# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001193125-25-233152
**Filing Date:** 2025-10
**Character Count:** 453577
**Document Hash:** 4a880f21782f77ceb524a01f07d5713f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-233152.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-233152

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251379154

**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):** 2025-09-30

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

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

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

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 29 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $24123426551.20

- **Amortized Cost of Portfolio Securities:** $24118452899.52

- **Cash:** $0.00

- **Total Other Assets:** $66812269.66

- **Total Liabilities:** $316876832.68

- **Net Assets of Series:** $23868388336.50

- **Number of Shares Outstanding (Series):** 23866279377.0500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $13545828831.35           | $18313387900.31            | 56.9600%                  | 77.0000%                   |
| 2025-09-03 | $13005073280.34           | $18532945455.56            | 54.1900%                  | 77.2300%                   |
| 2025-09-04 | $13340076494.25           | $18567948669.48            | 55.5100%                  | 77.2600%                   |
| 2025-09-05 | $12901792042.98           | $18829664218.22            | 53.9900%                  | 78.8000%                   |
| 2025-09-08 | $12992500764.45           | $18540373322.33            | 54.9500%                  | 78.4100%                   |
| 2025-09-09 | $13517956687.02           | $18715516074.89            | 56.7600%                  | 78.5800%                   |
| 2025-09-10 | $12638627874.52           | $18813929523.63            | 52.8500%                  | 78.6700%                   |
| 2025-09-11 | $13231911853.24           | $18707213438.59            | 55.4400%                  | 78.3800%                   |
| 2025-09-12 | $12430422474.40           | $18175565973.60            | 52.5900%                  | 76.8900%                   |
| 2025-09-15 | $12905921405.67           | $18240456571.57            | 54.4400%                  | 76.9400%                   |
| 2025-09-16 | $13387209267.58           | $18370002108.49            | 55.9300%                  | 76.7500%                   |
| 2025-09-17 | $13035549642.37           | $18608342483.29            | 53.7700%                  | 76.7500%                   |
| 2025-09-18 | $13018958950.21           | $18463440241.14            | 54.0200%                  | 76.6100%                   |
| 2025-09-19 | $12773253528.33           | $18517734819.28            | 52.8800%                  | 76.6500%                   |
| 2025-09-22 | $13037125153.46           | $18371144905.97            | 54.3000%                  | 76.5100%                   |
| 2025-09-23 | $13521464188.37           | $18443378825.03            | 56.1400%                  | 76.5800%                   |
| 2025-09-24 | $12889342547.21           | $18572945633.88            | 53.2300%                  | 76.7000%                   |
| 2025-09-25 | $12646791601.88           | $18330394688.56            | 52.7100%                  | 76.3900%                   |
| 2025-09-26 | $12689812338.48           | $18373415425.17            | 52.9900%                  | 76.7200%                   |
| 2025-09-29 | $13194224145.44           | $18726827232.15            | 54.2900%                  | 77.0500%                   |
| 2025-09-30 | $13641554112.99           | $18612468749.72            | 56.4000%                  | 76.9600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3500%             |
| 2025-09-03 | 4.3500%             |
| 2025-09-04 | 4.3500%             |
| 2025-09-05 | 4.3500%             |
| 2025-09-08 | 4.3600%             |
| 2025-09-09 | 4.3700%             |
| 2025-09-10 | 4.3700%             |
| 2025-09-11 | 4.3700%             |
| 2025-09-12 | 4.3700%             |
| 2025-09-15 | 4.3700%             |
| 2025-09-16 | 4.3700%             |
| 2025-09-17 | 4.3700%             |
| 2025-09-18 | 4.3600%             |
| 2025-09-19 | 4.3300%             |
| 2025-09-22 | 4.2600%             |
| 2025-09-23 | 4.2300%             |
| 2025-09-24 | 4.2100%             |
| 2025-09-25 | 4.2000%             |
| 2025-09-26 | 4.2000%             |
| 2025-09-29 | 4.2100%             |
| 2025-09-30 | 4.2100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0003                      |
|  |  |
| 2025-09-03 | 1.0003                      |
|  |  |
| 2025-09-04 | 1.0003                      |
|  |  |
| 2025-09-05 | 1.0004                      |
|  |  |
| 2025-09-08 | 1.0004                      |
|  |  |
| 2025-09-09 | 1.0003                      |
|  |  |
| 2025-09-10 | 1.0003                      |
|  |  |
| 2025-09-11 | 1.0003                      |
|  |  |
| 2025-09-12 | 1.0004                      |
|  |  |
| 2025-09-15 | 1.0003                      |
|  |  |
| 2025-09-16 | 1.0003                      |
|  |  |
| 2025-09-17 | 1.0004                      |
|  |  |
| 2025-09-18 | 1.0003                      |
|  |  |
| 2025-09-19 | 1.0004                      |
|  |  |
| 2025-09-22 | 1.0003                      |
|  |  |
| 2025-09-23 | 1.0003                      |
|  |  |
| 2025-09-24 | 1.0003                      |
|  |  |
| 2025-09-25 | 1.0003                      |
|  |  |
| 2025-09-26 | 1.0004                      |
|  |  |
| 2025-09-29 | 1.0003                      |
|  |  |
| 2025-09-30 | 1.0003                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1768287694.15

- **Number of Shares Outstanding:** 1768191474.4320

- **Expense Reimbursement/Waiver:** 100304.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0003          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0003          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0003          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $12194344.49              | $4520747.98             |
| 2025-09-03 | $48389384.63              | $5988381.64             |
| 2025-09-04 | $32782582.53              | $5266412.53             |
| 2025-09-05 | $73538933.73              | $5273177.86             |
| 2025-09-08 | $12426276.64              | $38167205.81            |
| 2025-09-09 | $60531930.15              | $5892827.90             |
| 2025-09-10 | $51136645.06              | $7480656.93             |
| 2025-09-11 | $66617201.43              | $35357718.91            |
| 2025-09-12 | $19637449.47              | $10203403.17            |
| 2025-09-15 | $55667694.00              | $5009168.33             |
| 2025-09-16 | $14304785.09              | $55696913.90            |
| 2025-09-17 | $9210674.69               | $15209480.14            |
| 2025-09-18 | $14613380.88              | $7891215.77             |
| 2025-09-19 | $72255154.03              | $4349972.36             |
| 2025-09-22 | $38403504.42              | $31910841.30            |
| 2025-09-23 | $12001464.97              | $7662534.03             |
| 2025-09-24 | $41408326.46              | $103722341.29           |
| 2025-09-25 | $10654903.82              | $21114107.36            |
| 2025-09-26 | $7204957.67               | $9470796.71             |
| 2025-09-29 | $22992622.64              | $4821115.77             |
| 2025-09-30 | $34570889.11              | $72361716.68            |

**Total Gross Subscriptions (Month):** $710543105.91

**Total Gross Redemptions (Month):** $457370736.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1900%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1900%           |
| 2025-09-15 | 4.1900%           |
| 2025-09-16 | 4.1900%           |
| 2025-09-17 | 4.1900%           |
| 2025-09-18 | 4.1800%           |
| 2025-09-19 | 4.1500%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0500%           |
| 2025-09-24 | 4.0300%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-26 | 4.0200%           |
| 2025-09-29 | 4.0300%           |
| 2025-09-30 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.7000%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $22100100642.35

- **Number of Shares Outstanding:** 22098087902.6190

- **Expense Reimbursement/Waiver:** 1264063.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0003          |
|  |  |
| 2025-09-03 | 1.0003          |
|  |  |
| 2025-09-04 | 1.0003          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0004          |
|  |  |
| 2025-09-09 | 1.0003          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0003          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0004          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0003          |
|  |  |
| 2025-09-23 | 1.0003          |
|  |  |
| 2025-09-24 | 1.0003          |
|  |  |
| 2025-09-25 | 1.0003          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0003          |
|  |  |
| 2025-09-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $248034913.81             | $276399449.95           |
| 2025-09-03 | $225760501.75             | $116285158.46           |
| 2025-09-04 | $329492439.51             | $325502604.69           |
| 2025-09-05 | $163278485.40             | $371710019.90           |
| 2025-09-08 | $144805081.23             | $194985718.05           |
| 2025-09-09 | $210848879.77             | $95520816.41            |
| 2025-09-10 | $110210962.39             | $207674710.83           |
| 2025-09-11 | $285121052.52             | $211836228.83           |
| 2025-09-12 | $91133730.67              | $272198351.51           |
| 2025-09-15 | $235555412.89             | $222896504.54           |
| 2025-09-16 | $253678612.49             | $86121984.17            |
| 2025-09-17 | $154418861.22             | $158807285.18           |
| 2025-09-18 | $96868754.78              | $252692801.23           |
| 2025-09-19 | $216702910.57             | $228918070.04           |
| 2025-09-22 | $139364465.39             | $129940338.59           |
| 2025-09-23 | $179406946.14             | $113375065.22           |
| 2025-09-24 | $479426993.32             | $290706464.59           |
| 2025-09-25 | $265948562.01             | $255783063.07           |
| 2025-09-26 | $134262922.15             | $185011454.25           |
| 2025-09-29 | $172251334.56             | $315267284.85           |
| 2025-09-30 | $321432771.53             | $136555128.87           |

**Total Gross Subscriptions (Month):** $4458004594.10

**Total Gross Redemptions (Month):** $4448188503.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1700%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1700%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1900%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1900%           |
| 2025-09-15 | 4.1900%           |
| 2025-09-16 | 4.1900%           |
| 2025-09-17 | 4.1900%           |
| 2025-09-18 | 4.1800%           |
| 2025-09-19 | 4.1500%           |
| 2025-09-22 | 4.0800%           |
| 2025-09-23 | 4.0500%           |
| 2025-09-24 | 4.0300%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-26 | 4.0200%           |
| 2025-09-29 | 4.0300%           |
| 2025-09-30 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 46.2400%         | 0.0000%              |
| Non-financial corporation |  | 18.9500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.280000%
- **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):** $15004359.75
- **C.18.a - Value (excl. sponsor support):** $15004359.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.280000%
- **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):** $50013819.50
- **C.18.a - Value (excl. sponsor support):** $50013819.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.230000%
- **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):** $100007079.00
- **C.18.a - Value (excl. sponsor support):** $100007079.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.270000%
- **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):** $20015860.40
- **C.18.a - Value (excl. sponsor support):** $20015860.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.205000%
- **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):** $99995112.00
- **C.18.a - Value (excl. sponsor support):** $99995112.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.130000%
- **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):** $99999760.00
- **C.18.a - Value (excl. sponsor support):** $99999760.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.240000%
- **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):** $74981660.25
- **C.18.a - Value (excl. sponsor support):** $74981660.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $37509826.22
- **C.18.a - Value (excl. sponsor support):** $37509826.22
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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):** $9867911.10
- **C.18.a - Value (excl. sponsor support):** $9867911.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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):** $108237021.20
- **C.18.a - Value (excl. sponsor support):** $108237021.20
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 4.235000%
- **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):** $49021735.42
- **C.18.a - Value (excl. sponsor support):** $49021735.42
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **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):** $50016292.50
- **C.18.a - Value (excl. sponsor support):** $50016292.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.285000%
- **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):** $30007201.20
- **C.18.a - Value (excl. sponsor support):** $30007201.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.285000%
- **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):** $15003802.80
- **C.18.a - Value (excl. sponsor support):** $15003802.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.280000%
- **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):** $20006152.80
- **C.18.a - Value (excl. sponsor support):** $20006152.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.275000%
- **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):** $45016212.15
- **C.18.a - Value (excl. sponsor support):** $45016212.15
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $10004270.70
- **C.18.a - Value (excl. sponsor support):** $10004270.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **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):** $25008210.25
- **C.18.a - Value (excl. sponsor support):** $25008210.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **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):** $24996531.75
- **C.18.a - Value (excl. sponsor support):** $24996531.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **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):** $34988140.60
- **C.18.a - Value (excl. sponsor support):** $34988140.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.240000%
- **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):** $30000270.60
- **C.18.a - Value (excl. sponsor support):** $30000270.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 2.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **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):** $30004224.00
- **C.18.a - Value (excl. sponsor support):** $30004224.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **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):** $30000834.60
- **C.18.a - Value (excl. sponsor support):** $30000834.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.220000%
- **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):** $40010648.00
- **C.18.a - Value (excl. sponsor support):** $40010648.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $100082209.00
- **C.18.a - Value (excl. sponsor support):** $100082209.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.225000%
- **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):** $52012370.28
- **C.18.a - Value (excl. sponsor support):** $52012370.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **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):** $65095488.90
- **C.18.a - Value (excl. sponsor support):** $65095488.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.230000%
- **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):** $10005045.20
- **C.18.a - Value (excl. sponsor support):** $10005045.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **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):** $70018546.50
- **C.18.a - Value (excl. sponsor support):** $70018546.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **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):** $124075370.90
- **C.18.a - Value (excl. sponsor support):** $124075370.90
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.250000%
- **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):** $10004935.70
- **C.18.a - Value (excl. sponsor support):** $10004935.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **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):** $100075148.00
- **C.18.a - Value (excl. sponsor support):** $100075148.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $50036833.50
- **C.18.a - Value (excl. sponsor support):** $50036833.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $10007684.40
- **C.18.a - Value (excl. sponsor support):** $10007684.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.255000%
- **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):** $50025584.50
- **C.18.a - Value (excl. sponsor support):** $50025584.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $74049951.48
- **C.18.a - Value (excl. sponsor support):** $74049951.48
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $214161739.10
- **C.18.a - Value (excl. sponsor support):** $214161739.10
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **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):** $14007994.28
- **C.18.a - Value (excl. sponsor support):** $14007994.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.270000%
- **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):** $215171477.60
- **C.18.a - Value (excl. sponsor support):** $215171477.60
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.300000%
- **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):** $75061268.25
- **C.18.a - Value (excl. sponsor support):** $75061268.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.265000%
- **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):** $61042427.94
- **C.18.a - Value (excl. sponsor support):** $61042427.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **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):** $70045030.30
- **C.18.a - Value (excl. sponsor support):** $70045030.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **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):** $79967080.80
- **C.18.a - Value (excl. sponsor support):** $79967080.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.195000%
- **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):** $49977737.00
- **C.18.a - Value (excl. sponsor support):** $49977737.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **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):** $35001814.75
- **C.18.a - Value (excl. sponsor support):** $35001814.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999884.00
- **C.18.a - Value (excl. sponsor support):** $24999884.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.205000%
- **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):** $64992727.15
- **C.18.a - Value (excl. sponsor support):** $64992727.15
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.210000%
- **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):** $49974368.00
- **C.18.a - Value (excl. sponsor support):** $49974368.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.240000%
- **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):** $69995083.20
- **C.18.a - Value (excl. sponsor support):** $69995083.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.235000%
- **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):** $5998860.00
- **C.18.a - Value (excl. sponsor support):** $5998860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.230000%
- **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):** $20007444.80
- **C.18.a - Value (excl. sponsor support):** $20007444.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.240000%
- **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):** $74981697.00
- **C.18.a - Value (excl. sponsor support):** $74981697.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.245000%
- **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):** $200024586.00
- **C.18.a - Value (excl. sponsor support):** $200024586.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.250000%
- **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):** $34998387.55
- **C.18.a - Value (excl. sponsor support):** $34998387.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.255000%
- **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):** $97040212.32
- **C.18.a - Value (excl. sponsor support):** $97040212.32
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65994459.96
- **C.18.a - Value (excl. sponsor support):** $65994459.96
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99994315.00
- **C.18.a - Value (excl. sponsor support):** $99994315.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.230000%
- **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):** $147046616.60
- **C.18.a - Value (excl. sponsor support):** $147046616.60
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $105078059.10
- **C.18.a - Value (excl. sponsor support):** $105078059.10
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $40026888.00
- **C.18.a - Value (excl. sponsor support):** $40026888.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $25021714.75
- **C.18.a - Value (excl. sponsor support):** $25021714.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.250000%
- **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):** $49997080.50
- **C.18.a - Value (excl. sponsor support):** $49997080.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.255000%
- **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):** $125005862.50
- **C.18.a - Value (excl. sponsor support):** $125005862.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $69999223.00
- **C.18.a - Value (excl. sponsor support):** $69999223.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.225000%
- **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):** $99957249.00
- **C.18.a - Value (excl. sponsor support):** $99957249.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.230000%
- **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):** $38526849.90
- **C.18.a - Value (excl. sponsor support):** $38526849.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.265000%
- **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):** $85098588.95
- **C.18.a - Value (excl. sponsor support):** $85098588.95
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **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):** $70049088.20
- **C.18.a - Value (excl. sponsor support):** $70049088.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **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):** $35028987.00
- **C.18.a - Value (excl. sponsor support):** $35028987.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **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):** $175118545.00
- **C.18.a - Value (excl. sponsor support):** $175118545.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.350000%
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 72: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **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):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.898000%
- **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):** $1750000.00
- **C.18.a - Value (excl. sponsor support):** $1750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.250000%
- **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):** $1166666.70
- **C.18.a - Value (excl. sponsor support):** $1166666.70
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **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):** $833333.38
- **C.18.a - Value (excl. sponsor support):** $833333.38
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.400000%
- **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):** $5076923.09
- **C.18.a - Value (excl. sponsor support):** $5076923.09
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.520000%
- **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):** $749999.94
- **C.18.a - Value (excl. sponsor support):** $749999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $159982128.00
- **C.18.a - Value (excl. sponsor support):** $159982128.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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):** $44853035.85
- **C.18.a - Value (excl. sponsor support):** $44853035.85
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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):** $198711272.00
- **C.18.a - Value (excl. sponsor support):** $198711272.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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):** $49268036.00
- **C.18.a - Value (excl. sponsor support):** $49268036.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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):** $147372049.50
- **C.18.a - Value (excl. sponsor support):** $147372049.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239783385.60
- **C.18.a - Value (excl. sponsor support):** $239783385.60
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 85: 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):** $424282102.80
- **C.18.a - Value (excl. sponsor support):** $424282102.80
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 86: 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):** $248994375.00
- **C.18.a - Value (excl. sponsor support):** $248994375.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 87: 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):** $174160252.00
- **C.18.a - Value (excl. sponsor support):** $174160252.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $232660452.80
- **C.18.a - Value (excl. sponsor support):** $232660452.80
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: 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):** $149781193.50
- **C.18.a - Value (excl. sponsor support):** $149781193.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 90: 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):** $498876665.00
- **C.18.a - Value (excl. sponsor support):** $498876665.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 91: 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):** $486074890.00
- **C.18.a - Value (excl. sponsor support):** $486074890.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 92: 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):** $96948196.00
- **C.18.a - Value (excl. sponsor support):** $96948196.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 93: 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):** $976905458.10
- **C.18.a - Value (excl. sponsor support):** $976905458.10
- **C.19 - Percentage of Net Assets:** 4.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 94: 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):** $497665910.00
- **C.18.a - Value (excl. sponsor support):** $497665910.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 95: 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):** $297987582.00
- **C.18.a - Value (excl. sponsor support):** $297987582.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 96: 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):** $394442628.00
- **C.18.a - Value (excl. sponsor support):** $394442628.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 97: 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):** $148888908.00
- **C.18.a - Value (excl. sponsor support):** $148888908.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247055417.50
- **C.18.a - Value (excl. sponsor support):** $247055417.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.143000%
- **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):** $100000066.00
- **C.18.a - Value (excl. sponsor support):** $100000066.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 100: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $125748046.30
- **C.18.a - Value (excl. sponsor support):** $125748046.30
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.058000%
- **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):** $114936385.50
- **C.18.a - Value (excl. sponsor support):** $114936385.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.170000%
- **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:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2050-10-25      | 1.5000%  | 0.0000% | $20000000.00       | $11691955.69       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 4.5000%  | 0.0000% | $40765312.00       | $39761751.23       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-03-20      | 0.2500%  | 0.0000% | $21063373.00       | $14846294.29       | Agency Collateralized Mortgage Obligation |

### Security 103: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.210000%
- **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:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $16100.00          | $15188.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $201800300.00      | $203984788.25      | U.S. Treasuries (including strips) |

### Security 104: 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:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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      | 3.7500%  | 0.0000% | $56754100.00       | $57146469.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $52488700.00       | $53678286.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $92638400.00       | $93752932.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $19800.00          | $20126.69          | U.S. Treasuries (including strips) |

### Security 105: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: 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:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 Home Loan Mortgage Corp          | 2040-07-25      | 0.9900%  | 0.0000% | $5000000.00        | $4298770.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-07-15      | 6.0000%  | 0.0000% | $324991.00         | $2421.72           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $5659671.00        | $5724681.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.3060%  | 0.0000% | $114698000.00      | $102486963.91      | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 6.0000%  | 0.0000% | $8428544.00        | $1174559.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 3.8500%  | 0.0000% | $52789248.00       | $95099.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-20      | 5.3317%  | 0.0000% | $54377920.00       | $15033314.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 5.1058%  | 0.0000% | $4300000.00        | $843522.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 5.5766%  | 0.0000% | $8000000.00        | $2648011.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 3.0000%  | 0.0000% | $3399990.00        | $692369.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 2.5000%  | 0.0000% | $12750000.00       | $1024587.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-20      | 2.7500%  | 0.0000% | $10000000.00       | $850296.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 5.0388%  | 0.0000% | $150000.00         | $96362.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $74998.00          | $40858.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2888%  | 0.0000% | $149142000.00      | $87025826.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.2388%  | 0.0000% | $30000000.00       | $19276383.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.4388%  | 0.0000% | $100000000.00      | $46846732.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $9882680.00        | $9261945.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5388%  | 0.0000% | $29991900.00       | $25251922.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.6388%  | 0.0000% | $5666900.00        | $5463770.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7388%  | 0.0000% | $30000000.00       | $28861600.85       | Agency Collateralized Mortgage Obligation |

### Security 106: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: 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:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 National Mortgage Association    | 2028-06-25      | 3.4212%  | 0.0000% | $16260000.00       | $12673416.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 5.2500%  | 0.0000% | $57349888.00       | $29980372.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 5.5000%  | 0.0000% | $52995200.00       | $50495531.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-07-15      | 6.0000%  | 0.0000% | $11372928.00       | $91211.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 3.0000%  | 0.0000% | $15997367.00       | $25357.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $1999990.00        | $845898.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $24326999.00       | $24807218.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $26590592.00       | $26175312.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.6888%  | 0.0000% | $30000000.00       | $26015005.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $7298650.00        | $7390675.44        | Agency Collateralized Mortgage Obligation |

### Security 107: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.230000%
- **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:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 6.5000%  | 0.0000% | $1099.00           | $15.44             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.3900%  | 0.0000% | $126309.00         | $26.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.6280%  | 0.0000% | $25000000.00       | $39956.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.8600%  | 0.0000% | $449450.00         | $698.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.0000%  | 0.0000% | $7631.00           | $105.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.5430%  | 0.0000% | $794339.00         | $44088.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $1190.00           | $22.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.0000%  | 0.0000% | $7906632.00        | $1417663.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1001.00           | $274.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.0000%  | 0.0000% | $2325000.00        | $333389.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-04-01      | 3.0000%  | 0.0000% | $2577.00           | $29.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $199000.00         | $148282.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $200000.00         | $162064.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5425.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $377714.00         | $263131.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $82091.00          | $68423.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 2.5000%  | 0.0000% | $225836.00         | $176385.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $2375000.00        | $1740284.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $66801535.00       | $58763002.49       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $40000.00          | $37086.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 2.0000%  | 0.0000% | $215515.00         | $91536.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $359705.00         | $231675.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.0000%  | 0.0000% | $181814.00         | $110574.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.0000%  | 0.0000% | $401000.00         | $322819.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1022.00           | $645.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1613984.00        | $1501831.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $5372912.00        | $902755.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $9000.00           | $6531.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $26809.00          | $20103.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2700000.00        | $2304646.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $2019519.00        | $2040574.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $5832000.00        | $4676251.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $300000.00         | $228234.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 2.5000%  | 0.0000% | $21000.00          | $16239.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6630%  | 0.0000% | $1299.00           | $0.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2580%  | 0.0000% | $1636.00           | $0.69              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $2142.00           | $0.30              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-25      | 2.0007%  | 0.0000% | $63551.00          | $49433.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-25      | 5.0060%  | 0.0000% | $18001.00          | $10832.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.7560%  | 0.0000% | $1000.00           | $526.93            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $117023.00         | $117886.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $130562.00         | $364.61            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $1649.00           | $0.70              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $3277.00           | $616.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $1403.00           | $1386.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 4.0000%  | 0.0000% | $1473990.00        | $1013524.19        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.5560%  | 0.0000% | $1999701.00        | $1970316.10        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-12-01      | 7.2580%  | 0.0000% | $1286.00           | $0.08              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.9060%  | 0.0000% | $3824.00           | $460.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $17026.00          | $1532.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $89.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $20000.00          | $1513.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $2000.00           | $178.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $8000.00           | $2141.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $67000.00          | $2243.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $21664.00          | $2630.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 2.5000%  | 0.0000% | $5000.00           | $1051.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $8000.00           | $1230.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $2910.00           | $887.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 4.5000%  | 0.0000% | $1451.00           | $205.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $2411.00           | $475.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $104.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $113000.00         | $24932.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $1398.00           | $25.91             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-25      | 5.0105%  | 0.0000% | $13638.00          | $106.96            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-01      | 5.5000%  | 0.0000% | $2713.00           | $80.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $2477.00           | $0.16              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.0000%  | 0.0000% | $2500.00           | $27.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $6000.00           | $6075.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $598.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $7965.00           | $7392.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1270.00           | $1319.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1604674.00        | $1739599.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $451080.00         | $487078.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $6947220.00        | $7237300.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1041.00           | $184.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $5245990.00        | $1120783.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 4.0000%  | 0.0000% | $6159600.00        | $894099.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $278.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 6.3540%  | 0.0000% | $500000.00         | $144275.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.6980%  | 0.0000% | $16307880.00       | $15441328.49       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1900000.00        | $749293.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $4347392.00        | $2371287.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $742.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $319948.00         | $214918.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 2.7200%  | 0.0000% | $1199.00           | $961.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.9700%  | 0.0000% | $1337362.00        | $1051772.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.7500%  | 0.0000% | $9936.00           | $9649.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $121050.00         | $121064.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $7000.00           | $6285.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1001.00           | $666.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $10176.00          | $10139.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $766.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $212000.00         | $155040.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1987294.00        | $1619867.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $608200.00         | $441996.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $211449.00         | $163057.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $12000.00          | $11277.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1003.00           | $144.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1021.00           | $155.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $25000.00          | $1833.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $272.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $3192.00           | $1781.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $217698.00         | $153547.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $435000.00         | $288822.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4192.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $796.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $69999.00          | $51807.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $3131600.00        | $2363877.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $829.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $871.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 1.5000%  | 0.0000% | $25902.00          | $19056.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $736237.00         | $597098.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $31052069.00       | $31409736.00       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1308.00           | $401.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $3000.00           | $627.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.5000%  | 0.0000% | $476658.00         | $183758.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $2001.00           | $678.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $13000.00          | $8298.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $583616.00         | $403448.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $359930.00         | $256327.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $187637.00         | $116046.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4143.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $738.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $133848.00         | $107110.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $877780.00         | $679740.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2212.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $17000.00          | $13012.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $679.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $758.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $811.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $765.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $810.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $770.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $809.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $329300.00         | $262818.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $783.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1608.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $21730.00          | $16934.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1616.00           | $1510.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $12000.00          | $10420.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $248460.00         | $181785.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1676502.00        | $1496190.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.5000%  | 0.0000% | $2872.00           | $16.08             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $1728.00           | $4.23              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1113.00           | $19.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $10001.00          | $150.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.0300%  | 0.0000% | $1000.00           | $21.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $19665.00          | $35.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $13014.00          | $118.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $1001.00           | $35.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $17347.00          | $702.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $30490.00          | $483.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $22003.00          | $382.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1030.00           | $26.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $245.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $3000.00           | $225.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1002.00           | $79.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $67.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $103.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $57.67             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $23000.00          | $1523.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $22047.00          | $4943.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $97.29             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $17000.00          | $1829.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $113.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $1000.00           | $174.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $120.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $140.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $2000.00           | $314.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $129.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $122.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $25000.00          | $2394.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $96.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $75.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $149.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $3000.00           | $229.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $42000.00          | $3840.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 3.0000%  | 0.0000% | $6000.00           | $616.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $42000.00          | $4141.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $21000.00          | $1828.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $2000.00           | $214.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $3000.00           | $345.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $33000.00          | $4022.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1089.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $126.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $5000.00           | $850.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $3000.00           | $530.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $973.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1369.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 3.0000%  | 0.0000% | $8000.00           | $1817.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $9881.00           | $2483.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1900000.00        | $646129.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $12000.00          | $3558.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.0000%  | 0.0000% | $2001.00           | $1778.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2581.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $919.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $1999.00           | $875.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $653.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $30454.00          | $20377.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2773.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1337.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $9000.00           | $6798.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $10000.00          | $7692.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1475.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $776.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $7150000.00        | $5381823.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $754.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $258999.00         | $215219.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $730.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2462.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $221074.00         | $184054.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $109000.00         | $97926.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1748.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1066422.00        | $897453.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 3.5000%  | 0.0000% | $1000.00           | $880.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1770.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1811.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $45000.00          | $45118.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $292618.00         | $23916.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $65000.00          | $6026.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $306736.00         | $284177.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $3433130.00        | $3156800.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $10623800.00       | $9819035.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $923.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $7759058.00        | $8205912.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1733836.00        | $1693748.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $117024.00         | $115515.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $11000.00          | $10901.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2119307.00        | $2178391.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $306572.00         | $305043.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $879896.00         | $909570.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $953653.00         | $965420.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $6179292.00        | $6349148.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3252836.00        | $3349061.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $268308.00         | $275531.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1430497.00        | $1482381.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1075.00           | $923.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $2072000.00        | $1940585.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1728415.00        | $1590966.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1009.00           | $1040.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $3208.00           | $320.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $6082.00           | $732.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $11086004.00       | $1028907.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $225191887.00      | $20927286.67       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $28022.00          | $18186.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $203252.00         | $149576.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1341.00           | $770.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1006.00           | $756.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $50463.00          | $38514.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $698678.00         | $547497.80         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $1000.00           | $795.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $43484.00          | $25025.71          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $9967536.00        | $6631947.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $9390.00           | $6468.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1298541.00        | $1084134.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1051.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $25497.00          | $26454.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1080373.00        | $1122271.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1032640.00        | $1077792.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $306244.00         | $326543.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2875660.00        | $3066198.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $23562.00          | $24962.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1044.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4676016.00        | $4896778.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1001.00           | $1032.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1011.00           | $1043.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $6817000.00        | $6694501.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1016.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $133705.00         | $135185.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3399476.00        | $3505672.22        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1010.00           | $1047.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1006.00           | $1037.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $25007.00          | $660.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $1061.00           | $43.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $5996198.00        | $437437.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12036574.00       | $571585.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1053.00           | $54.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $1106.00           | $3.65              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $233105.00         | $10285.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1010.00           | $187.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1005.00           | $105.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1000.00           | $274.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $53191367.00       | $32675999.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2688%  | 0.0000% | $16711081.00       | $11880796.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $14070469.00       | $10631863.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $21858000.00       | $13921236.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5388%  | 0.0000% | $509346.00         | $384013.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3888%  | 0.0000% | $8692870.00        | $4070830.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4988%  | 0.0000% | $21102651.00       | $16222688.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4488%  | 0.0000% | $19406152.00       | $16050734.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4888%  | 0.0000% | $17556809.00       | $14200164.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.9888%  | 0.0000% | $242398.00         | $208258.73         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2029-08-15      | 6.1250%  | 0.0000% | $481600.00         | $527155.15         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $35231000.00       | $33099482.36       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $104.61            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 0.0000%  | 0.0000% | $6.31              | $3.00              | U.S. Treasuries (including strips)        |

### Security 108: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.230000%
- **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:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $125832600.00      | $124456431.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $12254900.00       | $12138349.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $106139400.00      | $108205296.11      | U.S. Treasuries (including strips) |

### Security 109: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.4980%  | 0.0000% | $1550526.00        | $1317963.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.5650%  | 0.0000% | $2005460.00        | $1905011.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-07-01      | 6.4650%  | 0.0000% | $2720.00           | $13.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 6.4880%  | 0.0000% | $4483030.00        | $31525.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.8600%  | 0.0000% | $1090.00           | $1.69              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 6.4180%  | 0.0000% | $3900000.00        | $16996.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 5.5000%  | 0.0000% | $15772.00          | $563.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-06-01      | 6.2500%  | 0.0000% | $3978097.00        | $23807.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5840%  | 0.0000% | $4296.00           | $45.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-07-01      | 6.3070%  | 0.0000% | $18716107.00       | $165166.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.6630%  | 0.0000% | $2843.00           | $53.54             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7470%  | 0.0000% | $1315.00           | $42.18             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 6.6080%  | 0.0000% | $6602624.00        | $2887520.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2320%  | 0.0000% | $43614.00          | $999.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 7.0000%  | 0.0000% | $1707965.00        | $25629.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $2028763.00        | $38762.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $314.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $1102455.00        | $367456.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1590008.00        | $179608.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 4.0000%  | 0.0000% | $4536691.00        | $182468.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $1026.00           | $199.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 2.5000%  | 0.0000% | $491000.00         | $97955.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-01-01      | 3.5000%  | 0.0000% | $490000.00         | $76665.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $480000.00         | $119460.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1685999.00        | $426065.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-15      | 4.0000%  | 0.0000% | $11222999.00       | $9663527.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 5.0000%  | 0.0000% | $19577400.00       | $15133898.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $102800.00         | $65321.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $15720.00          | $8677.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $1035000.00        | $644071.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $52127.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.5000%  | 0.0000% | $903050.00         | $667280.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $20548.00          | $16284.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2054066.00        | $1559816.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1162181.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3897935.00        | $3248946.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3806334.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $4928347.00        | $4469526.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1379.00           | $1297.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $26193.00          | $22654.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $6747658.00        | $5444060.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $7672205.00        | $4374455.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10769.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $466475.00         | $397546.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $395.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-06-01      | 3.0000%  | 0.0000% | $1425000.00        | $552247.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $51512.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3470778.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.5000%  | 0.0000% | $136159.00         | $85081.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 5.5000%  | 0.0000% | $600000.00         | $572613.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1332399.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $79518.00          | $48526.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $453729.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $10917.00          | $7481.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $1011176.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1131881.00        | $1143939.83        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $351912.00         | $359729.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $9598729.00        | $5842488.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 3.0000%  | 0.0000% | $5989960.00        | $4134419.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8479.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $34000.00          | $23046.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $1009.00           | $757.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.5000%  | 0.0000% | $3379990.00        | $2529942.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 0.0000%  | 0.0000% | $7696856.00        | $4388132.11        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $41887680.00       | $3845335.22        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $4382016.00        | $2765865.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3774408.00        | $2960326.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.5000%  | 0.0000% | $1211032.00        | $1155052.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3813717.00        | $3248873.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $925062.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $793609.00         | $796242.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1698334.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $48000.00          | $9368.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 3.1130%  | 0.0000% | $1039674.00        | $139509.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-11-01      | 6.5280%  | 0.0000% | $2237.00           | $14.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $68900.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $300191.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $124032.00         | $11338.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2031-11-25      | 1.7641%  | 0.0000% | $50000.00          | $43115.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-25      | 5.5000%  | 0.0000% | $1500000.00        | $1027233.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-08-25      | 5.6060%  | 0.0000% | $1746000.00        | $1089782.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2052-01-25      | 5.5000%  | 0.0000% | $19319701.00       | $19184657.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $992.63            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $72577.00          | $711.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $931630.78         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-11-25      | 4.0000%  | 0.0000% | $2248265.00        | $1545920.23        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2031-10-25      | 5.0280%  | 0.0000% | $137345.00         | $141990.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $3341227.00        | $3149092.93        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-08-25      | 5.5560%  | 0.0000% | $13078389.00       | $12886206.69       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2041-07-01      | 5.4200%  | 0.0000% | $557042.00         | $436731.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.0000%  | 0.0000% | $41881.00          | $50.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-02-01      | 4.5000%  | 0.0000% | $13266352.00       | $783292.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-12-01      | 6.6620%  | 0.0000% | $1930318.00        | $39352.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-11-01      | 3.5000%  | 0.0000% | $44890617.00       | $5078571.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-01-01      | 4.5000%  | 0.0000% | $675000.00         | $30856.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $192000.00         | $14434.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $791.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $23134.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-03-01      | 3.0000%  | 0.0000% | $238000.00         | $42638.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-10-01      | 4.0000%  | 0.0000% | $27901479.00       | $6406323.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $1034.00           | $100.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1197.00           | $366.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-06-01      | 4.5000%  | 0.0000% | $28620672.00       | $8181485.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-08-01      | 4.5000%  | 0.0000% | $2318767.00        | $138841.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $137.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-25      | 6.0000%  | 0.0000% | $4051402.00        | $1002217.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-03-01      | 6.4500%  | 0.0000% | $2496590.00        | $9152.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 6.2590%  | 0.0000% | $4817039.00        | $39804.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.1430%  | 0.0000% | $1000000.00        | $18950.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.1750%  | 0.0000% | $6750000.00        | $68418.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $127.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.2850%  | 0.0000% | $8146990.00        | $58533.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.1140%  | 0.0000% | $5153999.00        | $41185.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.8980%  | 0.0000% | $57662.00          | $479.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $1617677.00        | $1265196.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 7.5000%  | 0.0000% | $1569647.00        | $1680165.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 7.5000%  | 0.0000% | $821465.00         | $876169.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1427456.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $951.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $923.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.0000%  | 0.0000% | $3495496.00        | $3050028.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $742188.00         | $765206.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $205150.00         | $102985.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1349545.00        | $1095427.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $910803.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $117713.00         | $113432.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $2891860.00        | $2957990.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $998.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $532783.00         | $536785.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $6838992.00        | $6486226.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 4.0000%  | 0.0000% | $296400.00         | $59327.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-05-01      | 4.0000%  | 0.0000% | $307479.00         | $57778.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-09-01      | 4.0000%  | 0.0000% | $2981000.00        | $383028.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-08-01      | 4.0000%  | 0.0000% | $3935856.00        | $1146866.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $71217.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 4.1400%  | 0.0000% | $338682.00         | $326451.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 4.0000%  | 0.0000% | $1399000.00        | $341531.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $314.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-11-01      | 6.5830%  | 0.0000% | $9917297.00        | $9393364.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $81128832.00       | $14989912.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 3.0000%  | 0.0000% | $4245000.00        | $871810.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-01      | 2.0000%  | 0.0000% | $9000.00           | $6679.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-12-01      | 1.5800%  | 0.0000% | $70000.00          | $64945.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $84780.00          | $83463.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-11-01      | 4.9900%  | 0.0000% | $1353.00           | $1353.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $28270.00          | $18824.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $865.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 2.5000%  | 0.0000% | $1399867.00        | $916871.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $260763.00         | $216418.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1209187.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $737.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $780249.00         | $770866.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2050538.00        | $1640189.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.5000%  | 0.0000% | $1341866.00        | $267786.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $6580859.00        | $5536695.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $3634102.00        | $3414045.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $38563.00          | $39571.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $997.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 4.3000%  | 0.0000% | $832764.00         | $832973.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $271000.00         | $47752.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 3.0000%  | 0.0000% | $59000.00          | $13955.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2856139.00        | $1209579.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 3.0000%  | 0.0000% | $830000.00         | $435264.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $12000.00          | $6574.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $902879.00         | $558323.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $46000.00          | $33341.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $393274.00         | $287362.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $78000.00          | $56753.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $1159.00           | $881.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $773.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $333567.00         | $274139.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $42150528.00       | $32517604.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $813.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $14849791.00       | $14104152.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $961.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 5.0000%  | 0.0000% | $71956331.00       | $13641611.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.5000%  | 0.0000% | $4185939.00        | $903814.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $45032.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $6000000.00        | $3658800.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $443111.00         | $306904.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $157083.00         | $105751.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $8058.00           | $5207.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $1912702.00        | $1273297.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $1100000.00        | $804329.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $34000.00          | $23438.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $785.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $52000.00          | $40589.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.5000%  | 0.0000% | $223515.00         | $166440.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $40428.00          | $33276.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $765.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $398767.00         | $271650.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $15304248.00       | $12424945.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $870.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $11743950.00       | $9328786.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $400000.00         | $344104.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 3.5000%  | 0.0000% | $561903.00         | $434262.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $3909328.00        | $3332166.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $21999.00          | $17191.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $52398.00          | $39959.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $5411370.00        | $5305135.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.5000%  | 0.0000% | $102081.00         | $98950.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-11-01      | 6.5280%  | 0.0000% | $1543.00           | $6.48              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-11-01      | 5.6550%  | 0.0000% | $16065535.00       | $129784.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-10-01      | 6.5780%  | 0.0000% | $24998626.00       | $313979.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.0300%  | 0.0000% | $494004.00         | $10402.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1004.00           | $17.60             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 3.0000%  | 0.0000% | $19224.00          | $1516.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.0000%  | 0.0000% | $36001.00          | $8072.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $24768077.00       | $3474194.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.0000%  | 0.0000% | $14337872.00       | $1078838.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 3.0000%  | 0.0000% | $1236304.00        | $636977.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.5000%  | 0.0000% | $115000.00         | $72866.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $222270992.00      | $19349408.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-01-01      | 3.0000%  | 0.0000% | $3691.00           | $629.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 2.5000%  | 0.0000% | $2545115.00        | $1205162.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 1.5000%  | 0.0000% | $1214.00           | $709.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 1.5000%  | 0.0000% | $11000.00          | $6528.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $964000.00         | $639909.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 2.5000%  | 0.0000% | $227834.00         | $152174.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.0000%  | 0.0000% | $5313.00           | $4130.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $4596.00           | $3554.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $35752.00          | $28204.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 3.5000%  | 0.0000% | $107962.00         | $86215.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $90862.00          | $75647.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $14517008.00       | $12216873.92       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-06-01      | 6.0000%  | 0.0000% | $8057.00           | $7806.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.1660%  | 0.0000% | $44240000.00       | $415810.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $620144.00         | $618941.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $92694.00          | $90105.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $1798270.00        | $1693705.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $8246840.00        | $8328115.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $80327.00          | $74242.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $34222.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.0000%  | 0.0000% | $2423300.00        | $2405225.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $17585.00          | $17013.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $38412.00          | $38756.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $26823.00          | $27159.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $12015.00          | $12254.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 5.5000%  | 0.0000% | $1199782.00        | $1220769.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.5000%  | 0.0000% | $3277633.00        | $3416007.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $958.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $33264.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $299284.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $375449.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $12223.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $5107032.00        | $4605122.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $855902.00         | $800772.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $618674.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $9706.00           | $9362.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-02      | 6.0000%  | 0.0000% | $1398.00           | $1303.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1007.00           | $100.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $66554.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 3.5000%  | 0.0000% | $78702791.00       | $9472825.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 4.0000%  | 0.0000% | $4921.00           | $456.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $20923.00          | $15337.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $735.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 3.0000%  | 0.0000% | $10469678.00       | $6007078.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $1311352.00        | $985863.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $36749.00          | $26986.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $16295490.00       | $13809082.59       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $178639.00         | $145082.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-04-20      | 6.5000%  | 0.0000% | $3383076.00        | $1917492.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 4.0000%  | 0.0000% | $20980.00          | $4678.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 5.0000%  | 0.0000% | $1647416.00        | $1039214.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 4.0000%  | 0.0000% | $11781753.00       | $2144488.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 4.0000%  | 0.0000% | $94375.00          | $75156.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $164684.00         | $113440.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 7.5000%  | 0.0000% | $722528.00         | $617071.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $67546.00          | $67950.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $902422.00         | $900990.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2031-12-20      | 4.7500%  | 0.0000% | $4574350.00        | $11187.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 4.5000%  | 0.0000% | $46481498.00       | $10395748.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $7584.00           | $1474.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-05-20      | 5.5000%  | 0.0000% | $432187.00         | $259746.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $9095746.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4188%  | 0.0000% | $36890.00          | $25211.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.5188%  | 0.0000% | $2507464.00        | $1804028.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2888%  | 0.0000% | $22522744.00       | $15207458.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-10-20      | 5.6888%  | 0.0000% | $41890684.00       | $31768348.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-01-20      | 5.3388%  | 0.0000% | $8037274.00        | $6262879.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3888%  | 0.0000% | $16988781.00       | $7405676.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3888%  | 0.0000% | $2189483.00        | $1321566.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3888%  | 0.0000% | $21207761.00       | $16284209.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.5388%  | 0.0000% | $3278848.00        | $2472033.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.4388%  | 0.0000% | $150000.00         | $96234.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.5888%  | 0.0000% | $29853137.00       | $18610495.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.4088%  | 0.0000% | $7052157.00        | $5914077.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2063-08-20      | 5.4888%  | 0.0000% | $20335602.00       | $7598533.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-11-20      | 5.8888%  | 0.0000% | $1353797.00        | $533073.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 5.7888%  | 0.0000% | $1119174.00        | $420948.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5888%  | 0.0000% | $6939989.00        | $3469234.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6888%  | 0.0000% | $26278600.00       | $10013945.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6388%  | 0.0000% | $6113309.00        | $3151738.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $174327.00         | $177964.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5888%  | 0.0000% | $14848031.00       | $8244206.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4888%  | 0.0000% | $3417344.00        | $2833897.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4988%  | 0.0000% | $3523053.00        | $2708351.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-09-20      | 5.4888%  | 0.0000% | $1252547.00        | $1013075.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3888%  | 0.0000% | $6433891.00        | $5881936.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.4888%  | 0.0000% | $3577012.00        | $3003567.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $104727.00         | $85322.09          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                                          | 2030-07-15      | 0.1250%  | 0.0000% | $2336000.00        | $2797811.95        | U.S. Treasuries (including strips)        |

### Security 110: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2040-04-25      | 2.0000%  | 0.0000% | $64995310.00       | $18596.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 3.0000%  | 0.0000% | $4970000.00        | $726103.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $5990280.00        | $4358817.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 1.7500%  | 0.0000% | $1137924.00        | $42272.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 2.5000%  | 0.0000% | $750000.00         | $607580.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $1045602.00        | $993255.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-04-25      | 2.1200%  | 0.0000% | $100000.00         | $93827.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-07-25      | 5.5000%  | 0.0000% | $490875.00         | $399467.09         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-05-15      | 6.5000%  | 0.0000% | $989998.00         | $16336.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-04-15      | 6.0000%  | 0.0000% | $3296940.00        | $408363.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $7000.00           | $642.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 4.8858%  | 0.0000% | $14100000.00       | $1981055.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 4.8917%  | 0.0000% | $4900000.00        | $310769.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 5.4158%  | 0.0000% | $199997.00         | $37840.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 4.8607%  | 0.0000% | $495000.00         | $135268.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.9658%  | 0.0000% | $700000.00         | $330107.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $7250000.00        | $1372520.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $625000.00         | $31153.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $100000000.00      | $73410998.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 5.4888%  | 0.0000% | $2900000.00        | $2933464.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-05-20      | 5.4888%  | 0.0000% | $100000.00         | $81795.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $19448840.00       | $18227251.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $29999999.00       | $30604245.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4888%  | 0.0000% | $50000000.00       | $37435718.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5588%  | 0.0000% | $30000000.00       | $26855219.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7888%  | 0.0000% | $2845200.00        | $2587327.34        | Agency Collateralized Mortgage Obligation |

### Security 111: 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:** 4.4000%
- **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 National Mortgage Association | 2054-03-25      | 5.5000%  | 0.0000% | $1000.00           | $1023.81           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-09-25      | 5.4560%  | 0.0000% | $9981.00           | $7702.13           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 5.7560%  | 0.0000% | $49957308.00       | $42168570.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 5.7560%  | 0.0000% | $47677694.00       | $37747911.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-01-25      | 5.8060%  | 0.0000% | $1955074.00        | $1650835.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-09-25      | 5.2560%  | 0.0000% | $429247.00         | $392784.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-10-25      | 5.6560%  | 0.0000% | $20234414.00       | $20032042.19       | Agency Collateralized Mortgage Obligation |

### Security 112: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $54000.00          | $55846.67          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $22256300.00       | $21167044.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $135217900.00      | $84595360.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $3000.00           | $2976.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $1241300.00        | $1233146.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $2907300.00        | $2741370.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $12818500.00       | $12627672.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $299997000.00      | $310967140.30      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $62653000.00       | $63617229.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $115664200.00      | $114992246.63      | U.S. Treasuries (including strips) |

### Security 113: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) 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:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $341200.00         | $433768.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $11500.00          | $13773.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $49036600.00       | $55174731.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $2424500.00        | $2851388.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $66400.00          | $74933.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $50922400.00       | $53651509.14       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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:** 0.5000%
- **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 | 2026-02-26      | 0.0000%  | 0.0000% | $1000.00           | $984.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $120368000.00      | $122399210.00      | U.S. Treasuries (including strips) |

### Security 115: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $109.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $200.00            | $169.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $441500.00         | $501275.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $4400.00           | $4506.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $400.00            | $305.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $63.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $1200.00           | $893.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $100200.00         | $101331.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $198.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 3.0000%  | 0.0000% | $919000.00         | $929546.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $254.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $196.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $16700.00          | $16270.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $15000.00          | $14269.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $119.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $50000.00          | $49436.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $10342400.00       | $9763256.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $26966200.00       | $30362382.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $25839000.00       | $24071163.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $11280400.00       | $12107903.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $1700.00           | $1791.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $50639800.00       | $50521391.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $3667500.00        | $3700184.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $555800.00         | $589262.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $3964100.00        | $4189977.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $4495400.00        | $4717168.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $25200.00          | $26023.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $3924300.00        | $4108004.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $12618100.00       | $12769908.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $205.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $146800.00         | $146507.57         | U.S. Treasuries (including strips) |

### Security 116: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $200.00            | $199.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.60             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $285000.00         | $223450.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $12466300.00       | $9357597.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $32959100.00       | $23931841.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $400.00            | $390.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $387700.00         | $502190.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $570500.00         | $566343.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $6900.00           | $6469.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $900.00            | $801.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $7721100.00        | $8391837.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $200.00            | $212.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $974400.00         | $1029921.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $2999700.00        | $3147682.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $800.00            | $828.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $399800.00         | $403648.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $14462000.00       | $15014736.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $50528600.00       | $51362305.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $45537600.00       | $45756237.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $4097400.00        | $4110184.48        | U.S. Treasuries (including strips) |

### Security 117: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $1200.00           | $1181.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $63997600.00       | $72662407.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $631400.00         | $646741.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $74800.00          | $59098.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $32300.00          | $25386.31          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $10642000.00       | $7549147.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $156.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $75.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $255.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $1000.00           | $985.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $379300.00         | $370992.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $200.00            | $259.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $7176200.00        | $9125601.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $842400.00         | $828759.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $600.00            | $719.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $46900.00          | $46676.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $944.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $186.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $7582900.00        | $6750841.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $9560400.00        | $9563593.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $32000.00          | $34779.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $6475200.00        | $6865040.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $5848400.00        | $6363302.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $800.00            | $799.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $12790100.00       | $13493264.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $62578000.00       | $65507401.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $14498400.00       | $15017399.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $5266900.00        | $5468200.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $9906400.00        | $9953963.10        | U.S. Treasuries (including strips) |

### Security 118: 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:** 1.3100%
- **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 | 2032-09-30      | 3.8750%  | 0.0000% | $320016900.00      | $319260060.03      | U.S. Treasuries (including strips) |

### Security 119: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.210000%
- **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: BIV8YGHG3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV8YGHG3
- **C.18 - Value (incl. sponsor support):** $216000000.00
- **C.18.a - Value (excl. sponsor support):** $216000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $12912332.04       | $12187121.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 6.0000%  | 0.0000% | $15552901.08       | $13383504.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $13026727.80       | $12796927.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $12261055.68       | $12235177.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $50504088.96       | $13224198.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $13505645.52       | $13529143.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $7637342.04        | $6776387.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $12834463.68       | $11915893.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $12103913.52       | $12283276.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $12663809.28       | $10332213.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 3.0000%  | 0.0000% | $14750123.40       | $13044001.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 4.0000%  | 0.0000% | $21173411.52       | $12044760.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $14991514.20       | $12341548.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $12600000.00       | $12844940.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.0000%  | 0.0000% | $13396948.20       | $13302856.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2051-12-01      | 2.5000%  | 0.0000% | $16461528.84       | $13297139.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 5.5000%  | 0.0000% | $12465925.92       | $12666060.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $11565044.64       | $12114848.15       | Agency Mortgage-Backed Securities |

### Security 120: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $38871000.00       | $24578803.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $31436900.00       | $36621202.02       | U.S. Treasuries (including strips) |

### Security 121: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $18462900.00       | $24225910.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $64469000.00       | $82663087.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $367000.00         | $439829.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $177193700.00      | $206414954.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $29233100.00       | $34380256.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $402000.00         | $436842.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $8036700.00        | $8439175.67        | U.S. Treasuries (including strips) |

### Security 122: Natixis

- **C.1 - Title:** Natixis 4.160000%
- **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: BIV8ZVWQ0, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8ZVWQ0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 Home Loan Mortgage Corp       | 2053-09-01      | 4.8120%  | 0.0000% | $3938334.90        | $3393107.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 3.0000%  | 0.0000% | $9666876.60        | $1296995.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2046-12-01      | 4.0000%  | 0.0000% | $5099623.20        | $712911.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2047-11-01      | 3.5000%  | 0.0000% | $2129611.20        | $868705.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2047-04-01      | 3.0000%  | 0.0000% | $1500.00           | $281.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2048-04-01      | 3.0000%  | 0.0000% | $410.40            | $71.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-09-01      | 5.5000%  | 0.0000% | $307.20            | $261.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2037-11-01      | 2.4000%  | 0.0000% | $56850.00          | $44987.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2029-07-01      | 4.0600%  | 0.0000% | $312.00            | $310.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2032-07-01      | 4.0600%  | 0.0000% | $51299.40          | $50496.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2035-03-01      | 4.6500%  | 0.0000% | $5613849.60        | $5643484.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2049-06-01      | 5.0000%  | 0.0000% | $665801.10         | $230021.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2032-02-15      | 6.5000%  | 0.0000% | $147.60            | $7.40              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2032-04-15      | 6.0000%  | 0.0000% | $1.80              | $0.03              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2050-02-01      | 5.0000%  | 0.0000% | $1968339.00        | $859342.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-05-01      | 4.5000%  | 0.0000% | $919409.40         | $716694.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-11-01      | 4.5000%  | 0.0000% | $324072.90         | $312381.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 5.0000%  | 0.0000% | $300.00            | $233.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-04-01      | 5.5000%  | 0.0000% | $808515.00         | $701256.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2029-04-25      | 3.1089%  | 0.0000% | $1272054.90        | $597777.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2027-12-25      | 3.0852%  | 0.0000% | $2579700.00        | $1578138.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2032-04-25      | 2.1530%  | 0.0000% | $3300000.00        | $2496862.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-07-25      | 4.6482%  | 0.0000% | $5856000.00        | $1331488.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-10-25      | 5.3060%  | 0.0000% | $13860720.00       | $11480868.54       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-03-25      | 5.2560%  | 0.0000% | $17332761.60       | $15650483.24       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association | 2046-01-01      | 4.0100%  | 0.0000% | $586256.70         | $454081.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2032-08-01      | 3.0600%  | 0.0000% | $118410.00         | $110236.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-12-01      | 3.2600%  | 0.0000% | $16118.70          | $14073.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-03-01      | 3.4300%  | 0.0000% | $300000.00         | $269215.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2038-04-01      | 3.5100%  | 0.0000% | $1619400.00        | $1464432.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-05-01      | 3.4450%  | 0.0000% | $242090.70         | $234723.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-07-01      | 3.8500%  | 0.0000% | $600000.00         | $583154.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2048-09-01      | 4.0200%  | 0.0000% | $39326.10          | $33250.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-06-01      | 3.5500%  | 0.0000% | $600000.00         | $586663.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-07-01      | 3.7500%  | 0.0000% | $169305.60         | $162382.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-08-01      | 3.7500%  | 0.0000% | $1932300.00        | $1900289.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-08-01      | 3.8500%  | 0.0000% | $300000.00         | $286005.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-08-01      | 3.7900%  | 0.0000% | $603000.00         | $565366.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $328023.60         | $205471.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $368310.00         | $303494.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $953264.10         | $867940.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $942616.50         | $962368.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1396502.40        | $1448115.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $554153.10         | $569487.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $487880.70         | $503562.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $300.00            | $309.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $301.20            | $315.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $386250.00         | $396636.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $300.00            | $310.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-12-01      | 4.1500%  | 0.0000% | $1380000.00        | $1330404.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-10-01      | 3.6900%  | 0.0000% | $637050.90         | $610802.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $1466400.00        | $1419119.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2031-02-01      | 4.1100%  | 0.0000% | $2389919.40        | $2338010.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2028-12-01      | 3.9550%  | 0.0000% | $1831200.00        | $1827310.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2031-06-01      | 3.8900%  | 0.0000% | $4139.40           | $4075.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-02-01      | 3.8700%  | 0.0000% | $508470.60         | $490676.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-09-01      | 3.4300%  | 0.0000% | $1200000.00        | $1117107.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-04-01      | 3.6300%  | 0.0000% | $498483.00         | $472454.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-05-01      | 3.5900%  | 0.0000% | $544617.00         | $515219.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2049-05-01      | 3.8300%  | 0.0000% | $539762.10         | $458523.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-11-01      | 2.4900%  | 0.0000% | $86044.50          | $59163.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2050-02-01      | 5.0000%  | 0.0000% | $420429.30         | $249240.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2035-12-01      | 1.6100%  | 0.0000% | $1415968.20        | $1112489.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-10-01      | 2.0900%  | 0.0000% | $139999.20         | $113279.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2041-12-01      | 2.4100%  | 0.0000% | $2736166.20        | $1963334.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $991800.00         | $962138.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-11-01      | 5.1800%  | 0.0000% | $279564.00         | $271416.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1350245.10        | $777722.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $163724.70         | $141374.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $438171.00         | $394273.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $511305.00         | $428149.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1090785.60        | $890692.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2034-07-01      | 4.8800%  | 0.0000% | $945000.00         | $973540.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2032-01-01      | 5.1550%  | 0.0000% | $10268941.80       | $10659352.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $3263.40           | $3348.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $12205478.40       | $9354935.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $246720.00         | $176135.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $19170480.00       | $14321543.32       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $3450004.80        | $1927768.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $307.20            | $169.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $307.20            | $175.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $307.20            | $307.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $254409.90         | $247050.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $306342.30         | $267164.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $336.00            | $332.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 5.5000%  | 0.0000% | $527213.10         | $467336.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.5000%  | 0.0000% | $508381.50         | $530727.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $152923.20         | $139706.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-04-01      | 6.5000%  | 0.0000% | $390268.80         | $404423.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $8418967.80        | $8215298.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-08-01      | 6.0000%  | 0.0000% | $319627.80         | $328223.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $2282068.80        | $2361321.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 6.0000%  | 0.0000% | $307.20            | $316.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 4.5000%  | 0.0000% | $302.10            | $294.56            | Agency Mortgage-Backed Securities         |
| Tennessee Valley Authority            | 2038-01-15      | 0.0000%  | 0.0000% | $3810000.00        | $2106168.00        | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority            | 2056-04-01      | 0.0000%  | 0.0000% | $9854400.00        | $1907023.49        | Agency Debentures and Agency Strips       |
| U.S. Treasury                         | 2026-04-16      | 0.0000%  | 0.0000% | $540.00            | $529.16            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2042-11-15      | 2.7500%  | 0.0000% | $120.00            | $94.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2048-02-15      | 3.0000%  | 0.0000% | $60.00             | $45.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2048-11-15      | 3.3750%  | 0.0000% | $90.00             | $73.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2052-11-15      | 4.0000%  | 0.0000% | $25735680.00       | $23244491.91       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-08-15      | 4.1250%  | 0.0000% | $60.00             | $54.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2055-08-15      | 4.7500%  | 0.0000% | $20550000.00       | $20821249.72       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-08-15      | 2.2500%  | 0.0000% | $150.00            | $146.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-11-15      | 2.0000%  | 0.0000% | $30.00             | $29.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-07-15      | 0.7500%  | 0.0000% | $30.00             | $38.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-01-15      | 0.1250%  | 0.0000% | $30.00             | $34.95             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-05-15      | 1.6250%  | 0.0000% | $60.00             | $53.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-05-15      | 1.6250%  | 0.0000% | $60.00             | $53.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-09-30      | 1.2500%  | 0.0000% | $20847870.00       | $19434676.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-11-30      | 1.5000%  | 0.0000% | $10360800.00       | $9748062.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2032-02-15      | 1.8750%  | 0.0000% | $30.00             | $26.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-07-31      | 2.6250%  | 0.0000% | $300.00            | $289.96            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-10-31      | 4.8750%  | 0.0000% | $2687760.00        | $2837033.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-12-31      | 4.2500%  | 0.0000% | $14999640.00       | $15167560.97       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-04-15      | 2.1250%  | 0.0000% | $60.00             | $65.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-08-15      | 3.7500%  | 0.0000% | $30.00             | $30.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-09-30      | 3.5000%  | 0.0000% | $20346300.00       | $20196144.31       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-10-15      | 3.8750%  | 0.0000% | $887190.00         | $906918.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-10-31      | 4.1250%  | 0.0000% | $897300.00         | $926740.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-11-15      | 4.1250%  | 0.0000% | $9512040.00        | $9751731.52        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-07-15      | 3.8750%  | 0.0000% | $180.00            | $182.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-09-30      | 3.5000%  | 0.0000% | $50521500.00       | $50392720.70       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-08-15      | 0.0000%  | 0.0000% | $395949.49         | $342299.52         | U.S. Treasuries (including strips)        |

### Security 123: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.190000%
- **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: BIV907SF8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV907SF8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $5444244.45        | $3113334.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $6867747.00        | $4398499.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $19650000.00       | $15840136.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $7200000.00        | $5967326.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $8250000.00        | $6706125.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $7500000.00        | $6355630.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $6900000.00        | $5603883.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $14100000.00       | $8555503.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $9750000.00        | $9265356.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5550000.00        | $5719416.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $5850000.00        | $5957962.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $4650000.00        | $4833120.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5550000.00        | $5724277.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5700000.00        | $5885769.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $4050000.00        | $4214573.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $7200000.00        | $7435010.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $8250000.00        | $8404791.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $4500000.00        | $4352330.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2166162.30        | $2127237.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $4500000.00        | $4537156.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $7650000.00        | $7016881.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4500000.00        | $4710146.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $9000000.00        | $8946047.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $7216810.50        | $7329484.48        | Agency Mortgage-Backed Securities |

### Security 124: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90D8L4, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV90D8L4
- **C.18 - Value (incl. sponsor support):** $40000950.00
- **C.18.a - Value (excl. sponsor support):** $40000950.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 3.875 31-JUL-2027 | 2027-07-31      | 3.8750%  | 0.0000% | $40000950.00       | $40816940.00       | U.S. Treasuries (including strips) |

### Security 125: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.180000%
- **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: BIV90D9V1, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV90D9V1
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-09-20      | 4.7500%  | 0.0000% | $38250386.75       | $38228178.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.6388%  | 0.0000% | $70833333.33       | $35439539.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $20998827.13       | $21962549.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5888%  | 0.0000% | $70833333.33       | $33661787.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.6888%  | 0.0000% | $70833333.33       | $37187652.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5388%  | 0.0000% | $35416666.67       | $34654170.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1358201.54        | $1107405.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $70833333.33       | $57735813.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5888%  | 0.0000% | $53125000.00       | $51886541.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5388%  | 0.0000% | $35416666.67       | $34936361.72       | Agency Collateralized Mortgage Obligation |

### Security 126: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.180000%
- **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: BIV90DAE7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV90DAE7
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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       | 2027-09-15      | 3.5000%  | 0.0000% | $17547486.00       | $5326.01           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2048-11-15      | 3.5000%  | 0.0000% | $2000000.00        | $20334.65          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2053-10-25      | 0.0000%  | 0.0000% | $2508846.00        | $1434915.97        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2051-01-25      | 2.5000%  | 0.0000% | $3650500.00        | $303744.09         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2037-10-15      | 4.8098%  | 0.0000% | $602.50            | $37.64             | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2039-11-01      | 4.0000%  | 0.0000% | $899213.50         | $6748.70           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2039-11-01      | 4.5000%  | 0.0000% | $1986260.00        | $10578.58          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2053-06-25      | 5.0000%  | 0.0000% | $12500000.00       | $2349414.49        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-06-25      | 3.0000%  | 0.0000% | $441709.50         | $57201.84          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-11-25      | 3.0000%  | 0.0000% | $439759.50         | $48844.55          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-05-25      | 3.0000%  | 0.0000% | $156100.50         | $25363.83          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2053-09-25      | 5.5000%  | 0.0000% | $68167814.50       | $13012732.54       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2054-05-25      | 6.0000%  | 0.0000% | $25000000.00       | $4418491.55        | Agency Debentures and Agency Strips |
| U.S. Treasury                         | 2027-12-31      | 0.6250%  | 0.0000% | $76328850.00       | $71519636.31       | U.S. Treasuries (including strips)  |
| U.S. Treasury                         | 2027-06-15      | 4.6250%  | 0.0000% | $157205200.00      | $161786658.65      | U.S. Treasuries (including strips)  |

### Security 127: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90DBQ9, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV90DBQ9
- **C.18 - Value (incl. sponsor support):** $131687500.00
- **C.18.a - Value (excl. sponsor support):** $131687500.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.125 15-AUG-2040       | 2040-08-15      | 1.1250%  | 0.0000% | $24750000.00       | $25315524.00       | U.S. Treasuries (including strips) |
| BOND FIXED 1.125% 15/MAY/2040 USD 100 | 2040-05-15      | 1.1250%  | 0.0000% | $486000.00         | $311970.00         | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040       | 2040-11-15      | 1.3750%  | 0.0000% | $6437500.00        | $6586036.00        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-AUG-2028       | 2028-08-31      | 4.3750%  | 0.0000% | $100500000.00      | $102370769.00      | U.S. Treasuries (including strips) |

### Security 128: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $245628000.00      | $249925630.30      | U.S. Treasuries (including strips) |

### Security 129: Societe Generale

- **C.1 - Title:** Societe Generale 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910TB0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV910TB0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $40.00             | $40.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $20.00             | $19.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $36429800.00       | $43679894.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $9999980.00        | $11984633.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $24849800.00       | $28969121.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $24536200.00       | $27626342.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $18198120.00       | $19533091.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $17717600.00       | $19662217.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $20.00             | $19.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $49806400.00       | $52544619.48       | U.S. Treasuries (including strips) |

### Security 130: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets LLC 4.210000%
- **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: BIV910TY0, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV910TY0
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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       | 2037-04-01      | 6.9950%  | 0.0000% | $11001222.76       | $18762.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2038-03-01      | 6.9250%  | 0.0000% | $9179486.36        | $59086.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2040-09-01      | 7.4000%  | 0.0000% | $8667253.76        | $120457.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2037-10-01      | 5.9120%  | 0.0000% | $21979313.84       | $138207.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2036-07-01      | 6.2500%  | 0.0000% | $16720000.00       | $62160.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2036-11-01      | 6.8140%  | 0.0000% | $15031012.92       | $61998.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2038-01-01      | 7.4100%  | 0.0000% | $22000000.00       | $43080.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2038-04-01      | 6.7750%  | 0.0000% | $13527446.68       | $246965.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2032-11-01      | 4.5900%  | 0.0000% | $4147000.00        | $4233562.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 5.8170%  | 0.0000% | $13033511.04       | $14591.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-10-01      | 6.4610%  | 0.0000% | $24303148.32       | $813816.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 4.1870%  | 0.0000% | $10501139.44       | $275026.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.5400%  | 0.0000% | $6141080.00        | $5576637.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.2900%  | 0.0000% | $2559480.00        | $2568243.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 4.5400%  | 0.0000% | $3549920.00        | $3592917.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 4.4000%  | 0.0000% | $4703937.04        | $4727214.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.5700%  | 0.0000% | $2502720.00        | $2541633.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.5800%  | 0.0000% | $2778600.00        | $2742184.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.5800%  | 0.0000% | $3894000.00        | $3842966.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 4.4050%  | 0.0000% | $4364800.00        | $4366386.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 4.6900%  | 0.0000% | $1991000.00        | $2035713.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 4.4000%  | 0.0000% | $3367320.00        | $3364708.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-07-01      | 4.6800%  | 0.0000% | $5152840.00        | $5250331.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 4.4000%  | 0.0000% | $4283840.00        | $4280517.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $38352793.60       | $37037181.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $46518921.68       | $35824403.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $16015783.96       | $13753952.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-11-01      | 6.8350%  | 0.0000% | $9712591.24        | $84584.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $53884723.20       | $40614666.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $54382337.68       | $44875654.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-04-01      | 6.7110%  | 0.0000% | $20944000.00       | $410605.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 6.6390%  | 0.0000% | $72532392.68       | $738108.81         | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-08-31      | 1.1250%  | 0.0000% | $89760.00          | $83628.16          | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-09-30      | 3.5000%  | 0.0000% | $44.00             | $43.89             | U.S. Treasuries (including strips) |

### Security 131: ABN AMRO Bank N.V.

- **C.1 - Title:** ABN AMRO Bank N.V. 4.210000%
- **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: BIV910U02, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BIV910U02
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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       | 2048-11-01      | 4.5000%  | 0.0000% | $3516091.33        | $797348.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $4101502.00        | $3281064.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $495622.67         | $403246.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-05-01      | 5.5000%  | 0.0000% | $20608187.33       | $18187454.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 2.5000%  | 0.0000% | $5118730.67        | $4034060.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 5.5000%  | 0.0000% | $4642861.33        | $4426598.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-07-01      | 4.5000%  | 0.0000% | $3570600.00        | $2966633.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $1155528.67        | $914218.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-12-01      | 5.5000%  | 0.0000% | $1107640.67        | $759257.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $8552996.00        | $5850570.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 5.0000%  | 0.0000% | $5594876.67        | $4756994.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $5374161.33        | $5474664.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2051-06-01      | 3.0000%  | 0.0000% | $1302318.67        | $922080.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-10-01      | 5.0000%  | 0.0000% | $7334743.33        | $6309035.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 5.0000%  | 0.0000% | $11899958.00       | $10202937.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1337556.00        | $186067.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $636690.00         | $137838.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $15817826.00       | $2217012.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $23921803.33       | $5450505.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $125962.00         | $28484.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1681479.33        | $840739.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $2332881.33        | $1768316.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $4073437.33        | $3999934.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $86018.00          | $57288.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5680%  | 0.0000% | $7428196.67        | $5907730.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $216466.00         | $150545.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 4.2300%  | 0.0000% | $11248666.67       | $11325129.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1366886.00        | $383278.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $68341658.67       | $19587074.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $31206.00          | $6155.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $35914668.67       | $9143967.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $89405051.33       | $21024521.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $33006126.00       | $9726901.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $16365456.67       | $10643206.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $3177984.67        | $2046224.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $7477877.33        | $5447049.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $346290.67         | $237548.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $9643.33           | $7218.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $805343.33         | $608747.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $82704012.00       | $62045817.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $5096.00           | $3951.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1764062.67        | $1421840.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $404290.67         | $296292.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $216591.33         | $145500.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1501437.33        | $1535771.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $8951208.00        | $9127654.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $4414694.67        | $3394723.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1203371.33        | $944907.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $938709.33         | $730264.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $26774667.33       | $27295159.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $32765110.67       | $33851195.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $8458405.33        | $1884648.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 4.0000%  | 0.0000% | $1240.67           | $82.56             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $230945.33         | $23806.08          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.0000%  | 0.0000% | $14131550.67       | $14101572.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 5.5000%  | 0.0000% | $6119776.00        | $6159723.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $820959.33         | $830362.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 5.5000%  | 0.0000% | $20049314.00       | $20315379.54       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-11-15      | 3.1250%  | 0.0000% | $14184733.33       | $14128700.09       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-11-15      | 1.3750%  | 0.0000% | $26788800.00       | $23323970.09       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-05-31      | 3.7500%  | 0.0000% | $3934733.33        | $3985294.66        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-11-15      | 4.5000%  | 0.0000% | $1946266.67        | $2046022.56        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-12-31      | 3.7500%  | 0.0000% | $188200.00         | $189721.60         | U.S. Treasuries (including strips) |

### Security 132: Banco Santander

- **C.1 - Title:** Banco Santander, S.A. 4.210000%
- **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: BIV910U28, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV910U28
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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          | 2039-06-01      | 5.0000%  | 0.0000% | $1260130.00        | $47670.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 5.0000%  | 0.0000% | $502.50            | $13.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 5.0000%  | 0.0000% | $500.00            | $16.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $2091792.50        | $924081.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $1427428.50        | $1109518.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $15407658.00       | $12155836.98       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $5592313.50        | $5018815.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $1010.00           | $876.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $3177444.00        | $2549710.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $6764303.00        | $4591447.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $17210848.00       | $15498792.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $1177227.50        | $1007334.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $3339.50           | $2169.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $2640812.50        | $2084821.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $21220896.50       | $17119516.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.0000%  | 0.0000% | $14028485.50       | $11448460.91       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 5.0000%  | 0.0000% | $519.00            | $64.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 5.0000%  | 0.0000% | $996338.00         | $83818.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $514.50            | $100.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.5000%  | 0.0000% | $4086041.00        | $713500.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.5000%  | 0.0000% | $4912525.00        | $945618.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.5000%  | 0.0000% | $1465432.00        | $358025.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $1460648.00        | $623138.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.5000%  | 0.0000% | $3450465.00        | $792945.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 3.5000%  | 0.0000% | $7564424.00        | $1936599.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5837608.50        | $3982912.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $11631028.50       | $7973513.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $645.00            | $429.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $535.50            | $375.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $402521.50         | $309720.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $155028.00         | $103875.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $3767280.00        | $2356542.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $35870390.50       | $27309324.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $669905.00         | $485474.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $10662718.00       | $9865337.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-25      | 5.5060%  | 0.0000% | $55443557.50       | $55315338.41       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 2.5000%  | 0.0000% | $4879645.00        | $3031591.88        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $2841052.00        | $703904.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1303258.00        | $139830.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 4.5000%  | 0.0000% | $1510288.00        | $114559.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $18321.00          | $3020.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $2744451.00        | $722403.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-08-01      | 3.5000%  | 0.0000% | $769831.00         | $227271.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $32592768.00       | $11893965.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $52016888.00       | $8387390.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $2949128.00        | $955791.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $9406799.50        | $3105567.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $12417876.50       | $6149180.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $10563120.00       | $8233455.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $8049500.00        | $6033098.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1553258.00        | $959609.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2498159.00        | $1786411.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $4828.50           | $970.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $11081584.00       | $8052107.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $17834.50          | $16378.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $840957.00         | $760134.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $583541.00         | $562962.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $48398281.00       | $46657654.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $3657.50           | $2770.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $25760400.00       | $22858076.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $9686912.00        | $142634.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $1158925.00        | $63656.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $86236580.00       | $69188652.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $114221819.00      | $93118693.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $733198.50         | $503611.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $24000.00          | $10472.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $417500.50         | $255771.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-11-15      | 6.2100%  | 0.0000% | $1506856.00        | $1583878.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1565658.50        | $1642078.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $4023129.00        | $3992344.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4586648.00        | $4753054.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3004.00           | $3048.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $552342.50         | $579027.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $584553.50         | $607822.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $888500.00         | $947255.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $899000.00         | $958449.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $362323.00         | $367956.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2390879.50        | $2466585.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $10661556.00       | $10551914.20       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $248661.00         | $248887.97         | Agency Mortgage-Backed Securities         |

### Security 133: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.210000%
- **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: BIV910U77, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV910U77
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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% | $11502361.25       | $1815500.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $17055370.63       | $2433735.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $6601971.25        | $5079822.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $11191623.75       | $10370160.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $31250000.00       | $27240158.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1194355.00        | $852519.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $2033113.13        | $1035448.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $3988.75           | $432.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $20750908.13       | $1349300.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $744.38            | $45.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $11658698.75       | $12004050.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $3125000.00        | $342796.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $399420.00         | $73558.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $31250000.00       | $26477125.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1309825.00        | $981971.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $3058506.25        | $2284894.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $12687739.38       | $10353137.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1417569.38        | $1230050.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $41245036.88       | $39793177.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $37500000.00       | $38228989.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $4640625.00        | $798492.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $30584500.00       | $13415649.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $200969.38         | $163233.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $19157135.00       | $19067874.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $19937997.50       | $20528453.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $4606580.00        | $4434286.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $640.00            | $649.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $274578518.75      | $269644482.52      | Agency Mortgage-Backed Securities |

### Security 134: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.210000%
- **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: BIV910UA0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV910UA0
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $16968440.40       | $17046668.83       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.5499%  | 0.0000% | $6113058.80        | $1710827.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5999%  | 0.0000% | $7776429.80        | $1185130.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.5499%  | 0.0000% | $7000000.00        | $1109757.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.5999%  | 0.0000% | $5607965.20        | $1513388.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.7388%  | 0.0000% | $20000000.00       | $20021575.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.6988%  | 0.0000% | $20000000.00       | $20065321.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.6499%  | 0.0000% | $900000.00         | $169185.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.6614%  | 0.0000% | $6973000.00        | $1935638.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.5999%  | 0.0000% | $8349800.00        | $1655737.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.6499%  | 0.0000% | $6340542.80        | $1194810.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.6999%  | 0.0000% | $5614595.00        | $1521835.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5499%  | 0.0000% | $7107458.00        | $3112142.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5999%  | 0.0000% | $5881916.40        | $1453261.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 4.6499%  | 0.0000% | $8090339.60        | $858766.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.6499%  | 0.0000% | $6429600.00        | $1477497.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | 4.6114%  | 0.0000% | $5144314.40        | $1593034.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.6999%  | 0.0000% | $6435933.20        | $1540890.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $20000000.00       | $13190121.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $10664628.60       | $6784001.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $20000000.00       | $12302153.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $14762872.40       | $9933930.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $12089405.80       | $7554601.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $7015403.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $12600000.00       | $8147504.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $9296243.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $7799572.80        | $4537665.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $30383871.40       | $19115504.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $6909133.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $10000000.00       | $7209795.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $7179348.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $11600000.00       | $7281980.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $6741265.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.4888%  | 0.0000% | $20000000.00       | $8357091.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1388%  | 0.0000% | $7331701.20        | $2221369.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.3388%  | 0.0000% | $10000000.00       | $7351349.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $3638072.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $10000000.00       | $7599644.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $8269202.80        | $4531376.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $7000000.00        | $4513802.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $10000000.00       | $6726891.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1388%  | 0.0000% | $5278471.80        | $3648965.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.2888%  | 0.0000% | $20000000.00       | $11157324.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.2988%  | 0.0000% | $10549862.40       | $7924175.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3888%  | 0.0000% | $20000000.00       | $12374358.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4888%  | 0.0000% | $20000000.00       | $8949685.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8888%  | 0.0000% | $20000000.00       | $7874880.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.4188%  | 0.0000% | $200.00            | $123.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3888%  | 0.0000% | $43448595.00       | $40130237.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3888%  | 0.0000% | $8880199.80        | $7668355.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7888%  | 0.0000% | $4000000.00        | $3976579.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.8388%  | 0.0000% | $2000000.00        | $1989547.20        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $343180.00         | $368435.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.6250%  | 0.0000% | $1121360.00        | $1198383.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $3113000.00        | $3181951.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $6007460.00        | $6021558.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $848000.00         | $867902.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $20.00             | $18.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $9941300.00        | $11919772.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $1717940.00        | $1483472.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $6135020.00        | $7214955.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-15      | 0.6250%  | 0.0000% | $8089280.00        | $8527165.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $9505000.00        | $9192268.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $21432600.00       | $21764696.36       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $1089900.00        | $1104871.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $39384600.00       | $40171031.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $1906800.00        | $1983079.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 4.8750%  | 0.0000% | $40.00             | $42.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $9936700.00        | $11027315.20       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 4.8750%  | 0.0000% | $4999400.00        | $5086479.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $61920.00          | $63967.62          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $1525680.00        | $1565574.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $21000000.00       | $22848873.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $197.78            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $7854980.00        | $8119049.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $995700.00         | $1017029.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $49932400.00       | $51227783.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $10000000.00       | $10124396.36       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $1812900.00        | $1845072.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $4610660.00        | $4675624.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $2580000.00        | $2640177.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $10000000.00       | $10261565.00       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-31      | 4.0000%  | 0.0000% | $1840000.00        | $1862770.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-31      | 3.8750%  | 0.0000% | $1705920.00        | $1708112.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $20.00             | $19.97             | U.S. Treasuries (including strips)        |

### Security 135: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910UC6, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV910UC6
- **C.18 - Value (incl. sponsor support):** $607845571.00
- **C.18.a - Value (excl. sponsor support):** $607845571.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $196320.61         | $321219.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $3388482.41        | $5353940.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $1451724.33        | $2146468.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $76634468.06       | $81898289.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $5312759.40        | $5261283.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $27.02             | $25.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $27.02             | $20.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $10319894.04       | $10239184.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $15838861.67       | $20141459.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $2382565.53        | $2919832.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $13506598.74       | $12562315.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $17938063.11       | $21508015.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $6753839.68        | $8094245.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $19107260.82       | $17913926.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $243.14            | $240.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $11126032.35       | $10539479.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $2186244.92        | $2064476.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $1057056.96        | $1036763.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $6543768.25        | $7695654.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $24147408.23       | $21041453.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $46194291.27       | $43599041.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $13505788.28       | $14496541.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $14776320.60       | $14565730.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $7018049.89        | $6863152.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $4322457.39        | $4294681.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $31771412.61       | $33491249.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $27697307.41       | $27964891.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $4186272.97        | $4262445.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-15      | 4.0000%  | 0.0000% | $6753839.68        | $6833717.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $3089557.47        | $3140545.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $11142646.79       | $11744408.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $141487808.33      | $143680150.18      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $16279725.31       | $16220922.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $13507679.36       | $13582007.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $4157366.54        | $4206434.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $13507679.36       | $13675462.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $3052708.52        | $3094643.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $216.12            | $227.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $2651044.17        | $2704708.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $2071780.84        | $2221098.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $13472397.30       | $14213072.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $4398586.67        | $4481405.66        | U.S. Treasuries (including strips) |

### Security 136: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.210000%
- **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: BIV910UF9, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV910UF9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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    | 2053-04-01      | 5.5000%  | 0.0000% | $67940.49          | $53597.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $7935695.06        | $6369808.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $2710971.06        | $292629.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $113207547.17      | $11167137.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $10886037.74       | $1078419.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $31312679.25       | $22251623.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $12256341.06       | $9386951.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $5105862.75        | $4008242.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $2117433.96        | $1661263.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $5901218.49        | $4639607.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $819584.98         | $545314.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $54544277.28       | $37150906.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $254542.49         | $131419.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $25608692.60       | $23392175.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $21528198.49       | $17308047.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $8159557.36        | $7860870.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $38698384.30       | $38252453.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $18785077.47       | $18688916.50       | Agency Mortgage-Backed Securities |

### Security 137: Natixis

- **C.1 - Title:** Natixis 4.210000%
- **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: BIV910UG7, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV910UG7
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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% | $1064047.25        | $142762.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $48226.50          | $7544.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $350.00            | $60.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $350.00            | $60.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $6184498.25        | $907847.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $59159.80          | $46815.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $105834.40         | $87063.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 4.0600%  | 0.0000% | $350.00            | $348.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.6500%  | 0.0000% | $382.55            | $384.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 5.0000%  | 0.0000% | $355758.90         | $42835.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $350.00            | $285.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $350.00            | $233.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $119327.25         | $126304.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 7.0000%  | 0.0000% | $479978.45         | $481991.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $420513.80         | $349995.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $705.95            | $548.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 2.0000%  | 0.0000% | $22858629.50       | $13633835.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 2.0000%  | 0.0000% | $384.65            | $221.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $549150.00         | $388805.13         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-04-25      | 3.1089%  | 0.0000% | $4693080.00        | $2205423.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-10-25      | 5.3060%  | 0.0000% | $1328460.00        | $1100366.69        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.2560%  | 0.0000% | $10425811.20       | $9413905.71        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $350.00            | $246.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $423112.20         | $425573.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $356474.65         | $275067.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $470630.65         | $488450.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $329241.15         | $346681.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $506668.75         | $521896.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $350.00            | $361.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $350.00            | $366.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $194201.00         | $186199.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $304100.65         | $299382.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.2700%  | 0.0000% | $350.00            | $271.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 5.0000%  | 0.0000% | $437384.15         | $174640.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 1.2700%  | 0.0000% | $3222031.05        | $2927884.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.4900%  | 0.0000% | $350000.00         | $247862.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 2.3000%  | 0.0000% | $513625.00         | $482206.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $207071.90         | $178798.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $36157.80          | $36658.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $472550.40         | $490516.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-06-01      | 4.4650%  | 0.0000% | $8053688.30        | $8142671.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $10341220.40       | $10587770.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $9152045.00        | $9563824.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.6300%  | 0.0000% | $735.00            | $744.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $1450.40           | $1488.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $936640.60         | $641811.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $17500000.00       | $13317749.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.9540%  | 0.0000% | $355.60            | $294.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $11494745.15       | $10876905.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $194250.00         | $116309.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $28222969.60       | $15610813.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $23412125.10       | $13947041.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $17500000.00       | $13764892.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $18796667.40       | $19158591.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $6498184.00        | $6501671.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $4183071.55        | $4062074.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $102657611.00      | $15582267.44       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $41419026.25       | $40999856.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $841387.40         | $768668.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $350.00            | $353.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $362153.75         | $376520.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $459055.45         | $478406.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $908230.75         | $944621.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $2522348.50        | $2491243.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $358.40            | $368.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1541621.55        | $1596065.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-02-20      | 5.6320%  | 0.0000% | $392.35            | $417.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-02-20      | 5.7100%  | 0.0000% | $345597.00         | $383022.45         | Agency Mortgage-Backed Securities         |
| Tennessee Valley Authority               | 2038-06-15      | 0.0000%  | 0.0000% | $700.00            | $381.25            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2039-09-15      | 0.0000%  | 0.0000% | $700.00            | $351.86            | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2042-12-15      | 0.0000%  | 0.0000% | $700.00            | $283.50            | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $350.00            | $345.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $140.00            | $137.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $35.00             | $28.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $175.00            | $139.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $315.00            | $374.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $455.00            | $386.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $70.00             | $55.34             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $35.00             | $26.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $455.00            | $357.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $175.00            | $124.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $17267950.00       | $11589082.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $35.00             | $26.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $2765.00           | $2053.41           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $70.00             | $40.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $8119685.00        | $5771350.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $595.00            | $372.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $350.00            | $298.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $70.00             | $60.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $350.00            | $316.12            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $35.00             | $31.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $35.00             | $31.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $385.00            | $374.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $70.00             | $71.64             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $70.00             | $68.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $35.00             | $35.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $315.00            | $312.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 2.3750%  | 0.0000% | $175.00            | $176.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $350.00            | $354.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $455.00            | $444.79            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $5595730.00        | $5484696.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $350.00            | $343.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $35.00             | $33.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $35.00             | $34.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $350.00            | $345.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $35.00             | $44.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $70.00             | $65.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $210.00            | $205.90            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $5250.00           | $4574.99           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $8049580.00        | $7590163.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $943775.00         | $814127.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $35.00             | $30.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 0.3750%  | 0.0000% | $1485365.00        | $1477997.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $59990.00          | $56217.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $105.00            | $91.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.5000%  | 0.0000% | $105.00            | $103.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $4926740.00        | $4663932.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $35.00             | $31.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $70.00             | $65.16             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $700.00            | $606.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $35.00             | $34.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $45150.00          | $39310.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $1951915.00        | $1905230.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $350.00            | $329.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $3921925.00        | $3663185.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $70.00             | $68.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $105.00            | $103.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $6885900.00        | $6783390.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $35.00             | $33.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $70.00             | $71.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $655935.00         | $665593.59         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-15      | 3.7500%  | 0.0000% | $9920400.00        | $10085744.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $35.00             | $35.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 4.1250%  | 0.0000% | $35.00             | $35.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $385.00            | $383.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $5810.00           | $5871.58           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $35.00             | $36.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $1049965.00        | $1081946.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $140.00            | $155.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 4.8750%  | 0.0000% | $35.00             | $35.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $686385.00         | $691934.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $34300.00          | $34683.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $105.00            | $106.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $105.00            | $106.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $4833430.00        | $4915262.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $385.00            | $407.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $20622525.00       | $21079357.22       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $2414860.00        | $2453908.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $420.00            | $426.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $420.00            | $421.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $350.00            | $380.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $2876615.00        | $2991668.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $315.00            | $324.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $2020550.00        | $2079435.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $350.00            | $356.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $944895.00         | $965822.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $35.00             | $35.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $1710940.00        | $1761532.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $35.00             | $35.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $1400000.00        | $1451194.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $177835.00         | $182804.57         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $315.00            | $318.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 3.9965%  | 0.0000% | $35.00             | $35.20             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $2099965.00        | $2173594.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $245.00            | $259.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $2765.00           | $2796.11           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $6866475.00        | $7049397.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-15      | 3.8750%  | 0.0000% | $35.00             | $35.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-06-30      | 4.0000%  | 0.0000% | $12526675.00       | $12719460.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $1400000.00        | $1421878.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $35.00             | $35.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $84000.00          | $84212.87          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $35.00             | $34.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-09-30      | 3.8750%  | 0.0000% | $5072515.00        | $5057449.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $2454781.93        | $2249370.69        | U.S. Treasuries (including strips)        |

### Security 138: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y16, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y16
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 | 2026-11-15      | 2.0000%  | 0.0000% | $13000000.00       | $12853100.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $389780000.00      | $409973722.24      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $338505600.00      | $344529115.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $1600.00           | $1636.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $14000.00          | $14569.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $249360700.00      | $252628380.96      | U.S. Treasuries (including strips) |

### Security 139: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910Y65, C.3 - LEI: N/A, C.5 - Other ID: BIV910Y65
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 5.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 | 2042-02-15      | 2.3750%  | 0.0000% | $750000000.00      | $558988312.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $48456300.00       | $51147482.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $550000000.00      | $544525162.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $167057800.00      | $171339073.77      | U.S. Treasuries (including strips) |

### Security 140: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV910YA6, C.3 - LEI: N/A, C.5 - Other ID: BIV910YA6
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 4.8200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 | 2025-10-02      | 0.0000%  | 0.0000% | $19521000.00       | $19518833.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $54200.00          | $54024.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $379300.00         | $378659.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $4242300.00        | $4225271.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-04      | 0.0000%  | 0.0000% | $1000.00           | $993.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $37300.00          | $36912.42          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-29      | 0.0000%  | 0.0000% | $777300.00         | $767499.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $1635900.00        | $1614402.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-04      | 0.0000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-12      | 0.0000%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $96.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $44896800.00       | $44208352.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $4500.00           | $4654.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $495100.00         | $531535.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $400.00            | $423.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 6.2500%  | 0.0000% | $1027300.00        | $1160480.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $400.00            | $436.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $829800.00         | $830845.13         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $15234500.00       | $15442511.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $1009.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $25054800.00       | $25664940.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $500.00            | $503.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $93.79             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $498100.00         | $492510.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $300.00            | $274.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $12424100.00       | $10501007.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $3900.00           | $3099.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $150000000.00      | $135094875.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $295500.00         | $212739.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $3291200.00        | $2600337.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $137000.00         | $104690.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $3542500.00        | $2526238.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $134.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $1100.00           | $844.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $8624100.00        | $6290457.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1369200.00        | $1005255.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $300.00            | $228.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $1018200.00        | $798307.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $59900.00          | $44433.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $4738200.00        | $3043888.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $66.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $51596800.00       | $31038571.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $800.00            | $404.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $2100.00           | $1347.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $131903700.00      | $75829953.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $201600.00         | $131892.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $2957400.00        | $2219917.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $15608400.00       | $10630811.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $6727800.00        | $3863427.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $345000.00         | $256973.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1500.00           | $1089.16           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $1128600.00        | $1017652.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $3080400.00        | $2897445.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $599900.00         | $613187.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $4000.00           | $3940.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $11419600.00       | $11446398.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $264758600.00      | $267748982.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $16171100.00       | $16320322.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $1800.00           | $1784.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $4900.00           | $4967.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $38400.00          | $39301.27          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $211.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $1100.00           | $1082.01           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $12980900.00       | $12879379.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $3800.00           | $3787.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $4112100.00        | $4125170.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $200.00            | $194.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $7200.00           | $6952.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $103700.00         | $102427.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $1206900.00        | $1122522.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $8171100.00        | $7469586.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $1000.00           | $966.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $69926200.00       | $66726153.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $4702200.00        | $4060435.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $427600.00         | $403259.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $3000.00           | $2814.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $33326400.00       | $31334407.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 0.3750%  | 0.0000% | $8100.00           | $8061.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $348400.00         | $326640.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $944.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $1000.00           | $947.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $31402600.00       | $29653558.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $727400.00         | $684032.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $4703300.00        | $4428603.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $866000.00         | $817347.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $29300.00          | $27692.83          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $1459700.00        | $1398923.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $171300.00         | $170898.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $3000.00           | $2976.67           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $1700.00           | $1689.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $359200.00         | $359789.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $4038300.00        | $3993771.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $1654500.00        | $1600064.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $2200.00           | $2054.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $20792700.00       | $20656399.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $2990900.00        | $3019795.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $1000.00           | $1028.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $6100.00           | $6266.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $55576600.00       | $57130007.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $9203300.00        | $8984068.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1100.00           | $1117.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $5650200.00        | $5629791.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $300.00            | $300.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $845200.00         | $823445.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $1900.00           | $1927.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $800.00            | $816.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1018.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $2082900.00        | $2078029.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $1500.00           | $1515.37           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $19531200.00       | $20312526.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 5.0000%  | 0.0000% | $219200.00         | $223897.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $2218900.00        | $2333856.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $169900.00         | $177286.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $686400.00         | $711426.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $4283500.00        | $4331500.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $2000.00           | $2024.36           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.1435%  | 0.0000% | $3599900.00        | $3626809.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $306400.00         | $311854.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $3200.00           | $3211.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $200.00            | $201.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $401000.00         | $404996.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $400.00            | $401.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $99900.00          | $102512.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $9000.00           | $9462.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $4883900.00        | $5162187.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.0805%  | 0.0000% | $27737400.00       | $27933842.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $5590100.00        | $5692177.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $2307400.00        | $2360007.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $399.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $900.00            | $897.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $24452000.00       | $24180925.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $400.00            | $397.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $4000.00           | $4091.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $30940000.00       | $31980145.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $5771600.00        | $5895234.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $200.00            | $204.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $124200.00         | $126698.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $1122700.00        | $1142065.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $800.00            | $823.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $202.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $3000.00           | $3107.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $400.00            | $418.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $1200.00           | $1223.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $549800.00         | $559557.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $3295500.00        | $3321915.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $43101100.00       | $43708394.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $275100.00         | $275963.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $8052500.00        | $8217987.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.0585%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1017.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $4904600.00        | $5030527.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $1200.00           | $1217.79           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $955100.00         | $967615.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $545500.00         | $551326.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $500.00            | $506.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $200.00            | $200.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1003.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $2037500.00        | $2040118.85        | U.S. Treasuries (including strips) |

### Security 141: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.170000%
- **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: BIV910YW8, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV910YW8
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                    | 2036-10-25      | 2.5700%  | 0.0000% | $7747000.00        | $3730086.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2039-03-25      | 2.8900%  | 0.0000% | $5660582.00        | $1559706.93        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    A-5H   20390425 FLT | 2039-04-25      | 5.1692%  | 0.0000% | $1454259.00        | $669881.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2040-03-25      | 1.1900%  | 0.0000% | $6000000.00        | $4752670.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2040-10-25      | 1.2600%  | 0.0000% | $15000000.00       | $8386763.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2031-04-25      | 1.4600%  | 0.0000% | $1750000.00        | $1235861.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2041-05-25      | 1.5900%  | 0.0000% | $1370000.00        | $974130.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2041-02-25      | 1.3200%  | 0.0000% | $1000000.00        | $847250.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association              | 2030-10-25      | 4.9205%  | 0.0000% | $340329.00         | $179.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association              | 2041-12-25      | 4.5000%  | 0.0000% | $1570.00           | $38.68             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association              | 2039-06-25      | 6.5000%  | 0.0000% | $7718.00           | $25.16             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association              | 2037-06-25      | 3.0000%  | 0.0000% | $24760.00          | $12.65             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2027-03-15      | 2.5000%  | 0.0000% | $10685.00          | $32.59             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2027-05-15      | 1.5000%  | 0.0000% | $5285.00           | $92.62             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2042-01-15      | 3.0000%  | 0.0000% | $1053.00           | $86.60             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2041-11-15      | 2.5000%  | 0.0000% | $1078.00           | $48.40             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2043-04-15      | 3.0000%  | 0.0000% | $2705.00           | $46.03             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2042-05-15      | 3.5000%  | 0.0000% | $3421.00           | $505.99            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2031-01-27      | 4.5547%  | 0.0000% | $283628000.00      | $115799732.59      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2031-01-27      | 4.5947%  | 0.0000% | $72453381.00       | $33609508.08       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2037-06-25      | 5.1692%  | 0.0000% | $6699583.00        | $1563484.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2051-08-20      | 3.0000%  | 0.0000% | $9705037.00        | $5549902.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association           | 2051-11-20      | 2.5000%  | 0.0000% | $4127583.00        | $2556554.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association           | 2075-05-20      | 6.4630%  | 0.0000% | $711281.00         | $737280.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association           | 2055-08-20      | 6.5000%  | 0.0000% | $25000000.00       | $25785315.25       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association           | 2055-09-20      | 5.5000%  | 0.0000% | $25000000.00       | $25469013.90       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association           | 2055-09-20      | 6.0000%  | 0.0000% | $24000000.00       | $24783367.99       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association           | 2065-09-20      | 6.5000%  | 0.0000% | $132794.00         | $136920.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association           | 2039-10-20      | 4.0000%  | 0.0000% | $64302.00          | $339.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2037-02-16      | 1.7050%  | 0.0000% | $320000.00         | $2110.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2056-04-16      | 2.3000%  | 0.0000% | $1050000.00        | $81010.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2047-09-20      | 2.5000%  | 0.0000% | $1529.00           | $448.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2055-08-20      | 5.0000%  | 0.0000% | $1272654.00        | $1250461.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2051-06-20      | 2.5000%  | 0.0000% | $1667.00           | $917.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2055-09-20      | 5.1814%  | 0.0000% | $25000000.00       | $25109582.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2055-09-20      | 5.0000%  | 0.0000% | $1000000.00        | $1006632.78        | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

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

**Date:** 2025-10-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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