# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-25-046082
**Filing Date:** 2025-7
**Character Count:** 150893
**Document Hash:** 9177863fad62d388b1769339aade209c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046082.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046082

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251110322

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/DREYFUS GOVERNMENT MONEY MARKET FUND (Series ID: S000001747)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000004654 | JNL/DREYFUS GOVERNMENT MONEY MARKET FUND (A) |  |
| C000067985 | JNL/DREYFUS GOVERNMENT MONEY MARKET FUND (I) |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000933691

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** JNL Series Trust

**CIK Number of Registrant:** 0000933691

**LEI of Registrant:** 549300T5WIPN6IWM0D45

**Name of Series:** JNL/DREYFUS GOVERNMENT MONEY MARKET FUND

**LEI of Series:** 549300SYLW2U9LW95E56

**EDGAR Series Identifier:** S000001747

**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            | Jackson National Asset Management, LLC           | 801-58171         |
| Independent Public Accountant | KPMG LLP<br>City: Chicago<br>State: IL           |  |
| Administrator                 | Jackson National Asset Management, LLC           |  |
| Transfer Agent                | Jackson National Asset Management, LLC<br>CIK: — |  |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-87244

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

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

- **Is this series for insurance company separate accounts?:** Yes

- **Money Market Fund Category:** Government

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

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

- **WAM:** 48 days

- **WAL:** 93 days

- **Total Value of Portfolio Securities:** $2596628423.17

- **Amortized Cost of Portfolio Securities:** $2596621671.46

- **Cash:** $1975740.60

- **Total Other Assets:** $4208429.45

- **Total Liabilities:** $61263569.40

- **Net Assets of Series:** $2541542272.11

- **Number of Shares Outstanding (Series):** 2541394835.3800

- **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?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $2127850511.62            | $2231774497.55             | 82.6400%                  | 86.6700%                   |
| 2025-06-03 | $2139089069.43            | $2243019870.87             | 82.7100%                  | 86.7300%                   |
| 2025-06-04 | $2141894766.58            | $2245832383.51             | 82.7300%                  | 86.7400%                   |
| 2025-06-05 | $2159241450.02            | $2221885882.45             | 84.3300%                  | 86.7800%                   |
| 2025-06-06 | $2114778942.96            | $2177430190.88             | 82.9000%                  | 85.3500%                   |
| 2025-06-09 | $2111909464.23            | $2174581158.63             | 82.8700%                  | 85.3300%                   |
| 2025-06-10 | $2128354920.32            | $2191033430.21             | 82.9800%                  | 85.4200%                   |
| 2025-06-11 | $2133519873.67            | $2191505199.06             | 83.1700%                  | 85.4300%                   |
| 2025-06-12 | $2123807591.26            | $2181799732.15             | 83.1100%                  | 85.3700%                   |
| 2025-06-13 | $2093728796.83            | $2151727753.21             | 82.0700%                  | 84.3500%                   |
| 2025-06-16 | $2098816113.11            | $2167835515.98             | 82.1000%                  | 84.8000%                   |
| 2025-06-17 | $2097468039.75            | $2166494258.11             | 82.1000%                  | 84.8000%                   |
| 2025-06-18 | $2104655173.51            | $2173688207.36             | 82.1500%                  | 84.8400%                   |
| 2025-06-20 | $2092372208.78            | $2150418873.62             | 81.7800%                  | 84.0500%                   |
| 2025-06-23 | $2100371536.19            | $2158438647.52             | 81.8300%                  | 84.0900%                   |
| 2025-06-24 | $2110483137.74            | $2168557064.56             | 81.9000%                  | 84.1500%                   |
| 2025-06-25 | $2105103863.21            | $2163184605.53             | 81.8600%                  | 84.1200%                   |
| 2025-06-26 | $2114923384.17            | $2173010941.99             | 81.9300%                  | 84.1800%                   |
| 2025-06-27 | $2106117796.92            | $2164212170.22             | 81.8600%                  | 84.1200%                   |
| 2025-06-30 | $2098313166.37            | $2159408145.41             | 81.8000%                  | 84.1800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3600%             |
| 2025-06-03 | 4.3600%             |
| 2025-06-04 | 4.3500%             |
| 2025-06-05 | 4.3500%             |
| 2025-06-06 | 4.3400%             |
| 2025-06-09 | 4.3200%             |
| 2025-06-10 | 4.3200%             |
| 2025-06-11 | 4.3200%             |
| 2025-06-12 | 4.3200%             |
| 2025-06-13 | 4.3200%             |
| 2025-06-16 | 4.3200%             |
| 2025-06-17 | 4.3200%             |
| 2025-06-18 | 4.3200%             |
| 2025-06-20 | 4.3300%             |
| 2025-06-23 | 4.3300%             |
| 2025-06-24 | 4.3300%             |
| 2025-06-25 | 4.3300%             |
| 2025-06-26 | 4.3400%             |
| 2025-06-27 | 4.3500%             |
| 2025-06-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0001                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0001                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0001                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0001                      |
|  |  |
| 2025-06-30 | 1.0001                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $2473559375.68

- **Number of Shares Outstanding:** 2473407564.5200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $19811002.87              | $6911394.92             |
| 2025-06-03 | $2766191.37               | $16263138.14            |
| 2025-06-04 | $10958278.77              | $8476549.29             |
| 2025-06-05 | $4887892.62               | $8713682.38             |
| 2025-06-06 | $6984642.59               | $16121821.60            |
| 2025-06-09 | $4809793.18               | $8395779.69             |
| 2025-06-10 | $6776709.68               | $9333966.27             |
| 2025-06-11 | $8842116.78               | $6707125.42             |
| 2025-06-12 | $14057058.77              | $7397866.22             |
| 2025-06-13 | $6741693.03               | $10491251.03            |
| 2025-06-16 | $10742633.75              | $6326669.65             |
| 2025-06-17 | $4845463.59               | $20396798.34            |
| 2025-06-18 | $10892015.15              | $4432175.37             |
| 2025-06-20 | $16201323.50              | $6145719.42             |
| 2025-06-23 | $16781338.10              | $8919637.48             |
| 2025-06-24 | $17509401.51              | $7712828.91             |
| 2025-06-25 | $8457383.74               | $12901448.11            |
| 2025-06-26 | $7433046.37               | $12613577.76            |
| 2025-06-27 | $8382107.47               | $16702266.86            |
| 2025-06-30 | $8713747.29               | $17482990.72            |

**Total Gross Subscriptions (Month):** $196593840.13

**Total Gross Redemptions (Month):** $212446687.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8000%           |
| 2025-06-03 | 3.8000%           |
| 2025-06-04 | 3.7900%           |
| 2025-06-05 | 3.7900%           |
| 2025-06-06 | 3.7800%           |
| 2025-06-09 | 3.7600%           |
| 2025-06-10 | 3.7600%           |
| 2025-06-11 | 3.7600%           |
| 2025-06-12 | 3.7600%           |
| 2025-06-13 | 3.7600%           |
| 2025-06-16 | 3.7600%           |
| 2025-06-17 | 3.7600%           |
| 2025-06-18 | 3.7600%           |
| 2025-06-20 | 3.7700%           |
| 2025-06-23 | 3.7700%           |
| 2025-06-24 | 3.7700%           |
| 2025-06-25 | 3.7700%           |
| 2025-06-26 | 3.7800%           |
| 2025-06-27 | 3.7900%           |
| 2025-06-30 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 100.0000%        | 0.0000%              |

### Class: Class I

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $67982896.43

- **Number of Shares Outstanding:** 67987270.8600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $954000.67                | $518686.94              |
| 2025-06-03 | $8829.25                  | $566911.85              |
| 2025-06-04 | $101061.44                | $6787.32                |
| 2025-06-05 | $15608.57                 | $9320.73                |
| 2025-06-06 | $145230.71                | $791698.06              |
| 2025-06-09 | $207901.60                | $81065.13               |
| 2025-06-10 | $282978.10                | $7224.79                |
| 2025-06-11 | $33347.05                 | $1649592.03             |
| 2025-06-12 | $1966476.20               | $114702.53              |
| 2025-06-13 | $7046.73                  | $1065651.40             |
| 2025-06-16 | $187481.93                | $192926.12              |
| 2025-06-17 | $310554.10                | $218009.48              |
| 2025-06-18 | $500069.69                | $1607.91                |
| 2025-06-20 | $23.95                    | $551877.63              |
| 2025-06-23 | $2022.17                  | $658665.39              |
| 2025-06-24 | $646932.36                | $556209.35              |
| 2025-06-25 | $137.40                   | $1163702.31             |
| 2025-06-26 | $2310.41                  | $12408.74               |
| 2025-06-27 | $19.55                    | $62804.43               |
| 2025-06-30 | $644274.74                | $477044.52              |

**Total Gross Subscriptions (Month):** $6016306.62

**Total Gross Redemptions (Month):** $8706896.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1000%           |
| 2025-06-03 | 4.1000%           |
| 2025-06-04 | 4.0900%           |
| 2025-06-05 | 4.0900%           |
| 2025-06-06 | 4.0800%           |
| 2025-06-09 | 4.0600%           |
| 2025-06-10 | 4.0600%           |
| 2025-06-11 | 4.0600%           |
| 2025-06-12 | 4.0600%           |
| 2025-06-13 | 4.0600%           |
| 2025-06-16 | 4.0600%           |
| 2025-06-17 | 4.0600%           |
| 2025-06-18 | 4.0600%           |
| 2025-06-20 | 4.0700%           |
| 2025-06-23 | 4.0700%           |
| 2025-06-24 | 4.0600%           |
| 2025-06-25 | 4.0700%           |
| 2025-06-26 | 4.0800%           |
| 2025-06-27 | 4.0900%           |
| 2025-06-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.524998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B42X8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10012204.00
- **C.18.a - Value (excl. sponsor support):** $10012204.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DR9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4M99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17991275.40
- **C.18.a - Value (excl. sponsor support):** $17991275.40
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MV0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13996014.20
- **C.18.a - Value (excl. sponsor support):** $13996014.20
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56R4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13289727.08
- **C.18.a - Value (excl. sponsor support):** $13289727.08
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LW6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14984281.50
- **C.18.a - Value (excl. sponsor support):** $14984281.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NE4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14683982.88
- **C.18.a - Value (excl. sponsor support):** $14683982.88
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NN4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7392724.32
- **C.18.a - Value (excl. sponsor support):** $7392724.32
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.389998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TN8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32004796.80
- **C.18.a - Value (excl. sponsor support):** $32004796.80
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.389998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27003472.20
- **C.18.a - Value (excl. sponsor support):** $27003472.20
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5WQ7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28005255.60
- **C.18.a - Value (excl. sponsor support):** $28005255.60
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14886579.57
- **C.18.a - Value (excl. sponsor support):** $14886579.57
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B67F7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14601503.80
- **C.18.a - Value (excl. sponsor support):** $14601503.80
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AE6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14480919.45
- **C.18.a - Value (excl. sponsor support):** $14480919.45
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DP8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14093120.61
- **C.18.a - Value (excl. sponsor support):** $14093120.61
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.389998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RK4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25508517.00
- **C.18.a - Value (excl. sponsor support):** $25508517.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WX0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HW9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7993737.60
- **C.18.a - Value (excl. sponsor support):** $7993737.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7992842.40
- **C.18.a - Value (excl. sponsor support):** $7992842.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HZ2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23573568.00
- **C.18.a - Value (excl. sponsor support):** $23573568.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7585508.32
- **C.18.a - Value (excl. sponsor support):** $7585508.32
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JM9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10972815.70
- **C.18.a - Value (excl. sponsor support):** $10972815.70
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KY1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2979954.90
- **C.18.a - Value (excl. sponsor support):** $2979954.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LH7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35523552.40
- **C.18.a - Value (excl. sponsor support):** $35523552.40
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19748950.00
- **C.18.a - Value (excl. sponsor support):** $19748950.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6798981.93
- **C.18.a - Value (excl. sponsor support):** $6798981.93
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PE0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6792805.74
- **C.18.a - Value (excl. sponsor support):** $6792805.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6102282.62
- **C.18.a - Value (excl. sponsor support):** $6102282.62
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8010798.40
- **C.18.a - Value (excl. sponsor support):** $8010798.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.524998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12016489.20
- **C.18.a - Value (excl. sponsor support):** $12016489.20
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.524998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5003351.50
- **C.18.a - Value (excl. sponsor support):** $5003351.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2803779.16
- **C.18.a - Value (excl. sponsor support):** $2803779.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2402713.68
- **C.18.a - Value (excl. sponsor support):** $2402713.68
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3298356.60
- **C.18.a - Value (excl. sponsor support):** $3298356.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4004173.20
- **C.18.a - Value (excl. sponsor support):** $4004173.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7009963.10
- **C.18.a - Value (excl. sponsor support):** $7009963.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8017990.40
- **C.18.a - Value (excl. sponsor support):** $8017990.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13802836.60
- **C.18.a - Value (excl. sponsor support):** $13802836.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 39: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47174001.60
- **C.18.a - Value (excl. sponsor support):** $47174001.60
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 40: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32818395.60
- **C.18.a - Value (excl. sponsor support):** $32818395.60
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 41: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25993939.40
- **C.18.a - Value (excl. sponsor support):** $25993939.40
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 42: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31758795.25
- **C.18.a - Value (excl. sponsor support):** $31758795.25
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 43: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18224954.55
- **C.18.a - Value (excl. sponsor support):** $18224954.55
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 44: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15449274.75
- **C.18.a - Value (excl. sponsor support):** $15449274.75
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 45: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30342259.04
- **C.18.a - Value (excl. sponsor support):** $30342259.04
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 46: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18071555.61
- **C.18.a - Value (excl. sponsor support):** $18071555.61
- **C.19 - Percentage of Net Assets:** 0.7100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 47: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13814021.20
- **C.18.a - Value (excl. sponsor support):** $13814021.20
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 48: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19128752.28
- **C.18.a - Value (excl. sponsor support):** $19128752.28
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 49: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $26306025.48
- **C.18.a - Value (excl. sponsor support):** $26306025.48
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 50: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35047979.28
- **C.18.a - Value (excl. sponsor support):** $35047979.28
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 51: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10426693.18
- **C.18.a - Value (excl. sponsor support):** $10426693.18
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 52: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25143508.48
- **C.18.a - Value (excl. sponsor support):** $25143508.48
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 53: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18547431.84
- **C.18.a - Value (excl. sponsor support):** $18547431.84
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 54: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13531187.04
- **C.18.a - Value (excl. sponsor support):** $13531187.04
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 55: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12728397.50
- **C.18.a - Value (excl. sponsor support):** $12728397.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14791750.50
- **C.18.a - Value (excl. sponsor support):** $14791750.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 57: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285N6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3081835.86
- **C.18.a - Value (excl. sponsor support):** $3081835.86
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 58: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3444628.95
- **C.18.a - Value (excl. sponsor support):** $3444628.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 59: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5525187.36
- **C.18.a - Value (excl. sponsor support):** $5525187.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 60: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5172261.52
- **C.18.a - Value (excl. sponsor support):** $5172261.52
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 61: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.409960%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $26007766.20
- **C.18.a - Value (excl. sponsor support):** $26007766.20
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 62: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3907921.68
- **C.18.a - Value (excl. sponsor support):** $3907921.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 63: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4509492.30
- **C.18.a - Value (excl. sponsor support):** $4509492.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 64: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18550586.40
- **C.18.a - Value (excl. sponsor support):** $18550586.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 65: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4010624.80
- **C.18.a - Value (excl. sponsor support):** $4010624.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 66: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4028281.20
- **C.18.a - Value (excl. sponsor support):** $4028281.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 67: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4727171.64
- **C.18.a - Value (excl. sponsor support):** $4727171.64
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 68: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.444959%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40330519.19
- **C.18.a - Value (excl. sponsor support):** $40330519.19
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 69: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.337960%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48265296.45
- **C.18.a - Value (excl. sponsor support):** $48265296.45
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 70: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.399959%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15398101.18
- **C.18.a - Value (excl. sponsor support):** $15398101.18
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 71: Daiwa Capital Repo

- **C.1 - Title:** Daiwa Capital Repo 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5XQ2P9, C.3 - LEI: N/A, C.5 - Other ID: BYM5XQ2P9
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: N/A; Standard and Poor's Ratings Services: N/A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $21497996.00       | $10174093.22       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $7229841.00        | $6722169.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $16923437.00       | $16743697.74       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $1284318.00        | $1060705.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 3.0000%  | 0.0000% | $1275.00           | $29.88             | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $1096.00           | $29.90             | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $4641313.00        | $3766283.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $13750440.00       | $13342170.49       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $99031.00          | $98821.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $382577.00         | $361545.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $934100.00         | $904336.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $297672.00         | $282597.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $2192463.00        | $2167604.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $7479000.00        | $7130751.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.0000%  | 0.0000% | $23029.00          | $22426.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-25      | 5.3052%  | 0.0000% | $144498.00         | $142261.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1161356.00        | $1116858.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1129403.00        | $1153244.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $943.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4743.18           | Agency Mortgage-Backed Securities |
| FHLB          | 2026-07-16      | 4.5400%  | 0.0000% | $7285000.00        | $7352887.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $28917.00          | $17467.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $685588.00         | $706386.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $321829.00         | $324940.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1233.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $34611.00          | $28194.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3366.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3473.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $17000.00          | $16048.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1926.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $100548.00         | $100317.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $4346142.00        | $3687798.49        | Agency Mortgage-Backed Securities |

### Security 72: Nova Scotia Repo

- **C.1 - Title:** Nova Scotia Repo 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5XQ3B9, C.3 - LEI: N/A, C.5 - Other ID: BYM5XQ3B9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.9300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: N/A; Standard and Poor's Ratings Services: N/A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR                   | 2046-08-15      | 2.2500%  | 0.0000% | $11714400.00       | $7698022.89        | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 0.5000%  | 0.0000% | $8354400.00        | $10673266.77       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 0.5000%  | 0.0000% | $5098300.00        | $4735463.19        | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-31      | 0.7500%  | 0.0000% | $1635100.00        | $1587627.74        | U.S. Treasuries (including strips) |
| USTR                   | 2029-02-15      | 2.6250%  | 0.0000% | $1000.00           | $971.62            | U.S. Treasuries (including strips) |
| USTR                   | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $92.71             | U.S. Treasuries (including strips) |
| USTR                   | 2026-04-15      | 3.7500%  | 0.0000% | $239900.00         | $241123.94         | U.S. Treasuries (including strips) |
| USTR                   | 2025-07-31      | 4.7500%  | 0.0000% | $1093400.00        | $1115148.08        | U.S. Treasuries (including strips) |
| USTR                   | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $100.06            | U.S. Treasuries (including strips) |
| USTR                   | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| USTR                   | 2053-11-15      | 4.7500%  | 0.0000% | $1600.00           | $1579.46           | U.S. Treasuries (including strips) |
| USTR                   | 2044-02-15      | 4.5000%  | 0.0000% | $2095600.00        | $2045051.55        | U.S. Treasuries (including strips) |
| USTR                   | 2029-08-31      | 3.6250%  | 0.0000% | $7879300.00        | $7924429.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $1999200.00        | $1953618.24        | U.S. Treasuries (including strips) |
| USTR                   | 2025-09-09      | 0.0000%  | 0.0000% | $30900.00          | $30643.53          | U.S. Treasuries (including strips) |
| USTR                   | 2026-11-30      | 4.2500%  | 0.0000% | $15868000.00       | $16000713.72       | U.S. Treasuries (including strips) |
| USTR                   | 2032-04-30      | 4.0000%  | 0.0000% | $15920000.00       | $16000721.33       | U.S. Treasuries (including strips) |
| USTR                   | 2055-02-15      | 2.3750%  | 0.0000% | $16280700.00       | $16001906.02       | U.S. Treasuries (including strips) |
| USTR                   | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| USTR                   | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1004.69           | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-15      | 3.7500%  | 0.0000% | $15915000.00       | $16000742.06       | U.S. Treasuries (including strips) |

### Security 73: Credit Agricole Repo

- **C.1 - Title:** Credit Agricole Repo 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5XQ3C7, C.3 - LEI: N/A, C.5 - Other ID: BYM5XQ3C7
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 13.7700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: N/A; Standard and Poor's Ratings Services: N/A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $56556800.00       | $55999946.44       | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 0.3750%  | 0.0000% | $57182600.00       | $55999999.04       | U.S. Treasuries (including strips) |
| USTR                   | 2028-05-31      | 1.2500%  | 0.0000% | $17438100.00       | $16269304.20       | U.S. Treasuries (including strips) |
| USTR                   | 2026-11-15      | 4.6250%  | 0.0000% | $55157400.00       | $55999943.07       | U.S. Treasuries (including strips) |
| USTR                   | 2029-01-31      | 4.0000%  | 0.0000% | $54659400.00       | $55999899.16       | U.S. Treasuries (including strips) |
| USTR                   | 2026-01-31      | 4.2500%  | 0.0000% | $55035000.00       | $55999956.01       | U.S. Treasuries (including strips) |
| USTR                   | 2034-11-15      | 4.2500%  | 0.0000% | $4709000.00        | $4731087.56        | U.S. Treasuries (including strips) |
| USTR                   | 2028-03-15      | 3.8750%  | 0.0000% | $55154600.00       | $55999953.67       | U.S. Treasuries (including strips) |

### Security 74: RBC Repo

- **C.1 - Title:** RBC Repo 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5XQ3D5, C.3 - LEI: N/A, C.5 - Other ID: BYM5XQ3D5
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 14.7500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: N/A; Standard and Poor's Ratings Services: N/A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $10615000.00       | $11603977.15       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $20576200.00       | $14544558.66       | U.S. Treasuries (including strips) |
| FMAC          | 2054-10-25      | 5.0000%  | 0.0000% | $31227983.00       | $7152969.55        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 4.0000%  | 0.0000% | $6210154.00        | $606450.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $6437000.00        | $586331.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 1.6179%  | 0.0000% | $9777223.00        | $720403.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $7500000.00        | $653612.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 2.2782%  | 0.0000% | $4499598.00        | $317619.09         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-25      | 5.0000%  | 0.0000% | $117220181.00      | $5543957.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-25      | 4.0000%  | 0.0000% | $63416663.00       | $5610167.28        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-25      | 0.0948%  | 0.0000% | $200000000.00      | $7087985.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-25      | 4.0000%  | 0.0000% | $24290506.00       | $4220650.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-25      | 4.0000%  | 0.0000% | $30369525.00       | $5662326.52        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-25      | 3.5000%  | 0.0000% | $39253008.00       | $6208636.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2061-01-25      | 3.0000%  | 0.0000% | $47947343.00       | $7556885.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-25      | 0.0000%  | 0.0000% | $8333334.00        | $5794856.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 0.0000%  | 0.0000% | $10416557.00       | $7618533.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 0.0000%  | 0.0000% | $7692308.00        | $5453451.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 0.0000%  | 0.0000% | $11571429.00       | $8340102.43        | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-05-20      | 1.9079%  | 0.0000% | $82670759.00       | $69753.93          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-16      | 1.6238%  | 0.0000% | $233333333.00      | $185755.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-07-20      | 1.5079%  | 0.0000% | $100000000.00      | $739641.89         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-05-20      | 2.3179%  | 0.0000% | $26138580.00       | $115146.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-07-16      | 1.6738%  | 0.0000% | $42037019.00       | $785369.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-20      | 1.6879%  | 0.0000% | $6291390.00        | $130473.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-16      | 3.5000%  | 0.0000% | $22733000.00       | $908633.17         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-20      | 1.6179%  | 0.0000% | $39750000.00       | $715148.85         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 2.3738%  | 0.0000% | $94323131.00       | $134693.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-03-16      | 2.0738%  | 0.0000% | $55127000.00       | $140670.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 1.8238%  | 0.0000% | $50562947.00       | $106142.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 1.7618%  | 0.0000% | $20700000.00       | $64895.55          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 2.3838%  | 0.0000% | $45300000.00       | $89734.64          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-07-20      | 2.0679%  | 0.0000% | $175000000.00      | $68035.97          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-10-20      | 2.1179%  | 0.0000% | $221360000.00      | $41312.91          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-11-16      | 2.1238%  | 0.0000% | $44000000.00       | $28053.23          | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-06-16      | 1.8138%  | 0.0000% | $40000000.00       | $91182.83          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-08-20      | 1.6679%  | 0.0000% | $90300000.00       | $68674.77          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-09-16      | 1.7738%  | 0.0000% | $60000000.00       | $135328.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-09-16      | 1.7738%  | 0.0000% | $35250000.00       | $77415.74          | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-04-20      | 1.6679%  | 0.0000% | $26000000.00       | $38855.58          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-16      | 5.5000%  | 0.0000% | $2739257.00        | $50755.80          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-20      | 1.8979%  | 0.0000% | $50000000.00       | $161769.63         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 1.5679%  | 0.0000% | $50000000.00       | $124371.35         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-05-20      | 0.9679%  | 0.0000% | $29000000.00       | $243063.65         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-16      | 2.1738%  | 0.0000% | $64972949.00       | $32279.97          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-01-16      | 1.1238%  | 0.0000% | $17850000.00       | $97388.90          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 4.0000%  | 0.0000% | $23970000.00       | $691273.17         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-12-16      | 1.3738%  | 0.0000% | $49025072.00       | $114598.05         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-10-20      | 2.1179%  | 0.0000% | $17149033.00       | $166747.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-09-20      | 1.5679%  | 0.0000% | $15945911.00       | $134892.62         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-20      | 1.8179%  | 0.0000% | $19234064.00       | $287232.95         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-16      | 2.1738%  | 0.0000% | $12538194.00       | $77069.47          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-05-16      | 1.7238%  | 0.0000% | $7689881.00        | $257540.18         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-20      | 1.8179%  | 0.0000% | $238276991.00      | $944878.91         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-16      | 2.0238%  | 0.0000% | $50750000.00       | $125407.73         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-03-20      | 2.0379%  | 0.0000% | $150000000.00      | $793834.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-16      | 2.1238%  | 0.0000% | $23068000.00       | $64732.62          | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-16      | 1.5738%  | 0.0000% | $89740000.00       | $185472.40         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-20      | 1.3279%  | 0.0000% | $34400000.00       | $122551.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-05-20      | 0.0000%  | 0.0000% | $36000000.00       | $955759.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-05-16      | 1.6238%  | 0.0000% | $92857830.00       | $232028.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-01-16      | 1.5238%  | 0.0000% | $27196000.00       | $232102.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-02-20      | 1.6179%  | 0.0000% | $43078000.00       | $148699.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-20      | 2.1679%  | 0.0000% | $45697200.00       | $258328.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-04-20      | 2.2179%  | 0.0000% | $129491000.00      | $660207.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-05-16      | 1.6238%  | 0.0000% | $25800000.00       | $86577.68          | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-12-20      | 1.6679%  | 0.0000% | $6000000.00        | $92713.95          | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-10-20      | 1.6679%  | 0.0000% | $18570000.00       | $191543.73         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-16      | 2.2238%  | 0.0000% | $45000000.00       | $415991.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-07-20      | 2.2679%  | 0.0000% | $7500000.00        | $72570.94          | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-20      | 2.1679%  | 0.0000% | $115593750.00      | $950412.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-02-20      | 2.2179%  | 0.0000% | $13336859.00       | $108830.74         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-20      | 1.6179%  | 0.0000% | $28656548.00       | $260028.10         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-04-16      | 5.5000%  | 0.0000% | $7072909.00        | $98136.95          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-02-20      | 3.0000%  | 0.0000% | $11286666.00       | $255114.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-04-16      | 4.5000%  | 0.0000% | $9676333.00        | $67522.57          | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-12-20      | 2.5000%  | 0.0000% | $40332084.00       | $26579.19          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-16      | 4.5000%  | 0.0000% | $5214568.00        | $39416.51          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-09-20      | 1.6679%  | 0.0000% | $15000000.00       | $133121.89         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-16      | 3.5000%  | 0.0000% | $13065039.00       | $509849.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $6662768.00        | $48392.39          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-01-20      | 1.7179%  | 0.0000% | $136303380.00      | $792454.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-12-20      | 1.7079%  | 0.0000% | $43000000.00       | $640345.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-12-20      | 1.1179%  | 0.0000% | $132000000.00      | $938124.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-12-20      | 1.1179%  | 0.0000% | $43369209.00       | $169348.35         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 5.0000%  | 0.0000% | $14700000.00       | $108754.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-16      | 4.5000%  | 0.0000% | $35485500.00       | $24361.75          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-20      | 3.5000%  | 0.0000% | $8351857.00        | $213101.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-02-20      | 4.5000%  | 0.0000% | $6833711.00        | $35691.63          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 1.8679%  | 0.0000% | $31250000.00       | $185175.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-06-16      | 1.7238%  | 0.0000% | $26500000.00       | $301945.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-11-20      | 0.0679%  | 0.0000% | $294507360.00      | $870950.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-01-20      | 1.6679%  | 0.0000% | $11016717.00       | $90818.62          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 1.7679%  | 0.0000% | $73333333.00       | $523701.39         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-07-20      | 1.8179%  | 0.0000% | $29000000.00       | $269262.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-07-16      | 1.6738%  | 0.0000% | $96709662.00       | $1296912.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 1.7179%  | 0.0000% | $36206662.00       | $195191.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-08-16      | 1.6738%  | 0.0000% | $37514550.00       | $324674.84         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-11-20      | 1.7179%  | 0.0000% | $37269289.00       | $147978.65         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-01-20      | 2.3179%  | 0.0000% | $85277575.00       | $846685.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-03-16      | 1.7738%  | 0.0000% | $25000000.00       | $195334.62         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-12-16      | 1.6738%  | 0.0000% | $49000000.00       | $345798.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-04-20      | 1.6679%  | 0.0000% | $54035286.00       | $531395.09         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-07-16      | 4.5000%  | 0.0000% | $5285713.00        | $70078.25          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-08-20      | 1.1679%  | 0.0000% | $34400000.00       | $545871.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-05-20      | 5.0000%  | 0.0000% | $9261106.00        | $135048.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 1.7179%  | 0.0000% | $28571428.00       | $756244.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $31300000.00       | $357506.74         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-11-20      | 1.8179%  | 0.0000% | $26477206.00       | $401783.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.2879%  | 0.0000% | $35000000.00       | $263237.01         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 1.1679%  | 0.0000% | $9500000.00        | $145662.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-09-20      | 1.7679%  | 0.0000% | $39093773.00       | $232262.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-10-16      | 1.1738%  | 0.0000% | $66231125.00       | $751031.70         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-01-20      | 1.1679%  | 0.0000% | $102297401.00      | $1029063.95        | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 1.1738%  | 0.0000% | $21766915.00       | $290825.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 4.0000%  | 0.0000% | $9328677.00        | $97485.39          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 6.0000%  | 0.0000% | $38029926.00       | $527026.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $15629051.00       | $264685.34         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-05-20      | 4.0000%  | 0.0000% | $17923000.00       | $319643.16         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-07-20      | 1.8179%  | 0.0000% | $9000000.00        | $241054.05         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-08-20      | 1.4614%  | 0.0000% | $16708873.00       | $92058.09          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-05-20      | 4.0000%  | 0.0000% | $15518366.00       | $126178.70         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-06-20      | 7.0000%  | 0.0000% | $29089813.00       | $310786.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-07-20      | 3.5000%  | 0.0000% | $28571428.00       | $98299.03          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-08-20      | 5.5000%  | 0.0000% | $12400000.00       | $117000.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-01-20      | 4.0000%  | 0.0000% | $9588250.00        | $94638.50          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.2479%  | 0.0000% | $68906615.00       | $1157961.99        | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-01-16      | 4.0000%  | 0.0000% | $12402000.00       | $33852.29          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 1.6679%  | 0.0000% | $34187896.00       | $801143.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-16      | 1.7238%  | 0.0000% | $37659328.00       | $639132.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 2.3179%  | 0.0000% | $27730074.00       | $621890.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-01-20      | 1.2179%  | 0.0000% | $36225000.00       | $454021.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-01-16      | 1.6238%  | 0.0000% | $10000000.00       | $62164.93          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 1.7179%  | 0.0000% | $3500000.00        | $94559.18          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-20      | 4.5000%  | 0.0000% | $7165270.00        | $88523.85          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-05-20      | 4.5000%  | 0.0000% | $11910581.00       | $23067.32          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-05-20      | 4.0000%  | 0.0000% | $16849250.00       | $353642.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 4.0000%  | 0.0000% | $56071519.00       | $213117.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-11-20      | 4.0000%  | 0.0000% | $9796228.00        | $184833.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-08-20      | 3.5000%  | 0.0000% | $7142857.00        | $425589.49         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 4.0000%  | 0.0000% | $10625000.00       | $297732.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-09-20      | 1.6679%  | 0.0000% | $19781353.00       | $552767.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-16      | 1.4614%  | 0.0000% | $13253848.00       | $334870.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.8179%  | 0.0000% | $56350717.00       | $1076746.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 1.6679%  | 0.0000% | $26601199.00       | $792464.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-20      | 5.0000%  | 0.0000% | $14329000.00       | $495602.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 6.0000%  | 0.0000% | $12022470.00       | $226262.86         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-05-20      | 3.4342%  | 0.0000% | $32325751.00       | $472206.86         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-16      | 5.0000%  | 0.0000% | $3471000.00        | $161384.16         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 6.0000%  | 0.0000% | $31360274.00       | $989308.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-08-20      | 4.0000%  | 0.0000% | $10298210.00       | $268526.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 1.7679%  | 0.0000% | $22186064.00       | $559705.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-20      | 1.7679%  | 0.0000% | $13000000.00       | $561140.96         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-09-20      | 1.7679%  | 0.0000% | $19097714.00       | $618256.76         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-08-20      | 4.0000%  | 0.0000% | $6776299.00        | $281471.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 1.7679%  | 0.0000% | $30121153.00       | $589696.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-20      | 0.6282%  | 0.0000% | $149107050.00      | $966293.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $43406142.00       | $297237.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 1.6679%  | 0.0000% | $53277272.00       | $1107579.94        | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 1.1738%  | 0.0000% | $36566799.00       | $597385.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-10-16      | 1.6238%  | 0.0000% | $6170386.00        | $157472.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 1.8179%  | 0.0000% | $11354168.00       | $355141.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-04-20      | 1.2879%  | 0.0000% | $30000000.00       | $538255.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $22349777.00       | $419449.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-03-20      | 2.1679%  | 0.0000% | $8000000.00        | $223114.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 1.7679%  | 0.0000% | $16114759.00       | $421139.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-08-20      | 1.7679%  | 0.0000% | $27955683.00       | $884282.08         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-06-20      | 1.8179%  | 0.0000% | $24698979.00       | $475624.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-07-20      | 1.7679%  | 0.0000% | $30000000.00       | $771101.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-20      | 4.0000%  | 0.0000% | $12328000.00       | $67263.97          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 1.8179%  | 0.0000% | $46000000.00       | $1129847.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 1.7679%  | 0.0000% | $77108333.00       | $749866.84         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 1.7179%  | 0.0000% | $32265116.00       | $964486.25         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-16      | 1.7738%  | 0.0000% | $5553716.00        | $102416.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-08-20      | 5.0000%  | 0.0000% | $8529850.00        | $384024.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 1.6679%  | 0.0000% | $40000000.00       | $930405.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-12-20      | 1.6879%  | 0.0000% | $45033333.00       | $798890.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-12-20      | 1.6679%  | 0.0000% | $11600000.00       | $237985.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $12718112.00       | $415920.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 1.6179%  | 0.0000% | $55278077.00       | $894967.06         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-02-20      | 1.6179%  | 0.0000% | $35000000.00       | $690726.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 1.6594%  | 0.0000% | $24797136.00       | $653792.95         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 1.6482%  | 0.0000% | $10000000.00       | $696174.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 1.6179%  | 0.0000% | $31666666.00       | $578989.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 1.6179%  | 0.0000% | $29233333.00       | $538949.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-11-16      | 4.0000%  | 0.0000% | $32907366.00       | $1009313.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 4.5000%  | 0.0000% | $19191530.00       | $619206.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 1.6179%  | 0.0000% | $7500000.00        | $307424.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 0.0000%  | 0.0000% | $50000000.00       | $222080.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 1.6179%  | 0.0000% | $1825623.00        | $56990.28          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 1.6679%  | 0.0000% | $24720896.00       | $542057.22         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $24084250.00       | $1273109.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 1.6679%  | 0.0000% | $30268291.00       | $331704.63         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 5.0000%  | 0.0000% | $3019680.00        | $77300.36          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 1.6679%  | 0.0000% | $12172000.00       | $351775.01         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 1.6179%  | 0.0000% | $58462107.00       | $1342000.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 0.0479%  | 0.0000% | $100000000.00      | $1201177.26        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-09-20      | 1.6179%  | 0.0000% | $18047607.00       | $189894.05         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 1.6179%  | 0.0000% | $27000000.00       | $724399.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-09-20      | 1.6179%  | 0.0000% | $10950000.00       | $493508.91         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-09-20      | 1.6679%  | 0.0000% | $11525000.00       | $360315.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 0.0679%  | 0.0000% | $20000000.00       | $210611.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 4.5000%  | 0.0000% | $6332606.00        | $310300.34         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 1.6179%  | 0.0000% | $49643799.00       | $709046.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 1.6179%  | 0.0000% | $45042032.00       | $722586.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.5000%  | 0.0000% | $27098285.00       | $377271.09         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 1.6179%  | 0.0000% | $20459891.00       | $308515.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-08-20      | 1.4614%  | 0.0000% | $28903029.00       | $892766.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.5000%  | 0.0000% | $74999999.00       | $656956.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $18958000.00       | $327951.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 6.5000%  | 0.0000% | $14973000.00       | $550987.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $3593468.00        | $57593.11          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 4.0000%  | 0.0000% | $4548204.00        | $125579.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 1.6679%  | 0.0000% | $7200000.00        | $155328.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-07-20      | 2.0079%  | 0.0000% | $2247000.00        | $86745.32          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 1.6179%  | 0.0000% | $29500000.00       | $802316.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 4.0000%  | 0.0000% | $35000000.00       | $1363353.36        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $12532000.00       | $733799.63         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 1.7179%  | 0.0000% | $14583333.00       | $776944.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 1.6679%  | 0.0000% | $45349669.00       | $1051053.97        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.5000%  | 0.0000% | $4777553.00        | $405607.97         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.2579%  | 0.0000% | $13698974.00       | $362489.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.5000%  | 0.0000% | $14080049.00       | $947747.02         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 0.0000%  | 0.0000% | $26806396.00       | $647009.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 1.8179%  | 0.0000% | $10675000.00       | $752731.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $3459000.00        | $333384.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $14583333.00       | $1279487.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $5509220.00        | $343591.40         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $14075000.00       | $990260.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $10800000.00       | $882346.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.5000%  | 0.0000% | $1900000.00        | $184514.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 6.5000%  | 0.0000% | $42249024.00       | $1516642.59        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 3.0000%  | 0.0000% | $8025458.00        | $1000460.44        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 0.0000%  | 0.0000% | $41471358.00       | $815808.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 0.0000%  | 0.0000% | $45000000.00       | $268413.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 3.5000%  | 0.0000% | $7369000.00        | $729827.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 0.0000%  | 0.0000% | $58333333.00       | $364580.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $16666667.00       | $971470.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.5000%  | 0.0000% | $6819093.00        | $804564.97         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $16404666.00       | $1661542.88        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $4950000.00        | $424128.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 0.0000%  | 0.0000% | $50301685.00       | $1107748.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $12799000.00       | $1402866.71        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $5027000.00        | $448941.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 1.8679%  | 0.0000% | $12500000.00       | $1206621.27        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 4.0000%  | 0.0000% | $8713000.00        | $1263619.37        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $6512000.00        | $889759.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1257017.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $6559869.00        | $1040802.83        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 6.0000%  | 0.0000% | $11950000.00       | $999158.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $3426000.00        | $302660.85         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $10665000.00       | $1219797.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 0.0000%  | 0.0000% | $125000000.00      | $1174238.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $4538000.00        | $438942.18         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $15103376.00       | $534000.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 0.0000%  | 0.0000% | $50000000.00       | $1478063.16        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 0.0000%  | 0.0000% | $50000000.00       | $412235.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 0.0000%  | 0.0000% | $50000000.00       | $361673.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $13870000.00       | $1323456.39        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 4.5000%  | 0.0000% | $12513000.00       | $1179106.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 0.0000%  | 0.0000% | $37257309.00       | $466488.02         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 0.0000%  | 0.0000% | $37584545.00       | $455154.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $21015416.00       | $1605031.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.2981%  | 0.0000% | $31565206.00       | $1398027.96        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 1.7179%  | 0.0000% | $8434800.00        | $825565.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-11-16      | 2.1738%  | 0.0000% | $15652420.00       | $1573735.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $3000000.00        | $476694.16         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 1.7482%  | 0.0000% | $10000000.00       | $832810.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 0.0000%  | 0.0000% | $11720000.00       | $512624.35         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 5.0000%  | 0.0000% | $7584000.00        | $846246.05         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-02-20      | 3.5000%  | 0.0000% | $443571.00         | $27761.46          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-07-20      | 1.7679%  | 0.0000% | $10947855.00       | $743346.40         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $3470345.00        | $484129.85         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $15889000.00       | $1132403.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 1.7282%  | 0.0000% | $11000000.00       | $741374.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 1.6782%  | 0.0000% | $18500000.00       | $1206816.32        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 1.6982%  | 0.0000% | $13250000.00       | $630719.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 1.3481%  | 0.0000% | $31551398.00       | $889940.85         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.1982%  | 0.0000% | $30000000.00       | $1237360.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.1982%  | 0.0000% | $28157521.00       | $1296139.87        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.1982%  | 0.0000% | $40000000.00       | $1169105.93        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 1.9782%  | 0.0000% | $5000000.00        | $464027.09         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 1.1982%  | 0.0000% | $30000000.00       | $1227690.19        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 1.8481%  | 0.0000% | $16699918.00       | $1507550.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 5.0000%  | 0.0000% | $10000000.00       | $1524048.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 1.7482%  | 0.0000% | $20124614.00       | $1294624.13        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 0.5500%  | 0.0000% | $6443637.00        | $41457.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 0.3982%  | 0.0000% | $50000000.00       | $1507829.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 1.7482%  | 0.0000% | $20188000.00       | $1344399.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 0.6000%  | 0.0000% | $30557249.00       | $483333.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-08-20      | 1.2981%  | 0.0000% | $33695566.00       | $516859.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.3982%  | 0.0000% | $39099357.00       | $1004904.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 0.7982%  | 0.0000% | $100000000.00      | $1334050.03        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1224020.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.0481%  | 0.0000% | $50000000.00       | $897541.96         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.1982%  | 0.0000% | $50000000.00       | $774398.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.2981%  | 0.0000% | $100000000.00      | $1622772.39        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 2.1982%  | 0.0000% | $60000000.00       | $1360206.46        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1572195.80        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 7.5000%  | 0.0000% | $1426101.00        | $457964.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $9518963.00        | $1366642.24        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 2.7481%  | 0.0000% | $15000000.00       | $1277725.16        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $431968.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-02-20      | 1.9482%  | 0.0000% | $40598031.00       | $488872.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 0.9482%  | 0.0000% | $50000000.00       | $964176.63         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-03-20      | 1.4682%  | 0.0000% | $57604386.00       | $774701.08         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 1.5717%  | 0.0000% | $21430000.00       | $1318755.05        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 1.5981%  | 0.0000% | $23806000.00       | $967531.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 1.7981%  | 0.0000% | $17823600.00       | $927068.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 2.3481%  | 0.0000% | $21885108.00       | $1616553.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 2.2481%  | 0.0000% | $37995725.00       | $1185998.16        | Agency Mortgage-Backed Securities  |
| USTR          | 2026-04-16      | 0.0000%  | 0.0000% | $249900.00         | $242135.61         | U.S. Treasuries (including strips) |
| FMAC          | 2052-06-25      | 0.0948%  | 0.0000% | $20915220.00       | $694865.24         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 2.7448%  | 0.0000% | $8515495.00        | $750732.86         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 5.4519%  | 0.0000% | $1020.00           | $986.17            | Agency Mortgage-Backed Securities  |
| USTR          | 2025-08-14      | 0.0000%  | 0.0000% | $741700.00         | $737709.65         | U.S. Treasuries (including strips) |
| USTR          | 2025-10-07      | 0.0000%  | 0.0000% | $434200.00         | $429189.33         | U.S. Treasuries (including strips) |
| USTR          | 2025-10-21      | 0.0000%  | 0.0000% | $311000.00         | $306904.13         | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $864300.00         | $848282.73         | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $121701400.00      | $121725253.47      | U.S. Treasuries (including strips) |

### Security 75: Northern Trust Repo

- **C.1 - Title:** Northern Trust Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5XQEE1, C.3 - LEI: N/A, C.5 - Other ID: BYM5XQEE1
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 19.6300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: N/A; Standard and Poor's Ratings Services: N/A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $4698400.00        | $4738258.84        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $50000000.00       | $50424174.12       | U.S. Treasuries (including strips) |

### Security 76: Canadian Imperial Bank Repo

- **C.1 - Title:** Canadian Imperial Bank Repo 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5XR0W4, C.3 - LEI: N/A, C.5 - Other ID: BYM5XR0W4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.9300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: N/A; Standard and Poor's Ratings Services: N/A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $161.69            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $25300.00          | $33158.45          | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $1787600.00        | $2789965.75        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $129.46            | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $2469700.00        | $1175859.98        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $2000.00           | $984.44            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $82400.00          | $43068.36          | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $400100.00         | $392442.89         | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $206400.00         | $119178.78         | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $2903300.00        | $2118805.24        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.43             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $1142600.00        | $1109426.61        | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $694800.00         | $703678.55         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $1400.00           | $1495.18           | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $72600.00          | $73847.90          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $128400.00         | $139976.63         | U.S. Treasuries (including strips) |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $1592.00           | $917.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $8876.00           | $7302.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $257092.00         | $222991.55         | Agency Mortgage-Backed Securities  |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.96            | U.S. Treasuries (including strips) |
| GNMA          | 2050-07-20      | 4.5000%  | 0.0000% | $391066.00         | $341267.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $808.94            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $4034608.00        | $4359152.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-05-15      | 2.5000%  | 0.0000% | $100005.00         | $1366.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1103.00           | $907.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1032.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.5900%  | 0.0000% | $1308.00           | $1293.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $288536.00         | $267632.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1001.00           | $263.14            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1004.00           | $82.67             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $1001.00           | $676.86            | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $447.64            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $999.81            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1051.69           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $836.74            | Agency Mortgage-Backed Securities  |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $10503600.00       | $10858513.25       | U.S. Treasuries (including strips) |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $397100.00         | $356345.09         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $33160094.00       | $23764449.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2934.00           | $3113.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 4.9350%  | 0.0000% | $7203000.00        | $7393994.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4500%  | 0.0000% | $3058000.00        | $3089141.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1200%  | 0.0000% | $2900000.00        | $2992586.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1500%  | 0.0000% | $3250000.00        | $3345756.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1007.00           | $618.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $936.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $919.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $37352509.00       | $35705602.66       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $700773.00         | $541132.25         | Agency Mortgage-Backed Securities  |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $34200.00          | $34393.78          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JNL Series Trust

**Date:** 2025-07-08

**By:** Richard Gorman

**Name of Signing Officer:** Richard Gorman

**Title of Signing Officer:** Chief Compliance Officer