-08-14 | 4.2100%           |
| 2025-08-15 | 4.2000%           |
| 2025-08-18 | 4.2000%           |
| 2025-08-19 | 4.2000%           |
| 2025-08-20 | 4.1900%           |
| 2025-08-21 | 4.1900%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 46.1300%         | 0.0000%              |
| Non-financial corporation |  | 20.8500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15006322.20
- **C.18.a - Value (excl. sponsor support):** $15006322.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50020517.00
- **C.18.a - Value (excl. sponsor support):** $50020517.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100013387.00
- **C.18.a - Value (excl. sponsor support):** $100013387.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20017524.80
- **C.18.a - Value (excl. sponsor support):** $20017524.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99996877.00
- **C.18.a - Value (excl. sponsor support):** $99996877.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999898.00
- **C.18.a - Value (excl. sponsor support):** $99999898.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74983566.00
- **C.18.a - Value (excl. sponsor support):** $74983566.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37356169.04
- **C.18.a - Value (excl. sponsor support):** $37356169.04
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9827333.30
- **C.18.a - Value (excl. sponsor support):** $9827333.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $107791062.50
- **C.18.a - Value (excl. sponsor support):** $107791062.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5D3, C.4 - ISIN: US3133EP5D36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43001112.41
- **C.18.a - Value (excl. sponsor support):** $43001112.41
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.1700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49026024.39
- **C.18.a - Value (excl. sponsor support):** $49026024.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90005195.70
- **C.18.a - Value (excl. sponsor support):** $90005195.70
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50017414.50
- **C.18.a - Value (excl. sponsor support):** $50017414.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30011413.20
- **C.18.a - Value (excl. sponsor support):** $30011413.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005929.35
- **C.18.a - Value (excl. sponsor support):** $15005929.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008736.60
- **C.18.a - Value (excl. sponsor support):** $20008736.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45021355.65
- **C.18.a - Value (excl. sponsor support):** $45021355.65
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWB7, C.4 - ISIN: US3133EPWB75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30001508.70
- **C.18.a - Value (excl. sponsor support):** $30001508.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005388.00
- **C.18.a - Value (excl. sponsor support):** $10005388.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25014908.75
- **C.18.a - Value (excl. sponsor support):** $25014908.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24996677.25
- **C.18.a - Value (excl. sponsor support):** $24996677.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34988975.70
- **C.18.a - Value (excl. sponsor support):** $34988975.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30001493.70
- **C.18.a - Value (excl. sponsor support):** $30001493.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30006315.30
- **C.18.a - Value (excl. sponsor support):** $30006315.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002628.90
- **C.18.a - Value (excl. sponsor support):** $30002628.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40013577.20
- **C.18.a - Value (excl. sponsor support):** $40013577.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **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):** $100091581.00
- **C.18.a - Value (excl. sponsor support):** $100091581.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52009201.92
- **C.18.a - Value (excl. sponsor support):** $52009201.92
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65104025.35
- **C.18.a - Value (excl. sponsor support):** $65104025.35
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005775.20
- **C.18.a - Value (excl. sponsor support):** $10005775.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70020955.20
- **C.18.a - Value (excl. sponsor support):** $70020955.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124083795.50
- **C.18.a - Value (excl. sponsor support):** $124083795.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005565.60
- **C.18.a - Value (excl. sponsor support):** $10005565.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100083753.00
- **C.18.a - Value (excl. sponsor support):** $100083753.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **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):** $50044979.00
- **C.18.a - Value (excl. sponsor support):** $50044979.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008661.10
- **C.18.a - Value (excl. sponsor support):** $10008661.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50028165.50
- **C.18.a - Value (excl. sponsor support):** $50028165.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74062141.50
- **C.18.a - Value (excl. sponsor support):** $74062141.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **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):** $214181793.00
- **C.18.a - Value (excl. sponsor support):** $214181793.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14011359.04
- **C.18.a - Value (excl. sponsor support):** $14011359.04
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $215188802.30
- **C.18.a - Value (excl. sponsor support):** $215188802.30
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75066948.75
- **C.18.a - Value (excl. sponsor support):** $75066948.75
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61041648.97
- **C.18.a - Value (excl. sponsor support):** $61041648.97
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70051169.30
- **C.18.a - Value (excl. sponsor support):** $70051169.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79967818.40
- **C.18.a - Value (excl. sponsor support):** $79967818.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998770.00
- **C.18.a - Value (excl. sponsor support):** $49998770.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35002275.00
- **C.18.a - Value (excl. sponsor support):** $35002275.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64993776.25
- **C.18.a - Value (excl. sponsor support):** $64993776.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49979624.00
- **C.18.a - Value (excl. sponsor support):** $49979624.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70013793.50
- **C.18.a - Value (excl. sponsor support):** $70013793.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6000551.22
- **C.18.a - Value (excl. sponsor support):** $6000551.22
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008395.20
- **C.18.a - Value (excl. sponsor support):** $20008395.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74983679.25
- **C.18.a - Value (excl. sponsor support):** $74983679.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200033682.00
- **C.18.a - Value (excl. sponsor support):** $200033682.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999686.75
- **C.18.a - Value (excl. sponsor support):** $34999686.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97047194.38
- **C.18.a - Value (excl. sponsor support):** $97047194.38
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $147059016.10
- **C.18.a - Value (excl. sponsor support):** $147059016.10
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $105088340.70
- **C.18.a - Value (excl. sponsor support):** $105088340.70
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40029576.40
- **C.18.a - Value (excl. sponsor support):** $40029576.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25023855.00
- **C.18.a - Value (excl. sponsor support):** $25023855.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $49999299.00
- **C.18.a - Value (excl. sponsor support):** $49999299.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125057537.50
- **C.18.a - Value (excl. sponsor support):** $125057537.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99983797.00
- **C.18.a - Value (excl. sponsor support):** $99983797.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $38512674.59
- **C.18.a - Value (excl. sponsor support):** $38512674.59
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $85067252.00
- **C.18.a - Value (excl. sponsor support):** $85067252.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $70055192.20
- **C.18.a - Value (excl. sponsor support):** $70055192.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $35032139.80
- **C.18.a - Value (excl. sponsor support):** $35032139.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $175179198.30
- **C.18.a - Value (excl. sponsor support):** $175179198.30
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 70: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $421052.52
- **C.18.a - Value (excl. sponsor support):** $421052.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $157894.86
- **C.18.a - Value (excl. sponsor support):** $157894.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.00
- **C.18.a - Value (excl. sponsor support):** $1250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2916666.65
- **C.18.a - Value (excl. sponsor support):** $2916666.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.143000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1333333.37
- **C.18.a - Value (excl. sponsor support):** $1333333.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1041666.71
- **C.18.a - Value (excl. sponsor support):** $1041666.71
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5538461.55
- **C.18.a - Value (excl. sponsor support):** $5538461.55
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $899999.94
- **C.18.a - Value (excl. sponsor support):** $899999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159437307.20
- **C.18.a - Value (excl. sponsor support):** $159437307.20
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44699153.85
- **C.18.a - Value (excl. sponsor support):** $44699153.85
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 81: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198043466.00
- **C.18.a - Value (excl. sponsor support):** $198043466.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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 82: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49088457.50
- **C.18.a - Value (excl. sponsor support):** $49088457.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $146863350.00
- **C.18.a - Value (excl. sponsor support):** $146863350.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499470210.00
- **C.18.a - Value (excl. sponsor support):** $499470210.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149716333.50
- **C.18.a - Value (excl. sponsor support):** $149716333.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238965232.80
- **C.18.a - Value (excl. sponsor support):** $238965232.80
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $174111292.30
- **C.18.a - Value (excl. sponsor support):** $174111292.30
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248154180.00
- **C.18.a - Value (excl. sponsor support):** $248154180.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $173572152.30
- **C.18.a - Value (excl. sponsor support):** $173572152.30
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24979340.25
- **C.18.a - Value (excl. sponsor support):** $24979340.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149271124.50
- **C.18.a - Value (excl. sponsor support):** $149271124.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497173995.00
- **C.18.a - Value (excl. sponsor support):** $497173995.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $483968980.00
- **C.18.a - Value (excl. sponsor support):** $483968980.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96536439.00
- **C.18.a - Value (excl. sponsor support):** $96536439.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $973335498.30
- **C.18.a - Value (excl. sponsor support):** $973335498.30
- **C.19 - Percentage of Net Assets:** 4.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $496016360.00
- **C.18.a - Value (excl. sponsor support):** $496016360.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296950362.00
- **C.18.a - Value (excl. sponsor support):** $296950362.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392985384.00
- **C.18.a - Value (excl. sponsor support):** $392985384.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148358091.00
- **C.18.a - Value (excl. sponsor support):** $148358091.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.388000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100060564.00
- **C.18.a - Value (excl. sponsor support):** $100060564.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125693360.00
- **C.18.a - Value (excl. sponsor support):** $125693360.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 102: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.303000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $114985999.90
- **C.18.a - Value (excl. sponsor support):** $114985999.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.380000%
- **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: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-04-20      | 5.3950%  | 0.0000% | $67083203.00       | $66300001.46       | Agency Collateralized Mortgage Obligation |

### Security 104: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 0.0000%  | 0.0000% | $11898600.00       | $11717979.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $3767000.00        | $3115766.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $548900.00         | $431591.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $40100.00          | $30900.51          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $125.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $83446800.00       | $84782130.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $102173300.00      | $103921279.69      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 4.3024%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |

### Security 105: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $185532600.00      | $180843444.99      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $22789700.00       | $23082814.03       | U.S. Treasuries (including strips) |

### Security 106: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **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: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $158484602.00      | $92109235.79       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-02-29      | 4.0000%  | 0.0000% | $77183600.00       | $79432391.19       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-03-31      | 4.1250%  | 0.0000% | $31465300.00       | $32413489.29       | U.S. Treasuries (including strips) |

### Security 107: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.410000%
- **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: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2036-02-25      | 5.5000%  | 0.0000% | $33999679.00       | $35206694.05       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-06-25      | 1.2500%  | 0.0000% | $36896768.00       | $23135139.90       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-06-25      | 5.0000%  | 0.0000% | $194221000.00      | $195852240.60      | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $64165979.00       | $64315533.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4450%  | 0.0000% | $50000000.00       | $38490391.85       | Agency Collateralized Mortgage Obligation |

### Security 108: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.410000%
- **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: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2040-06-25      | 1.1200%  | 0.0000% | $9000000.00        | $5668758.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $34845860.56       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-12-15      | 5.5000%  | 0.0000% | $12000.00          | $421.85            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 8.0984%  | 0.0000% | $22916000.00       | $23670230.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-07-25      | 7.6984%  | 0.0000% | $2250000.00        | $1991958.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-20      | 4.9417%  | 0.0000% | $800000.00         | $55767.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 5.1217%  | 0.0000% | $4200000.00        | $804213.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 4.4300%  | 0.0000% | $999900.00         | $30605.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-09-20      | 5.2450%  | 0.0000% | $3788170.00        | $2263736.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4950%  | 0.0000% | $30211700.00       | $19480680.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $49999999.00       | $50550037.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5950%  | 0.0000% | $40000000.00       | $39137729.29       | Agency Collateralized Mortgage Obligation |

### Security 109: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **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: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2033-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $10800.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 6.5000%  | 0.0000% | $500000.00         | $4862.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 5.5000%  | 0.0000% | $6250000.00        | $19416.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 6.0000%  | 0.0000% | $500000.00         | $2333.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 5.0000%  | 0.0000% | $203607.00         | $3547.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $450000.00         | $2715.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 5.0000%  | 0.0000% | $721000.00         | $45654.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $6420.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $23866.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.0000%  | 0.0000% | $100000.00         | $12264.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $56663.00          | $7857.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $249905.00         | $15202.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 5.5000%  | 0.0000% | $65000.00          | $1417.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $16125875.00       | $15339330.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $986651.00         | $939196.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1149730.00        | $1059602.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $1076945.00        | $1029261.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $5215880.00        | $5242410.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $2877619.00        | $2823567.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1514449.00        | $1544129.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $2463170.00        | $2379370.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $5308384.00        | $5380347.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1211447.00        | $1280315.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $3416105.00        | $3538851.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1109250.00        | $930251.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1224315.00        | $1241649.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2588388.00        | $2618775.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $10063269.00       | $10227720.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $230000.00         | $56353.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 3.5000%  | 0.0000% | $1699998.00        | $565381.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1280000.00        | $372184.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.5000%  | 0.0000% | $717794.00         | $145909.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $71647830.00       | $38875027.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.0000%  | 0.0000% | $2046459.00        | $1425459.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $613356.00         | $408370.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $623143.00         | $373759.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1422198.00        | $1132168.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 6.0000%  | 0.0000% | $2195598.00        | $1401921.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $3116412.00        | $2502398.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $1004277.00        | $830009.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $4850000.00        | $3903880.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $300000.00         | $229684.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $396000.00         | $97244.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $2562950.00        | $292989.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.0000%  | 0.0000% | $142000.00         | $62501.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $4473303.00        | $3571122.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2475000.00        | $1595622.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1316000.00        | $1030968.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $448128.00         | $390547.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $50000000.00       | $43890650.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 6.0000%  | 0.0000% | $1672052.00        | $1482178.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.0000%  | 0.0000% | $28725590.00       | $27318527.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $30402272.00       | $31313269.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 3.5000%  | 0.0000% | $717000.00         | $59152.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 4.0000%  | 0.0000% | $79000.00          | $10197.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $164000.00         | $29944.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $33805683.00       | $23635099.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $345952.00         | $239401.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1236000.00        | $854355.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $72846.00          | $52579.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $32427222.00       | $23764409.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $11495312.00       | $10299577.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $64616063.00       | $67796668.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 5.5000%  | 0.0000% | $3000000.00        | $38733.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $1743500.00        | $24941.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $12575729.00       | $83203.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $7008670.00        | $9143.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 6.0000%  | 0.0000% | $340000.00         | $1022.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 6.0000%  | 0.0000% | $67000.00          | $596.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 6.0000%  | 0.0000% | $4775576.00        | $82249.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.5000%  | 0.0000% | $570000.00         | $22424.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 5.0000%  | 0.0000% | $3678075.00        | $67500.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 4.5000%  | 0.0000% | $2304857.00        | $2107060.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 2.5000%  | 0.0000% | $5622000.00        | $3755389.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $30202.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $1092882.00        | $628470.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $57192454.00       | $54182363.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $198577.00         | $178658.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 6.0000%  | 0.0000% | $1045408.00        | $1046483.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities |

### Security 110: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.0000%  | 0.0000% | $7906628.00        | $1416384.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.0000%  | 0.0000% | $2325000.00        | $330876.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $199000.00         | $148051.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $200000.00         | $160622.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $377714.00         | $260252.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $60971.00          | $50534.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 2.5000%  | 0.0000% | $215601.00         | $166917.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $2375000.00        | $1720424.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $66801535.00       | $58645715.36       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 4.5000%  | 0.0000% | $24612171.00       | $22578871.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 2.0000%  | 0.0000% | $159607.00         | $66989.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $242333.00         | $155194.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.0000%  | 0.0000% | $401000.00         | $322354.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $26809.00          | $19898.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2700000.00        | $2309872.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $5832000.00        | $4649686.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $300000.00         | $228174.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 2.5000%  | 0.0000% | $21000.00          | $16133.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-25      | 2.0008%  | 0.0000% | $63551.00          | $49789.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $117020.00         | $117933.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $113000.00         | $24845.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1604674.00        | $1750294.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $6947220.00        | $7254499.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 6.4450%  | 0.0000% | $500000.00         | $146824.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1900000.00        | $741810.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $319948.00         | $212746.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.9700%  | 0.0000% | $1328097.00        | $1038032.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $608200.00         | $442564.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $211449.00         | $162822.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $217698.00         | $152360.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $435000.00         | $285298.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 1.5000%  | 0.0000% | $25902.00          | $18941.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $31052069.00       | $31682778.46       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.5000%  | 0.0000% | $476657.00         | $181944.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $583616.00         | $398661.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $359930.00         | $253113.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $242000.00         | $158575.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $133848.00         | $106008.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $877780.00         | $679541.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $17000.00          | $12927.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $329300.00         | $260410.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $44996.00          | $36112.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $8000.00           | $6899.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $248460.00         | $180021.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1900000.00        | $642357.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1650000.00        | $1248131.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $16137408.00       | $11254023.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $245000.00         | $202784.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $104000.00         | $93659.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1065422.00        | $908817.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $65000.00          | $6015.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $10578800.00       | $9821900.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1733836.00        | $1700562.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $5595032.00        | $5752297.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2119307.00        | $2179155.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1262510.00        | $1295149.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $6179292.00        | $6354324.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $4667302.00        | $4799506.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $130769.00         | $133013.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $2072000.00        | $1932665.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $13827536.00       | $14370160.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1728415.00        | $1610642.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $12376448.00       | $12210639.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $7950912.00        | $8114869.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $25000.00          | $25757.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $12612794.00       | $12741101.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1009.00           | $1040.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $30057470.00       | $4816933.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1024.00           | $780.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $16533860.00       | $12773870.55       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $698678.00         | $549285.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $1000.00           | $799.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $2657103.00        | $2068027.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $63147.00          | $49934.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2304.00           | $1511.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $9967536.00        | $6765636.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $7708344.00        | $7410469.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1298540.00        | $1080338.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1062.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1179.00           | $1220.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1080373.00        | $1121317.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1032640.00        | $1070537.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $10668433.00       | $11006565.43       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1065180.00        | $1107907.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $306244.00         | $327627.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2875660.00        | $3076411.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $10223408.00       | $10628422.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1033.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1061.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1077.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1008.00           | $1039.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1058.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $8588241.00        | $8986473.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $1057.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2785140.00        | $2925543.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1011.00           | $1043.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $3824567.00        | $3707327.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $11239612.00       | $11132321.94       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $992.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2505516.00        | $2528504.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $6289374.00        | $6044042.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9379406.00        | $9415042.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $1525877.00        | $1423485.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9464608.00        | $9527774.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1021.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $993.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $1036.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3399476.00        | $3514127.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1006.00           | $1040.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $25025.00          | $668.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1045.00           | $43.29             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $5996198.00        | $435603.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12036574.00       | $571404.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1023.00           | $52.74             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $1060.00           | $3.56              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1010.00           | $190.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $108.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1000.00           | $283.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $51759639.00       | $31590185.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4450%  | 0.0000% | $17556809.00       | $14500191.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.9450%  | 0.0000% | $242398.00         | $213639.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $620600.00         | $598014.08         | Agency Collateralized Mortgage Obligation |

### Security 111: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2032-05-31      | 4.1250%  | 0.0000% | $239233500.00      | $244800091.06      | U.S. Treasuries (including strips) |

### Security 112: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.5440%  | 0.0000% | $1550526.00        | $1346709.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.6330%  | 0.0000% | $2005460.00        | $1925936.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-07-01      | 6.4650%  | 0.0000% | $2806.00           | $13.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 6.4880%  | 0.0000% | $4483030.00        | $31869.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.8590%  | 0.0000% | $1595.00           | $2.52              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 6.4530%  | 0.0000% | $3900000.00        | $17167.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 5.5000%  | 0.0000% | $15809.00          | $577.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-06-01      | 6.2500%  | 0.0000% | $2085.00           | $12.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.9560%  | 0.0000% | $4296.00           | $45.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-07-01      | 6.3070%  | 0.0000% | $18716107.00       | $166027.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.6630%  | 0.0000% | $2843.00           | $53.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7530%  | 0.0000% | $1317.00           | $42.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 6.6280%  | 0.0000% | $1000.00           | $439.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2330%  | 0.0000% | $43614.00          | $1010.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 7.0000%  | 0.0000% | $1707987.00        | $27259.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $2028763.00        | $39072.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $311.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $1102455.00        | $372611.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1590008.00        | $178809.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 4.0000%  | 0.0000% | $4536691.00        | $178669.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $1026.00           | $198.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 2.5000%  | 0.0000% | $491000.00         | $97284.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-01-01      | 3.5000%  | 0.0000% | $490000.00         | $76772.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $480000.00         | $119752.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1685999.00        | $424657.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-03-01      | 4.5000%  | 0.0000% | $1103.00           | $301.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-15      | 4.0000%  | 0.0000% | $11222999.00       | $9658042.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 5.0000%  | 0.0000% | $19577400.00       | $15421717.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $102800.00         | $64924.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $15720.00          | $8570.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $1035000.00        | $653413.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $52631.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.5000%  | 0.0000% | $903050.00         | $665111.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $20548.00          | $16487.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2054066.00        | $1569326.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1166279.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3897935.00        | $3230700.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $898.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3834741.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $4928347.00        | $4492139.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1379.00           | $1296.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $26193.00          | $22589.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $6747658.00        | $5472091.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $7672205.00        | $4333226.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10712.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 4.5000%  | 0.0000% | $113999.00         | $95854.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $466475.00         | $397230.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $1266066.00        | $1065569.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 4.0000%  | 0.0000% | $2100000.00        | $422655.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $391.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-06-01      | 3.0000%  | 0.0000% | $1425000.00        | $545879.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $51670.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3423639.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.5000%  | 0.0000% | $136159.00         | $84197.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1330600.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $79518.00          | $48961.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $451053.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1618.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $10917.00          | $7457.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $1006235.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1131881.00        | $1139899.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $351912.00         | $359574.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $9598729.00        | $5790893.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8425.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $34000.00          | $23030.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $1009.00           | $758.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.5000%  | 0.0000% | $3379990.00        | $2567118.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 0.0000%  | 0.0000% | $7696856.00        | $4429175.25        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $100000.00         | $9299.82           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $4382016.00        | $2776588.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3774408.00        | $3075932.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.5000%  | 0.0000% | $1211032.00        | $1153922.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3813717.00        | $3249007.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $919595.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $793609.00         | $794280.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1694851.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $48000.00          | $9460.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.8120%  | 0.0000% | $1039674.00        | $142241.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-11-01      | 6.5300%  | 0.0000% | $2237.00           | $14.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $2048846.00        | $130477.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $67739.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $298127.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $124032.00         | $17017.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-12-25      | 3.0000%  | 0.0000% | $3500000.00        | $2946332.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2031-11-25      | 1.7641%  | 0.0000% | $50000.00          | $43062.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-25      | 5.5000%  | 0.0000% | $1500000.00        | $1059357.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2052-01-25      | 5.5000%  | 0.0000% | $19319701.00       | $19492166.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $993.44            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $72578.00          | $1761.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $924785.72         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2030-11-25      | 4.9400%  | 0.0000% | $23106.00          | $24013.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $3341227.00        | $3198362.91        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-07-25      | 5.6984%  | 0.0000% | $3316927.00        | $3275998.89        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2041-07-01      | 5.4200%  | 0.0000% | $557042.00         | $442477.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $41882.00          | $50.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8800%  | 0.0000% | $1335.00           | $0.82              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-02-01      | 4.5000%  | 0.0000% | $13266352.00       | $784322.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-12-01      | 6.6940%  | 0.0000% | $11451.00          | $236.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-11-01      | 3.5000%  | 0.0000% | $44890616.00       | $5054950.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-01-01      | 4.5000%  | 0.0000% | $675000.00         | $31695.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $192000.00         | $14342.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $787.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $23119.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-03-01      | 3.0000%  | 0.0000% | $238000.00         | $42579.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-10-01      | 4.0000%  | 0.0000% | $27901479.00       | $6383565.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $1034.00           | $99.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1197.00           | $368.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-06-01      | 4.5000%  | 0.0000% | $28620672.00       | $8167970.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $136.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-25      | 6.0000%  | 0.0000% | $4051404.00        | $1014473.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-03-01      | 6.4490%  | 0.0000% | $2496590.00        | $9273.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 6.2590%  | 0.0000% | $4817039.00        | $42099.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.1430%  | 0.0000% | $1000000.00        | $19020.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.1750%  | 0.0000% | $6750000.00        | $68977.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $127.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.3670%  | 0.0000% | $8146990.00        | $59480.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.2230%  | 0.0000% | $5153999.00        | $41398.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.9970%  | 0.0000% | $57663.00          | $481.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $1617677.00        | $1263580.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 7.5000%  | 0.0000% | $1569647.00        | $1674695.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 7.5000%  | 0.0000% | $821465.00         | $880440.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1419101.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $950.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $925.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.0000%  | 0.0000% | $3495496.00        | $3052684.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $742188.00         | $765721.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $205150.00         | $157970.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1349545.00        | $1095992.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $911560.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $117713.00         | $117463.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $2891860.00        | $2958257.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $998.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $2547176.00        | $2364989.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $1013.00           | $1045.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $532783.00         | $535653.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $6838992.00        | $6465298.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $1998072.00        | $2052933.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 4.9320%  | 0.0000% | $3162852.00        | $3206085.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 4.0000%  | 0.0000% | $296400.00         | $58931.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-05-01      | 4.0000%  | 0.0000% | $307479.00         | $57312.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-09-01      | 4.0000%  | 0.0000% | $2981000.00        | $382020.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-08-01      | 4.0000%  | 0.0000% | $3935856.00        | $1135934.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $70864.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 4.1400%  | 0.0000% | $338682.00         | $325603.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 4.0000%  | 0.0000% | $1399000.00        | $341581.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $316.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-11-01      | 6.7240%  | 0.0000% | $9783599.00        | $9418882.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $81128832.00       | $14937287.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 3.0000%  | 0.0000% | $4245000.00        | $861662.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-12-01      | 1.5800%  | 0.0000% | $70000.00          | $64786.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $84780.00          | $83338.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-11-01      | 4.9900%  | 0.0000% | $1340.00           | $1329.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $28270.00          | $18594.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $864.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $260763.00         | $216287.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1218923.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $742.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $780249.00         | $768983.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2050538.00        | $1650526.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.5000%  | 0.0000% | $1341866.00        | $268209.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $6580859.00        | $5610800.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $3634102.00        | $3542228.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $38563.00          | $39586.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $983.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 4.3000%  | 0.0000% | $832764.00         | $833907.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 4.4500%  | 0.0000% | $1497855.00        | $1523038.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $271000.00         | $47980.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 3.0000%  | 0.0000% | $59000.00          | $13863.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2856139.00        | $1198499.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 3.0000%  | 0.0000% | $830000.00         | $430101.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $12000.00          | $6551.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $902879.00         | $554148.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $46000.00          | $33297.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $393274.00         | $288669.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $78000.00          | $56761.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $1159.00           | $876.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $775.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $333567.00         | $276071.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $42150528.00       | $32793961.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $819.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $14849791.00       | $14267453.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $968.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 5.0000%  | 0.0000% | $71956331.00       | $13684218.21       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.5000%  | 0.0000% | $4185939.00        | $899716.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $44650.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $6000000.00        | $3633020.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $1343111.00        | $923412.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $157083.00         | $105000.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $8058.00           | $5171.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $315430.00         | $208225.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $1100000.00        | $799734.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $34000.00          | $23230.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $783.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $52000.00          | $40180.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.5000%  | 0.0000% | $223515.00         | $166855.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $40428.00          | $33313.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $771.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $398767.00         | $269407.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $15304248.00       | $12536513.18       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $881.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $11743950.00       | $9456335.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $400000.00         | $343431.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 3.5000%  | 0.0000% | $561903.00         | $432039.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $6534328.00        | $5607790.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $21999.00          | $17055.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $52398.00          | $40543.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.5000%  | 0.0000% | $102081.00         | $100905.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-11-01      | 6.5280%  | 0.0000% | $1543.00           | $6.60              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-10-01      | 6.7030%  | 0.0000% | $24998626.00       | $315217.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.0300%  | 0.0000% | $494006.00         | $10456.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1004.00           | $17.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 3.0000%  | 0.0000% | $19224.00          | $1546.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.0000%  | 0.0000% | $36001.00          | $8021.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $35358080.00       | $4927441.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.0000%  | 0.0000% | $14337872.00       | $1077718.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $87000.00          | $53172.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.5000%  | 0.0000% | $115000.00         | $72162.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $222270992.00      | $19298157.32       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-01-01      | 3.0000%  | 0.0000% | $3691.00           | $635.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 2.5000%  | 0.0000% | $2545115.00        | $1195968.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 1.5000%  | 0.0000% | $1214.00           | $702.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 1.5000%  | 0.0000% | $11000.00          | $6463.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 2.5000%  | 0.0000% | $212834.00         | $142169.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.0000%  | 0.0000% | $5313.00           | $4105.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $4596.00           | $3537.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $6085152.00        | $3659300.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.5000%  | 0.0000% | $6590.00           | $3903.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $35752.00          | $28346.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 3.5000%  | 0.0000% | $107962.00         | $85317.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $90862.00          | $76448.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $14517008.00       | $12383181.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.1660%  | 0.0000% | $44240000.00       | $465842.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $9458.00           | $9380.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $92694.00          | $90327.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $1798270.00        | $1690887.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1962220.00        | $2052945.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $8246840.00        | $8330643.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $73327.00          | $68080.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $33911.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.0000%  | 0.0000% | $2423300.00        | $2393645.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $17585.00          | $16955.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4112.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1929552.00        | $1989015.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $451639.00         | $466250.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $38412.00          | $38806.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $26823.00          | $27092.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $12015.00          | $12318.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $2050.00           | $2113.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $787683.00         | $795908.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 5.5000%  | 0.0000% | $1199782.00        | $1216414.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.5000%  | 0.0000% | $3277619.00        | $3423075.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $975.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $33314.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $296020.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $379649.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $12261.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $6107032.00        | $5567434.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $855902.00         | $811441.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $616990.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $275487.00         | $280265.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $31582.00          | $31837.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $9706.00           | $9296.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.5000%  | 0.0000% | $54927.00          | $57092.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-02      | 6.0000%  | 0.0000% | $1399.00           | $1322.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-05-15      | 4.7500%  | 0.0000% | $91927.00          | $1277.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $212035.00         | $10338.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-05-15      | 3.0000%  | 0.0000% | $1033.00           | $132.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-10-15      | 3.5000%  | 0.0000% | $55925.00          | $2245.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-10-20      | 4.0000%  | 0.0000% | $1358638.00        | $76397.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 5.5000%  | 0.0000% | $2000.00           | $140.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-04-20      | 4.0000%  | 0.0000% | $10520.00          | $641.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $2000.00           | $195.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.0000%  | 0.0000% | $4506.00           | $316.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 4.5000%  | 0.0000% | $249028.00         | $19777.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 4.0000%  | 0.0000% | $14918.00          | $1325.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $2000.00           | $251.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-05-20      | 4.0000%  | 0.0000% | $94999.00          | $8819.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.5000%  | 0.0000% | $91867.00          | $7486.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1011.00           | $100.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $66673.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $135941.00         | $12969.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 3.5000%  | 0.0000% | $78702214.00       | $9506539.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 5.5000%  | 0.0000% | $341137.00         | $26493.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $99999.00          | $13035.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 4.0000%  | 0.0000% | $4925.00           | $456.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-09-20      | 5.5000%  | 0.0000% | $731798.00         | $68150.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-07-20      | 6.5000%  | 0.0000% | $29000.00          | $4420.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 4.0000%  | 0.0000% | $125525.00         | $10021.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $444.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 5.0000%  | 0.0000% | $1000.00           | $131.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 6.0000%  | 0.0000% | $873995.00         | $145011.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $1005.00           | $138.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $2000.00           | $437.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 5.5000%  | 0.0000% | $1001.00           | $262.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-07-20      | 6.0000%  | 0.0000% | $1000.00           | $198.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $20923.00          | $15314.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $732.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-01-20      | 5.0000%  | 0.0000% | $198000.00         | $67132.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-05-20      | 5.0000%  | 0.0000% | $30000.00          | $11820.29          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 5.0000%  | 0.0000% | $2000.00           | $702.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 6.0000%  | 0.0000% | $30992.00          | $9698.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 3.0000%  | 0.0000% | $10469678.00       | $6002473.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.0000%  | 0.0000% | $1000.00           | $355.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 5.0000%  | 0.0000% | $44931.00          | $23131.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $795.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $24872.00          | $19832.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $2016.00           | $1336.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.5000%  | 0.0000% | $8805.00           | $4193.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $1311352.00        | $987385.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 5.5000%  | 0.0000% | $98128.00          | $62752.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 6.0000%  | 0.0000% | $20000.00          | $14304.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $67025.00          | $38736.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $36749.00          | $27407.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $16295490.00       | $13913207.73       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $178639.00         | $146665.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-04-20      | 6.5000%  | 0.0000% | $16644.00          | $9855.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 4.0000%  | 0.0000% | $20980.00          | $4645.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 5.0000%  | 0.0000% | $1647416.00        | $1034212.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 4.0000%  | 0.0000% | $11781751.00       | $2127505.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 4.0000%  | 0.0000% | $94375.00          | $74544.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $164684.00         | $112521.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 7.5000%  | 0.0000% | $722528.00         | $596991.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $67546.00          | $68278.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $932856.00         | $934180.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $6219.00           | $4319.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $15209.00          | $14848.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $1004.00           | $979.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $498904.00         | $517206.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $2016.00           | $2117.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2073.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2793244.00        | $2880951.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 7.5000%  | 0.0000% | $66254.00          | $70868.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $182705.00         | $178227.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $57546.00          | $56996.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $659498.00         | $676874.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-08-15      | 5.5000%  | 0.0000% | $520736.00         | $13911.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 7.0000%  | 0.0000% | $1004.00           | $25.30             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $851431.00         | $40419.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2031-12-20      | 4.7500%  | 0.0000% | $4574350.00        | $11326.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 5.4450%  | 0.0000% | $1490432.00        | $1493336.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-03-20      | 4.5000%  | 0.0000% | $46481502.00       | $10441957.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $7584.00           | $1481.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-05-20      | 5.5000%  | 0.0000% | $432187.00         | $260553.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $9209790.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.3750%  | 0.0000% | $36890.00          | $26234.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4750%  | 0.0000% | $2507464.00        | $1847818.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2450%  | 0.0000% | $22522744.00       | $15380602.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-10-20      | 5.6450%  | 0.0000% | $41890684.00       | $32117144.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-01-20      | 5.2950%  | 0.0000% | $8037274.00        | $6414979.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3450%  | 0.0000% | $16988781.00       | $7632343.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3450%  | 0.0000% | $2189483.00        | $1341660.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-04-20      | 5.2450%  | 0.0000% | $70100.00          | $41632.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3450%  | 0.0000% | $21207885.00       | $16478751.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3950%  | 0.0000% | $150000.00         | $98529.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.5450%  | 0.0000% | $29853137.00       | $18954617.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3650%  | 0.0000% | $7052157.00        | $5961458.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2063-08-20      | 5.4450%  | 0.0000% | $20335602.00       | $7832868.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-11-20      | 5.8450%  | 0.0000% | $1353797.00        | $555051.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 5.7450%  | 0.0000% | $1119174.00        | $433773.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5450%  | 0.0000% | $6939989.00        | $3574416.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6450%  | 0.0000% | $26278601.00       | $10434341.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5950%  | 0.0000% | $6113309.00        | $3245047.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $174327.00         | $177742.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5450%  | 0.0000% | $14848031.00       | $8465370.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4450%  | 0.0000% | $3417344.00        | $2889517.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4550%  | 0.0000% | $3523053.00        | $2764724.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-09-20      | 5.4450%  | 0.0000% | $1252547.00        | $1034480.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3450%  | 0.0000% | $6433891.00        | $5907205.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.4450%  | 0.0000% | $3577012.00        | $3075686.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9950%  | 0.0000% | $104727.00         | $87420.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2050-01-20      | 4.5000%  | 0.0000% | $336411.00         | $324167.76         | Agency Collateralized Mortgage Obligation |

### Security 113: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2049-05-15      | 3.5000%  | 0.0000% | $980000.00         | $778123.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2984%  | 0.0000% | $97372928.00       | $90053606.46       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2065-02-20      | 5.0817%  | 0.0000% | $4300000.00        | $905743.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 5.3417%  | 0.0000% | $4999850.00        | $1022249.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $4999995.00        | $135899.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-16      | 2.5000%  | 0.0000% | $27201000.00       | $21031266.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4550%  | 0.0000% | $65413900.00       | $60810250.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.6950%  | 0.0000% | $29999999.00       | $29262860.91       | Agency Collateralized Mortgage Obligation |

### Security 114: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **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: BIV8TV6M5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TV6M5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2054-07-01      | 5.5000%  | 0.0000% | $94171828.00       | $85972675.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-07-01      | 6.0000%  | 0.0000% | $1979431.00        | $1685738.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-06-01      | 6.0000%  | 0.0000% | $39331.00          | $33053.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $860.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $15225840.00       | $14307870.81       | Agency Mortgage-Backed Securities |

### Security 115: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $193.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $27800.00          | $35712.96          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $390.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $1633000.00        | $1542966.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $322530200.00      | $378421488.15      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $226999900.00      | $231052044.34      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $944900.00         | $947015.70         | U.S. Treasuries (including strips) |

### Security 116: Societe Generale

- **C.1 - Title:** Societe Generale 4.370000%
- **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: BIV8WKMU9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8WKMU9
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $22472481.36       | $22326033.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $26414440.50       | $21955132.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $295073.52         | $238791.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-05-19      | 4.0000%  | 0.0000% | $26798409.96       | $19826458.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $51157908.48       | $22746581.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1768406.22        | $952450.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $45055280.76       | $21560415.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $34438023.06       | $19359110.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $22775199.30       | $23055056.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $22755499.62       | $20320219.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $15436485.12       | $14887201.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $20157690.42       | $20686702.13       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $4377042.18        | $4188802.33        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $2341374.00        | $2097043.73        | U.S. Treasuries (including strips) |

### Security 117: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.250000%
- **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: BIV8WNX64, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8WNX64
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2034-10-01      | 7.0000%  | 0.0000% | $123001.00         | $1136.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2499990.00        | $2641954.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $2184072.00        | $1016169.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $7918301.00        | $5146670.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1542757.00        | $1246712.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $850000.00         | $561278.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.5000%  | 0.0000% | $2290914.00        | $2127420.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $22881802.00       | $22173146.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $11201710.00       | $11537366.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $2525200.00        | $1163358.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $3209425.00        | $3167191.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 5.5000%  | 0.0000% | $143000.00         | $2185.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $29000.00          | $2209.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $5004000.00        | $2780944.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.0000%  | 0.0000% | $43847895.00       | $27965496.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.0000%  | 0.0000% | $30643570.00       | $30666759.32       | Agency Mortgage-Backed Securities |

### Security 118: Societe Generale

- **C.1 - Title:** Societe Generale 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WNXH0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8WNXH0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $50887133.33       | $50046280.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $23454946.67       | $24085760.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $46747760.00       | $48756368.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $49569120.00       | $50330232.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $30414013.33       | $30781367.50       | U.S. Treasuries (including strips) |

### Security 119: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR582, C.3 - LEI: N/A, C.5 - Other ID: BIV8WR582
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-21      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $148.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $17662600.00       | $13948640.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $196.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $3100.00           | $3229.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $49999900.00       | $51695837.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $22287600.00       | $22952544.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $33196800.00       | $33714821.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $83700.00          | $84309.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |

### Security 120: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $3546800.00        | $3543873.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $197.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $45800.00          | $43716.90          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $800.00            | $788.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $13600.00          | $13256.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $132.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $52600.00          | $45312.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $97.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $9900000.00        | $9302134.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $303100.00         | $287053.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.3884%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $143433000.00      | $144964849.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $200.00            | $200.60            | U.S. Treasuries (including strips) |

### Security 121: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $400.00            | $375.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $26763600.00       | $26293283.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $197.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $779.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $265.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $75705800.00       | $70938689.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $600.00            | $568.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $63427400.00       | $66068708.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $1000.00           | $1010.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $202.59            | U.S. Treasuries (including strips) |

### Security 122: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **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: BIV8WUGB6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8WUGB6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2050-10-25      | 1.5000%  | 0.0000% | $5000000.00        | $3237068.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-10-25      | 2.5000%  | 0.0000% | $2078000.00        | $51126.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-01-25      | 3.0000%  | 0.0000% | $16659500.00       | $2210529.32        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-04-25      | 3.0000%  | 0.0000% | $907620.00         | $884141.99         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-02-25      | 4.5000%  | 0.0000% | $6684310.00        | $1290310.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-25      | 3.0000%  | 0.0000% | $100000.00         | $62330.79          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-06-25      | 5.0000%  | 0.0000% | $475000.00         | $364443.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 5.0000%  | 0.0000% | $5000000.00        | $3805100.61        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 5.0000%  | 0.0000% | $9906358.50        | $8625504.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 0.1250%  | 0.0000% | $12693830.50       | $8271557.37        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.5000%  | 0.0000% | $16666667.00       | $10364508.30       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-12-25      | 5.0000%  | 0.0000% | $1706642.50        | $1630021.59        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.0000%  | 0.0000% | $897650.50         | $868887.88         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.5000%  | 0.0000% | $9469615.00        | $9588560.73        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 4.5000%  | 0.0000% | $809944.00         | $754844.32         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2884%  | 0.0000% | $60950000.00       | $56133570.96       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5484%  | 0.0000% | $20516471.00       | $18886397.14       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $6927652.00        | $6649596.06        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $2559235.00        | $2446142.12        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $916526.50         | $861507.31         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $1432321.00        | $1376468.92        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0000%  | 0.0000% | $427217.50         | $406538.42         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-07-25      | 5.0000%  | 0.0000% | $16877733.50       | $16287270.92       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 5.0000%  | 0.0000% | $33292077.00       | $32238912.99       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $4026630.00        | $3628935.41        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 4.0000%  | 0.0000% | $404717.50         | $350362.77         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.2464%  | 0.0000% | $50000000.00       | $50008896.56       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-07-25      | 2.0000%  | 0.0000% | $14117000.00       | $12705237.26       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2035-01-16      | 5.0000%  | 0.0000% | $56500.00          | $6223.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 5.2417%  | 0.0000% | $950000.00         | $105684.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 1.7500%  | 0.0000% | $115000.00         | $9085.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-16      | 2.5000%  | 0.0000% | $77000.00          | $35147.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.4000%  | 0.0000% | $100000.00         | $64710.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 5.0000%  | 0.0000% | $3807.00           | $3448.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 5.0000%  | 0.0000% | $45808.50          | $38477.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 5.0000%  | 0.0000% | $30680.00          | $25093.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 5.0000%  | 0.0000% | $7455.00           | $5998.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 4.2500%  | 0.0000% | $32427.50          | $25284.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $24158.50          | $18192.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.5000%  | 0.0000% | $181168.50         | $65121.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $40920.50          | $23452.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 1.5000%  | 0.0000% | $15000.00          | $10349.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $51537.00          | $30883.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $925.00            | $572.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $614.50            | $332.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $147791.00         | $110476.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $23073.00          | $19163.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4450%  | 0.0000% | $7912.50           | $6019.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $500.00            | $481.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6950%  | 0.0000% | $107748.50         | $91646.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4450%  | 0.0000% | $1762.50           | $1473.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4950%  | 0.0000% | $61997.50          | $45528.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $3100.50           | $2670.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 3.0000%  | 0.0000% | $150813.00         | $88113.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $5109.50           | $5004.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $500.00            | $488.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.7150%  | 0.0000% | $9655.50           | $9639.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1450%  | 0.0000% | $1000.00           | $988.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6550%  | 0.0000% | $52281.50          | $51701.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $4222.50           | $4216.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $12256.00          | $12174.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $93514.50          | $93382.30          | Agency Collateralized Mortgage Obligation |

### Security 123: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUGP5, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8WUGP5
- **C.18 - Value (incl. sponsor support):** $40001531.25
- **C.18.a - Value (excl. sponsor support):** $40001531.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $336000.00         | $140555.36         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $99075000.00       | $40632360.60       | U.S. Treasuries (including strips) |

### Security 124: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.370000%
- **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: BIV8WUGU4, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV8WUGU4
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-05-25      | 5.3984%  | 0.0000% | $63750000.00       | $61320060.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.7484%  | 0.0000% | $21701573.83       | $20660761.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 4.7744%  | 0.0000% | $38614943.96       | $12808941.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 2.3750%  | 0.0000% | $6605615.63        | $528936.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $8807487.50        | $745835.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $2340376.54        | $539952.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $21250000.00       | $3830401.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $5401041.67        | $997141.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.5000%  | 0.0000% | $7083333.33        | $6734904.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $6030999.33        | $6026685.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3819099.58        | $3753227.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $15751976.88       | $15834268.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $7355700.25        | $7103185.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.5000%  | 0.0000% | $14166666.67       | $1144760.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $6308224.00        | $3690972.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $35416666.67       | $22663714.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.7950%  | 0.0000% | $17708333.33       | $10515685.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.3450%  | 0.0000% | $17708333.33       | $10502612.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $3750000.25        | $3620246.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.0000%  | 0.0000% | $2639262.04        | $1546355.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.6450%  | 0.0000% | $35416666.67       | $12920596.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4950%  | 0.0000% | $35416666.67       | $18723413.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $708333.33         | $737495.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 4.2500%  | 0.0000% | $2256672.08        | $1861991.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.5950%  | 0.0000% | $27625000.00       | $22827241.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1950%  | 0.0000% | $31648397.08       | $22768926.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $2347666.71        | $2168839.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $1195577.42        | $891404.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-16      | 4.5000%  | 0.0000% | $15252627.38       | $14495109.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $6686328.08        | $5985999.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $6375000.00        | $6179860.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $6345858.46        | $4678651.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 8.3950%  | 0.0000% | $14166666.67       | $14199706.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $21280206.17       | $18387463.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 2.6250%  | 0.0000% | $6172297.67        | $5404653.45        | Agency Collateralized Mortgage Obligation |

### Security 125: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUHJ8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8WUHJ8
- **C.18 - Value (incl. sponsor support):** $132375000.00
- **C.18.a - Value (excl. sponsor support):** $132375000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $40000000.00       | $24753619.57       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6442465.98        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-AUG-2028 | 2028-08-31      | 4.3750%  | 0.0000% | $100000000.00      | $104339812.83      | U.S. Treasuries (including strips) |

### Security 126: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $3000.00           | $2964.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $1329500.00        | $1013367.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $32200.00          | $24513.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $84461200.00       | $57898075.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $28500.00          | $28084.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $58325600.00       | $57461437.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $942.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $3627100.00        | $3435078.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $24998500.00       | $26323489.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $6686900.00        | $7065549.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $5122700.00        | $5587279.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $105.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $62578000.00       | $65228238.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $5537300.00        | $5553800.31        | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X5PS3, C.3 - LEI: N/A, C.5 - Other ID: BIV8X5PS3
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 4.8700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $6182000.00        | $6126887.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $1910300.00        | $1883769.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.0000%  | 0.0000% | $7800.00           | $7685.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-29      | 0.0000%  | 0.0000% | $26406300.00       | $25980630.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $1700.00           | $1671.44           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-12      | 0.0000%  | 0.0000% | $800.00            | $785.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-16      | 0.0000%  | 0.0000% | $1568000.00        | $1549605.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $330000.00         | $353478.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $500.00            | $528.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $2300.00           | $2446.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $400.00            | $430.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $1000.00           | $901.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $1016200.00        | $1004073.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $14288200.00       | $13085893.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $8000.00           | $8065.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $4863100.00        | $4742159.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $1001200.00        | $892164.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $1000.00           | $800.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $8400.00           | $6376.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $28142400.00       | $22432556.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $8021100.00        | $6840723.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $2007900.00        | $1702948.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $20241100.00       | $15812850.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $10782600.00       | $7510847.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $400000.00         | $306226.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $6459200.00        | $4427775.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $31899300.00       | $20657411.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $28651300.00       | $21427112.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $868800.00         | $616003.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $12460900.00       | $9145781.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $93371600.00       | $70700915.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $145.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $3854400.00        | $2379617.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $97700.00          | $46321.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $98935800.00       | $47804798.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $37871000.00       | $23657653.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $50100000.00       | $26056394.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $38634500.00       | $24724866.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $147802200.00      | $81340326.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $6100.00           | $4188.71           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1290000.00        | $853471.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $109.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $104754100.00      | $72283038.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1400.00           | $976.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $1260700.00        | $1046865.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $2000.00           | $1603.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $99300.00          | $80399.30          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $4253500.00        | $3813482.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1100.00           | $964.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $189.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $33644600.00       | $33748092.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $3706100.00        | $3320053.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $40830500.00       | $39157060.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $14363500.00       | $13052547.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1000.00           | $945.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $7374800.00        | $7245202.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $4185900.00        | $4126761.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $1935900.00        | $1908981.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1343300.00        | $1329289.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $1000.00           | $994.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $9131100.00        | $9123958.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $7200.00           | $6938.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $1000.00           | $932.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $5000.00           | $4851.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $1000.00           | $968.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $600.00            | $573.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $4794900.00        | $4546574.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $12000000.00       | $11285598.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $6241200.00        | $5376474.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $97134300.00       | $91044370.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $500.00            | $434.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $8000.00           | $7933.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $900.00            | $841.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $3800.00           | $3601.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $90081400.00       | $80543735.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $942.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $1100.00           | $1022.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $727300.00         | $682460.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $500.00            | $486.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $59884100.00       | $56267670.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $23602900.00       | $22884051.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $866000.00         | $815745.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $265.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $28300.00          | $26956.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $10870600.00       | $10523941.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $170000.00         | $168959.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1275000.00        | $1207500.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $3000.00           | $2966.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $277000.00         | $267389.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $56400.00          | $52394.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $204.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $1000.00           | $1026.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $1500.00           | $1535.59           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $27602400.00       | $28220743.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $2000.00           | $2066.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $16624400.00       | $16827526.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $300.00            | $304.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $1000.00           | $1008.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $600.00            | $605.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $800.00            | $806.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $800.00            | $814.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $400.00            | $396.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $19628400.00       | $20811252.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $6351800.00        | $6660747.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $150300.00         | $154180.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.3134%  | 0.0000% | $290500.00         | $291544.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $400000.00         | $421461.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $700.00            | $748.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $3492300.00        | $3645405.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $400.00            | $409.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $157700.00         | $164062.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $1173000.00        | $1212931.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $2176200.00        | $2209709.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $600.00            | $608.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $494700.00         | $511631.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $1600.00           | $1654.10           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.2934%  | 0.0000% | $15906100.00       | $15959533.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $3306800.00        | $3469468.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $800.00            | $825.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $1500.00           | $1542.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3254%  | 0.0000% | $37742000.00       | $37893953.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $10457600.00       | $10658518.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $1062300.00        | $1042477.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $4000.00           | $4042.72           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $10000.00          | $10107.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $2000.00           | $2062.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $136000.00         | $138300.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $998300.00         | $1015207.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $1600.00           | $1667.76           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.2414%  | 0.0000% | $8434100.00        | $8459161.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $1800.00           | $1855.85           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $600.00            | $621.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $1000.00           | $1016.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $16000.00          | $16418.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $1200.00           | $1240.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $3630400.00        | $3739800.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $66932900.00       | $68929825.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $1086800.00        | $1109489.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $509.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $6530000.00        | $6626693.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $12417400.00       | $12694723.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $1400.00           | $1415.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 4.3024%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $9800.00           | $9829.20           | U.S. Treasuries (including strips) |

### Security 128: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.340000%
- **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: BIV8X5V80, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8X5V80
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2042-06-01      | 3.5000%  | 0.0000% | $9201889.00        | $1462579.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-09-01      | 3.5000%  | 0.0000% | $13644296.50       | $1941120.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2049-05-01      | 4.0000%  | 0.0000% | $2950000.00        | $1100511.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2039-01-01      | 6.5000%  | 0.0000% | $8873477.50        | $4658080.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $5281619.50        | $4063263.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 6.0000%  | 0.0000% | $8953299.00        | $8288713.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.5000%  | 0.0000% | $25000000.00       | $21890217.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-08-01      | 4.5000%  | 0.0000% | $758270.00         | $70252.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-04-01      | 3.5000%  | 0.0000% | $955484.00         | $694752.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $1626490.50        | $829042.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $16600726.50       | $1083437.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 4.0000%  | 0.0000% | $595.50            | $36.91             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $9326959.00        | $9608202.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2500000.00        | $273225.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 4.1700%  | 0.0000% | $7350000.00        | $7258928.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $25000000.00       | $21468105.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $15000000.00       | $2723684.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1047860.00        | $782303.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $1902656.00        | $1336479.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $18446805.00       | $13798048.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $10150191.50       | $8348077.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $32996029.50       | $31952068.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $30000000.00       | $30877432.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $3712500.00        | $640419.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1526597.00        | $108515.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $24467600.00       | $10607771.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $160775.50         | $130761.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 5.5000%  | 0.0000% | $15325708.00       | $15325780.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $15950398.00       | $16430811.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 6.5000%  | 0.0000% | $3685264.00        | $3635551.67        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-08-15      | 2.8750%  | 0.0000% | $20347700.00       | $19953641.35       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-09-30      | 3.0000%  | 0.0000% | $14936800.00       | $15103450.61       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-11-15      | 3.1250%  | 0.0000% | $25000000.00       | $24852133.98       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-11-30      | 2.8750%  | 0.0000% | $7360700.00        | $7388300.21        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-12-31      | 2.6250%  | 0.0000% | $21124150.00       | $21103805.14       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-02-15      | 1.5000%  | 0.0000% | $25029150.00       | $22833834.54       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-12-31      | 0.3750%  | 0.0000% | $16898900.00       | $16696238.47       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-01-31      | 0.7500%  | 0.0000% | $24999950.00       | $23363579.10       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-04-30      | 1.2500%  | 0.0000% | $16823500.00       | $15892639.83       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-10-15      | 4.2500%  | 0.0000% | $16420050.00       | $16679525.38       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-02-28      | 4.0000%  | 0.0000% | $13167400.00       | $13608410.58       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-03-15      | 4.6250%  | 0.0000% | $12745800.00       | $13057262.12       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-05-15      | 3.3750%  | 0.0000% | $25250000.00       | $24461807.79       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-08-15      | 3.8750%  | 0.0000% | $23575000.00       | $23381099.99       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-08-31      | 4.1250%  | 0.0000% | $15857550.00       | $16475912.23       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-11-15      | 4.5000%  | 0.0000% | $19388350.00       | $20262220.88       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-12-15      | 4.3750%  | 0.0000% | $13228350.00       | $13441394.75       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-04-30      | 4.8750%  | 0.0000% | $12440450.00       | $12710236.24       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-04-30      | 4.6250%  | 0.0000% | $18315000.00       | $19211321.47       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-09-30      | 3.5000%  | 0.0000% | $19799550.00       | $19971803.93       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-01-31      | 4.2500%  | 0.0000% | $12500000.00       | $12833364.81       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-06-30      | 3.8750%  | 0.0000% | $17084450.00       | $17329867.01       | U.S. Treasuries (including strips) |

### Security 129: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X5W97, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8X5W97
- **C.18 - Value (incl. sponsor support):** $947258577.00
- **C.18.a - Value (excl. sponsor support):** $947258577.00
- **C.19 - Percentage of Net Assets:** 4.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $32853745.54       | $32738626.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $7810407.46        | $7733732.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $14573786.34       | $14349175.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $4228917.51        | $4263776.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $90876151.48       | $94636097.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $6228130.42        | $7197485.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $32529569.98       | $26776210.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $2555016.88        | $1779750.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $2543389.28        | $1866741.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $4733853.69        | $4328370.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $5707114.52        | $3523441.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $5639835.48        | $2673939.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $29953097.69       | $14473040.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $1810353.23        | $1112615.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $6097906.05        | $3171445.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $6579871.21        | $4210910.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $1902687.26        | $1306526.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $2604771.64        | $1900493.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $3374490.27        | $1906002.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $32301920.06       | $17742760.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $2647185.14        | $1873871.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $23357312.54       | $20924294.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $1916943.50        | $2304522.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $11838127.25       | $12720941.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $5920295.06        | $5816690.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $57680137.73       | $60831250.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $12321631.71       | $12652152.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $11414489.53       | $12019488.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $6049714.26        | $5868098.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $25575981.58       | $25660309.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $10131072.57       | $10227205.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $2675958.12        | $2706863.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $7640327.19        | $8012639.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $2770660.29        | $2937626.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $9771066.95        | $10246324.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $5809749.99        | $6121461.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $8134393.58        | $8183493.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $3078543.01        | $3110569.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $46387394.60       | $46556021.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $4574619.53        | $4779448.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $3102745.47        | $3183947.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $7753240.41        | $8167898.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $15089071.32       | $15477848.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $20261221.56       | $20840577.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $10196741.27       | $10381912.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $5154318.10        | $5237143.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $82885030.76       | $84477474.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $4232043.46        | $4305224.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $16576954.05       | $16862259.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $2592859.86        | $2620551.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $27707739.64       | $27952645.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $23681535.47       | $24082089.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.3484%  | 0.0000% | $23681464.43       | $23771303.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $9814475.07        | $10092697.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $2448237.16        | $2493041.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $6550600.92        | $6698289.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $13052086.48       | $13372338.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $3945260.93        | $4012080.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $14268271.77       | $14769917.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $29714199.08       | $30491665.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $3231477.91        | $3341085.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $60894754.44       | $62393734.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $3054932.59        | $3111946.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $9975059.08        | $10108387.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $3656441.79        | $3732777.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $2391472.68        | $2427468.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $8241196.98        | $8433431.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $12091116.34       | $12261987.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $12141936.76       | $12236706.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $3220963.34        | $3255594.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $4795259.73        | $4830160.47        | U.S. Treasuries (including strips) |

### Security 130: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.340000%
- **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: BIV8X5WP1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8X5WP1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $84000.00          | $71079.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.2984%  | 0.0000% | $2945007.00        | $2742799.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $199969.00         | $199782.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.3484%  | 0.0000% | $133333.33         | $125664.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.5484%  | 0.0000% | $51666.67          | $47681.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.2484%  | 0.0000% | $99639.00          | $94768.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $1497666.67        | $1443617.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $1486687.00        | $1415861.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 5.6864%  | 0.0000% | $16163768.00       | $16614346.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-02-15      | 3.5000%  | 0.0000% | $385000.00         | $11404.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-07-15      | 2.5000%  | 0.0000% | $92765.00          | $73745.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-01-15      | 3.0000%  | 0.0000% | $4323666.67        | $357889.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-09-15      | 3.0000%  | 0.0000% | $83000.00          | $70298.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-10-15      | 3.0000%  | 0.0000% | $33333.33          | $32128.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-11-15      | 2.0000%  | 0.0000% | $109000.00         | $71109.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-11-15      | 2.5000%  | 0.0000% | $200000.00         | $9413.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 2.5000%  | 0.0000% | $108700.00         | $81273.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 3.0000%  | 0.0000% | $122666.67         | $104545.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-10-15      | 2.5000%  | 0.0000% | $333333.33         | $13166.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-07-15      | 3.5000%  | 0.0000% | $83333.33          | $79175.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-15      | 2.5000%  | 0.0000% | $43374.00          | $168.31            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $181000.00         | $22020.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-09-15      | 3.0000%  | 0.0000% | $549577.33         | $494454.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 3.0000%  | 0.0000% | $158333.33         | $119935.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-01-15      | 3.0000%  | 0.0000% | $46333.33          | $40333.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.0000%  | 0.0000% | $612719.33         | $56239.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-08-15      | 3.0000%  | 0.0000% | $400000.00         | $21866.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.5000%  | 0.0000% | $3114000.00        | $160251.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-07-15      | 4.0000%  | 0.0000% | $54333.33          | $42718.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-10-25      | 2.5000%  | 0.0000% | $212666.67         | $60290.49          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 2.5000%  | 0.0000% | $223333.33         | $139728.96         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-03-25      | 3.0000%  | 0.0000% | $999461.67         | $635200.06         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-11-25      | 3.0000%  | 0.0000% | $333333.33         | $207292.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-02-25      | 3.5000%  | 0.0000% | $783333.33         | $642559.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 2.0000%  | 0.0000% | $33333.33          | $26797.59          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $142781.00         | $95365.54          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $142781.00         | $95365.54          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 5.5000%  | 0.0000% | $166320.00         | $169475.22         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-07-25      | 0.1250%  | 0.0000% | $242424.33         | $169778.75         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.7500%  | 0.0000% | $62000.00          | $53210.97          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.5000%  | 0.0000% | $73333.33          | $71715.89          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.7500%  | 0.0000% | $55666.67          | $48827.54          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-10-25      | 4.7500%  | 0.0000% | $84333.33          | $72424.32          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 4.7500%  | 0.0000% | $73333.33          | $71651.03          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4984%  | 0.0000% | $66666.67          | $56842.65          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4984%  | 0.0000% | $75000.00          | $64604.22          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.6984%  | 0.0000% | $160000.00         | $138546.88         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.6484%  | 0.0000% | $166666.67         | $147299.83         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.0000%  | 0.0000% | $192498.00         | $187063.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 5.4984%  | 0.0000% | $33333.33          | $30584.25          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 6.0000%  | 0.0000% | $604623.67         | $600243.57         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.2984%  | 0.0000% | $133333.33         | $119350.67         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5484%  | 0.0000% | $66666.67          | $61369.87          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-04-25      | 5.5484%  | 0.0000% | $65000.00          | $61954.69          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-04-25      | 5.0000%  | 0.0000% | $170562.67         | $169273.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $505444.00         | $448663.88         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $1658110.00        | $1578205.49        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $1884318.00        | $1865612.09        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 6.0000%  | 0.0000% | $7458115.33        | $7600194.89        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.4116%  | 0.0000% | $16666666.67       | $16953088.06       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 5.5000%  | 0.0000% | $1665818.00        | $29114.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $266666.67         | $5872.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-05-15      | 5.5000%  | 0.0000% | $1681062.00        | $63882.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 4.8329%  | 0.0000% | $403333.33         | $5637.29           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-15      | 5.5000%  | 0.0000% | $6666666.67        | $308477.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 4.8629%  | 0.0000% | $533333.33         | $6758.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-11-15      | 5.5000%  | 0.0000% | $430333.33         | $168191.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 4.5000%  | 0.0000% | $12500000.00       | $101457.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 5.0029%  | 0.0000% | $333333.33         | $6169.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2039-08-15      | 4.0000%  | 0.0000% | $14284765.67       | $198006.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $117889242.67      | $75447189.01       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 5.0000%  | 0.0000% | $22377409.00       | $19454534.55       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $40256505.00       | $40586436.75       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 5.2500%  | 0.0000% | $50482161.33       | $50823538.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 5.2427%  | 0.0000% | $68405280.67       | $68890593.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4450%  | 0.0000% | $5779114.67        | $5003879.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.9950%  | 0.0000% | $66666666.67       | $58336641.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $66666666.67       | $66651649.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $66666666.67       | $66651649.53       | Agency Collateralized Mortgage Obligation |

### Security 131: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X5WV8, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8X5WV8
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $49600120.00       | $40212893.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $78239460.00       | $45175454.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $72000340.00       | $39548261.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $50895180.00       | $46615441.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $18876840.00       | $15130336.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $51134620.00       | $44845588.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $32546400.00       | $32059603.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $43020220.00       | $42412433.13       | U.S. Treasuries (including strips) |

### Security 132: Natixis

- **C.1 - Title:** Natixis 4.340000%
- **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: BIV8X5WY2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8X5WY2
- **C.18 - Value (incl. sponsor support):** $655000000.00
- **C.18.a - Value (excl. sponsor support):** $655000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 3.0000%  | 0.0000% | $1991293.01        | $271290.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $90252.45          | $14747.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 3.5000%  | 0.0000% | $776830.00         | $100562.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 6.5000%  | 0.0000% | $700.20            | $614.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $655.00            | $112.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $655.00            | $481.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $655.00            | $384.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1489.47           | $1205.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 3.8300%  | 0.0000% | $1314.59           | $1289.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 3.8300%  | 0.0000% | $1399.08           | $1372.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $110713.34         | $86730.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $198058.24         | $161128.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.6500%  | 0.0000% | $715.92            | $715.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $74.02             | $3.76              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $655.00            | $535.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $655.00            | $436.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1351.92           | $1040.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1321.13           | $1031.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $1027695.00        | $712254.53         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2027-02-25      | 2.9610%  | 0.0000% | $2401557.50        | $1820190.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 3.1089%  | 0.0000% | $10646939.20       | $5534300.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0852%  | 0.0000% | $5632345.00        | $3447853.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.1530%  | 0.0000% | $7006535.00        | $5345470.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-25      | 5.6484%  | 0.0000% | $14181405.00       | $13126310.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 6.5820%  | 0.0000% | $655.00            | $20.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $655.00            | $24.10             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $655.00            | $463.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $687.10            | $711.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $885037.31         | $924338.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $880751.65         | $917124.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1310.00           | $1370.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $513384.42         | $540879.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $616151.30         | $649536.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $951321.35         | $1009056.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1310.00           | $1370.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $655.00            | $675.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $948194.38         | $975051.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $655.00            | $683.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $387520.27         | $335985.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $884344.32         | $916975.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 4.4650%  | 0.0000% | $15071902.39       | $15241864.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $19352855.32       | $19693252.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $17127398.50       | $17795814.26       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.6300%  | 0.0000% | $1375.50           | $1384.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $2714.32           | $2780.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $2012.16           | $782.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 1.5000%  | 0.0000% | $1089.92           | $657.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $11341372.16       | $8072062.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1314.59           | $1017.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $655.00            | $489.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $655.00            | $484.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.9540%  | 0.0000% | $660.24            | $548.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $43694138.24       | $40867122.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $957.61            | $843.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $363525.00         | $218487.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $52818613.12       | $29505799.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $53686128.52       | $30900767.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $43814119.83       | $26371342.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $32750000.00       | $26006876.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $35177961.86       | $35745746.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $67885335.12       | $67424926.47       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $192117726.43      | $29589583.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 1.5000%  | 0.0000% | $6653.49           | $3275.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $1574596.42        | $1445127.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $1310.00           | $1325.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $852086.88         | $885976.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $655.00            | $682.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $677744.88         | $705568.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $859089.48         | $896860.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $15103861.15       | $15241230.17       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1319.17           | $1354.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $2692784.91        | $2665713.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $2885034.62        | $3016068.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-05-15      | 4.8700%  | 0.0000% | $8865883.50        | $8743118.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.0000%  | 0.0000% | $5636766.25        | $5236406.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.5200%  | 0.0000% | $1761183.00        | $1672593.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $232858.40         | $243538.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $655.00            | $646.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $655.00            | $643.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6127268.24        | $6098077.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $655.00            | $686.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $655.00            | $684.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $3293266.64        | $3472979.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3276.97           | $3459.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $572431.35         | $594085.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1104633.92        | $1153204.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $655.00            | $619.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $656.97            | $649.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $655.00            | $661.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $16054940.80       | $16190573.45       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $693068.60         | $726307.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2477534.88        | $2501473.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $660.24            | $166.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $676.62            | $6.04              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-04-20      | 4.0000%  | 0.0000% | $10351227.00       | $541571.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $655.00            | $16.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $655.00            | $33.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $655.00            | $44.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $655.00            | $588.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-07-15      | 3.5000%  | 0.0000% | $655.00            | $7.41              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1627020.00        | $115426.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $655.00            | $60.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $655.00            | $44.72             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1971654.80        | $359569.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $64845.00          | $30288.59          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $681.20            | $161.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $7807675.33        | $3639769.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $13606760.40       | $9718301.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $4372249.45        | $2427593.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $13924462.91       | $9252350.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $655.00            | $394.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $12483376.45       | $8926101.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $655.00            | $522.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $4835739.24        | $3769384.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $12215026.88       | $12649718.41       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.5000%  | 0.0000% | $655.00            | $10.38             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-15      | 4.0000%  | 0.0000% | $655.00            | $87.67             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-15      | 5.4250%  | 0.0000% | $63754.43          | $49002.41          | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2025-10-09      | 0.0000%  | 0.0000% | $65.50             | $65.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-02      | 0.0000%  | 0.0000% | $805650.00         | $794462.74         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 4.6250%  | 0.0000% | $29610454.00       | $29805986.96       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $7211091.50        | $6458589.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $65.50             | $50.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $131.00            | $105.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $65.50             | $54.25             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $65.50             | $50.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $65.50             | $48.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $851.50            | $652.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $3370237.00        | $2340559.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $131.00            | $104.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $2161434.50        | $1582998.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $131.00            | $76.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $65.50             | $31.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $851.50            | $526.44            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $65.50             | $34.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $65.50             | $36.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $88818.00          | $74165.46          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $393.00            | $344.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $196.50            | $177.16            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $131.00            | $130.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $65.50             | $63.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $786.00            | $749.47            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 2.3750%  | 0.0000% | $327.50            | $319.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $65.50             | $64.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $65.50             | $63.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $3733.50           | $3681.01           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $655.00            | $644.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $65.50             | $64.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $65.50             | $60.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $393.00            | $383.76            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $39889.50          | $34719.59          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $655.00            | $615.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $2631069.50        | $2285582.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $1375.50           | $1201.36           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $655.00            | $615.17            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $1179.00           | $1266.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $65.50             | $64.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $1310.00           | $1288.35           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $65.50             | $65.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $17095.50          | $16841.17          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $393.00            | $379.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $24235.00          | $22533.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $982.50            | $987.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $131.00            | $134.45            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $65.50             | $67.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $8204268.00        | $8348775.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 4.0000%  | 0.0000% | $65.50             | $65.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $44212.50          | $45693.29          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-15      | 3.7500%  | 0.0000% | $65.50             | $66.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $65.50             | $66.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 4.1250%  | 0.0000% | $65.50             | $66.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $196.50            | $194.88            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $65.50             | $69.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $9062449.00        | $9501536.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $11270978.00       | $11873402.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $65.50             | $65.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $65.50             | $66.00             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $720.50            | $761.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $83731008.00       | $86638018.23       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $536838.00         | $552110.69         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $65.50             | $66.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $65.50             | $66.16             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $65.50             | $66.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $65.50             | $68.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $65.50             | $67.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.2414%  | 0.0000% | $65.50             | $65.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $65.50             | $67.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $131.00            | $133.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $589.50            | $603.38            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 3.8750%  | 0.0000% | $371843.50         | $374373.40         | U.S. Treasuries (including strips)        |

### Security 133: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.340000%
- **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: BIV8X5X88, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8X5X88
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $15686333.33       | $12325536.09       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $48538672.00       | $38899226.12       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $100668969.67      | $101693052.75      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $48706693.67       | $34709048.12       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-16      | 4.8744%  | 0.0000% | $144304575.67      | $3967849.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 4.7549%  | 0.0000% | $60394999.33       | $4189711.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.8049%  | 0.0000% | $29984403.00       | $7187017.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.8549%  | 0.0000% | $18799976.67       | $4988504.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9049%  | 0.0000% | $24481670.67       | $6630978.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.9049%  | 0.0000% | $19999999.33       | $4565867.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.8744%  | 0.0000% | $11621666.00       | $3290310.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.7549%  | 0.0000% | $11845762.00       | $5268771.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.9049%  | 0.0000% | $16275050.67       | $4218211.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8049%  | 0.0000% | $16729486.33       | $3881917.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8549%  | 0.0000% | $16017330.00       | $4050841.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8549%  | 0.0000% | $17614111.00       | $4498385.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.8549%  | 0.0000% | $27176346.33       | $4578472.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.9049%  | 0.0000% | $19390936.67       | $6216042.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.9049%  | 0.0000% | $28503382.67       | $4200136.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.8549%  | 0.0000% | $21354968.33       | $6514898.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.8049%  | 0.0000% | $23802984.00       | $5614329.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $8333333.33        | $5950945.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $33333333.33       | $22166726.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $17774381.00       | $11314242.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $33333266.00       | $20421092.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $24604754.00       | $16508537.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $20149009.67       | $12556988.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $16666666.67       | $11703930.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $21000000.00       | $13645309.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $25000000.00       | $15604641.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $12999221.33       | $7558955.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $24999999.67       | $14323812.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $50639785.67       | $31941498.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $16666666.67       | $11567517.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16666666.67       | $11105749.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $16666666.00       | $12000331.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16666666.00       | $12021217.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $19333333.33       | $12188180.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16666666.67       | $11303721.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $16666664.67       | $12643435.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $13782004.67       | $7527227.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.8450%  | 0.0000% | $23333332.33       | $14097622.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $16666665.67       | $11356887.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3950%  | 0.0000% | $16666632.67       | $6006046.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7450%  | 0.0000% | $6666666.67        | $6648329.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7950%  | 0.0000% | $3333333.33        | $3327747.87        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-09-16      | 0.0000%  | 0.0000% | $33326666.67       | $33271411.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $6000000.00        | $5900589.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $26247233.33       | $25787909.32       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $24788500.00       | $24430210.00       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $29366633.33       | $29827442.83       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $20559033.33       | $21258908.00       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $18649200.00       | $19425809.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $128353133.33      | $131712257.67      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $38333300.00       | $39078495.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $73239066.67       | $75446085.15       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $27011900.00       | $27372945.46       | U.S. Treasuries (including strips)        |

### Security 134: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6AY4, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6AY4
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 6.7800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $7014600.00        | $6709359.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $673916600.00      | $749119036.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $851500000.00      | $876171625.82      | U.S. Treasuries (including strips) |

### Security 135: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6BG2, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6BG2
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $742.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $250000000.00      | $183489576.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $52100.00          | $36339.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $18375300.00       | $16830134.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $810000.00         | $766229.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $130002200.00      | $118136937.30      | U.S. Treasuries (including strips) |

### Security 136: Natixis

- **C.1 - Title:** Natixis 4.350000%
- **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: BIV8X6BJ6, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8X6BJ6
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.8050%  | 0.0000% | $4409510.40        | $3825403.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 3.0000%  | 0.0000% | $12889168.80       | $1755997.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $1200.00           | $127.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $2000.00           | $375.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 4.5000%  | 0.0000% | $1199.20           | $38.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 2.5000%  | 0.0000% | $1200.00           | $221.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $1200.00           | $111.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $400.00            | $68.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $441200.00         | $175743.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $172000.00         | $50044.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1200.00           | $314.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $2996.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1209.60           | $927.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1200.00           | $1052.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $868726.40         | $637996.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1200.00           | $1041.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1196.80           | $1069.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1200.00           | $935.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1200.00           | $1087.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $800.00            | $732.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $749536.00         | $706608.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $1198.80           | $220.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.5000%  | 0.0000% | $1200.00           | $439.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $239199.20         | $147358.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.5000%  | 0.0000% | $1200.00           | $853.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1200.00           | $924.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1200.00           | $939.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1200.00           | $956.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $1200.00           | $959.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $409.60            | $351.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $1200.00           | $263.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.6500%  | 0.0000% | $7485132.80        | $7485497.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $148.80            | $7.56              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-04-15      | 6.0000%  | 0.0000% | $1.60              | $0.03              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1200.00           | $671.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1200.00           | $697.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1200.00           | $787.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $400.00            | $366.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $897436.00         | $870795.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $506943.20         | $511532.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1200.00           | $858.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1199.60           | $846.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $416.00            | $320.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $400.00            | $312.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 2.0000%  | 0.0000% | $1200.00           | $607.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 3.5000%  | 0.0000% | $1200.00           | $894.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-25      | 3.1089%  | 0.0000% | $557645.60         | $289865.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.1530%  | 0.0000% | $121200.00         | $92466.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-25      | 5.6484%  | 0.0000% | $400.00            | $370.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1199.60           | $135.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.5820%  | 0.0000% | $27240958.00       | $845383.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $400.00            | $367.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6515.60           | $6775.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3628.80           | $3757.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $609174.40         | $637094.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $401.60            | $425.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1205310.40        | $1243441.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2614841.60        | $2651246.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $443800.00         | $459614.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $963.60            | $993.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4400.00           | $4539.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $154519.20         | $39263.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $409.60            | $161.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $13691922.40       | $14197133.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $400.00            | $115.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $75412274.80       | $29322009.71       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $409.60            | $218.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $409.60            | $215.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $33258854.00       | $17965794.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $400.00            | $228.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $400.00            | $238.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $34236825.60       | $24464403.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $400.00            | $248.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $400.00            | $246.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $400.00            | $261.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $21420940.00       | $16402533.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $22324320.00       | $15962205.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $400.00            | $309.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $25334222.00       | $18949775.54       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $437.20            | $344.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $416.00            | $332.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $400.00            | $315.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $400.00            | $325.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $400.00            | $330.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $400.00            | $315.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $409.20            | $344.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $400.80            | $297.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $416.00            | $356.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $400.00            | $357.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $18547660.80       | $14704380.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $728684.80         | $600899.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $9965600.00        | $1920657.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $400.00            | $404.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $400.00            | $410.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $397526.80         | $22402.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $586644.80         | $75854.07          | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2025-10-09      | 0.0000%  | 0.0000% | $120.00            | $119.43            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 6.0000%  | 0.0000% | $5200000.00        | $5256537.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $40.00             | $35.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $160.00            | $186.04            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $40.00             | $31.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $40.00             | $24.90             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $80.00             | $39.03             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $560.00            | $311.10            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $240.00            | $136.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $80.00             | $70.12             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $80.00             | $73.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $80.00             | $70.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $80.00             | $79.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $40.00             | $36.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 2.3750%  | 0.0000% | $40.00             | $39.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $880.00            | $805.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $680.00            | $679.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $40.00             | $38.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $31532480.00       | $31089135.38       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $40.00             | $39.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $80.00             | $69.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $40200.00          | $37557.70          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $80.00             | $93.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $40.00             | $39.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $36163520.00       | $33722259.92       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $4465600.00        | $4427763.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 0.1250%  | 0.0000% | $1999760.00        | $2253477.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $40.00             | $39.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $1803840.00        | $1835612.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $1999640.00        | $1999612.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 4.0000%  | 0.0000% | $80.00             | $80.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $80.00             | $80.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-15      | 4.1250%  | 0.0000% | $9999920.00        | $10096667.92       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $3199960.00        | $3338445.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $40.00             | $42.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 4.3750%  | 0.0000% | $40.00             | $41.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $40.00             | $40.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $3882200.00        | $3912059.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $393240.00         | $395835.50         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $2968040.00        | $3091178.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-15      | 4.2500%  | 0.0000% | $40.00             | $41.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $7183040.00        | $7598673.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $40.00             | $41.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $1806480.00        | $1863795.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $356160.00         | $368447.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $12125440.00       | $12407580.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-06-30      | 4.0000%  | 0.0000% | $4827800.00        | $4885688.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $40.00             | $40.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 3.8750%  | 0.0000% | $353280.00         | $355683.60         | U.S. Treasuries (including strips)        |

### Security 137: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6C30, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6C30
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-21      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-23      | 0.0000%  | 0.0000% | $800.00            | $790.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $14900.00          | $11065.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $139.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $800.00            | $790.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $3100.00           | $3229.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $553800.00         | $568822.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $6999800.00        | $7147961.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $9000.00           | $9079.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $47008500.00       | $48661231.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $29058200.00       | $29830601.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $307770000.00      | $318658752.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $3059200.00        | $3106937.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $202.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |

### Security 138: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **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: BIV8X6DY1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8X6DY1
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $33575544.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.2984%  | 0.0000% | $30972256.00       | $28845663.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.2584%  | 0.0000% | $80938680.00       | $76558146.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 5.6864%  | 0.0000% | $22787751.00       | $23422978.17       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 0.1250%  | 0.0000% | $50000000.00       | $36520297.12       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2060-12-20      | 4.8417%  | 0.0000% | $583824.00         | $33211.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.8217%  | 0.0000% | $224548.00         | $20451.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-20      | 4.9417%  | 0.0000% | $332501.00         | $18217.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.9417%  | 0.0000% | $389974.00         | $27988.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-20      | 4.8917%  | 0.0000% | $611234.00         | $42662.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-20      | 4.9417%  | 0.0000% | $436563.00         | $19084.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-12-20      | 5.0662%  | 0.0000% | $2540805.00        | $1027197.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 3.5351%  | 0.0000% | $200002.00         | $6776.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $3818169.00        | $1438677.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 2.0000%  | 0.0000% | $22099978.00       | $1267192.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.7417%  | 0.0000% | $1149129.00        | $92302.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 5.5917%  | 0.0000% | $1400000.00        | $801996.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 5.6917%  | 0.0000% | $1100000.00        | $323205.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.8450%  | 0.0000% | $1860022.00        | $1519060.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.7917%  | 0.0000% | $2400000.00        | $1248352.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.4000%  | 0.0000% | $100000.00         | $64710.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 1.0000%  | 0.0000% | $200000.00         | $121747.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.0000%  | 0.0000% | $1500000.00        | $1203249.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 5.0000%  | 0.0000% | $1277000.00        | $1138178.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1265546.00        | $1208586.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4450%  | 0.0000% | $15581821.00       | $13491608.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.5000%  | 0.0000% | $1505225.00        | $1405443.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1360285.00        | $1294728.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $1756996.00        | $1628106.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1287063.00        | $1179793.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-20      | 4.0000%  | 0.0000% | $1532000.00        | $1449540.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1000%  | 0.0000% | $1514483.00        | $1427802.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $1557086.00        | $1428964.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1100000.00        | $1108998.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.0000%  | 0.0000% | $58182895.00       | $50639538.36       | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

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

**Date:** 2025-09-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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