# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-25-038921
**Filing Date:** 2025-6
**Character Count:** 170528
**Document Hash:** 886cbf5ef7b0dd61233709a19dc22e74
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038921.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038921

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029991

**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):** 2025-05-30

**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:** 51 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $2563173412.23

- **Amortized Cost of Portfolio Securities:** $2563169219.34

- **Cash:** $1893139.76

- **Total Other Assets:** $4032159.51

- **Total Liabilities:** $9012692.39

- **Net Assets of Series:** $2560081826.22

- **Number of Shares Outstanding (Series):** 2559938272.8700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $2294708158.41            | $2347799115.19             | 83.0300%                  | 84.9500%                   |
| 2025-05-02 | $2271248019.69            | $2324340268.36             | 82.0100%                  | 83.9200%                   |
| 2025-05-05 | $2187505719.07            | $2245101843.40             | 81.5600%                  | 83.7100%                   |
| 2025-05-06 | $2194055479.33            | $2243652895.55             | 81.8500%                  | 83.7000%                   |
| 2025-05-07 | $2216594370.30            | $2247293078.41             | 82.9200%                  | 84.0700%                   |
| 2025-05-08 | $2219325122.33            | $2239025122.33             | 83.2900%                  | 84.0300%                   |
| 2025-05-09 | $2207936597.36            | $2226981399.58             | 83.0500%                  | 83.7600%                   |
| 2025-05-12 | $2195942224.39            | $2246373437.15             | 82.9600%                  | 84.8700%                   |
| 2025-05-13 | $2205932121.14            | $2245267968.91             | 82.9500%                  | 84.4300%                   |
| 2025-05-14 | $2210627026.74            | $2249967509.51             | 82.9800%                  | 84.4600%                   |
| 2025-05-15 | $2144124878.42            | $2183469996.19             | 82.5400%                  | 84.0600%                   |
| 2025-05-16 | $2144952778.14            | $2184302530.92             | 82.5500%                  | 84.0600%                   |
| 2025-05-19 | $2141524596.34            | $2188435592.02             | 82.5200%                  | 84.3200%                   |
| 2025-05-20 | $2151844874.94            | $2198761398.21             | 82.5900%                  | 84.3900%                   |
| 2025-05-21 | $2144403143.25            | $2198425194.09             | 82.5300%                  | 84.6100%                   |
| 2025-05-22 | $2128233262.56            | $2182260840.98             | 82.4200%                  | 84.5200%                   |
| 2025-05-23 | $2123676238.11            | $2177709344.11             | 82.3900%                  | 84.4900%                   |
| 2025-05-27 | $2121986161.91            | $2179869254.89             | 82.6000%                  | 84.8500%                   |
| 2025-05-28 | $2144101909.88            | $2201991818.34             | 82.7500%                  | 84.9800%                   |
| 2025-05-29 | $2119593879.70            | $2177490603.67             | 82.5800%                  | 84.8300%                   |
| 2025-05-30 | $2121846385.82            | $2225749925.27             | 82.5900%                  | 86.6400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3700%             |
| 2025-05-02 | 4.3700%             |
| 2025-05-05 | 4.3700%             |
| 2025-05-06 | 4.3700%             |
| 2025-05-07 | 4.3600%             |
| 2025-05-08 | 4.3500%             |
| 2025-05-09 | 4.3500%             |
| 2025-05-12 | 4.3300%             |
| 2025-05-13 | 4.3300%             |
| 2025-05-14 | 4.3300%             |
| 2025-05-15 | 4.3300%             |
| 2025-05-16 | 4.3300%             |
| 2025-05-19 | 4.3400%             |
| 2025-05-20 | 4.3400%             |
| 2025-05-21 | 4.3300%             |
| 2025-05-22 | 4.3300%             |
| 2025-05-23 | 4.3300%             |
| 2025-05-27 | 4.3200%             |
| 2025-05-28 | 4.3300%             |
| 2025-05-29 | 4.3400%             |
| 2025-05-30 | 4.3400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0001                      |
|  |  |
| 2025-05-02 | 1.0001                      |
|  |  |
| 2025-05-05 | 1.0001                      |
|  |  |
| 2025-05-06 | 1.0001                      |
|  |  |
| 2025-05-07 | 1.0001                      |
|  |  |
| 2025-05-08 | 1.0001                      |
|  |  |
| 2025-05-09 | 1.0001                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0001                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 1.0001                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0001                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $2489408447.02

- **Number of Shares Outstanding:** 2489260411.9700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $14921016.00              | $4969209.41             |
| 2025-05-02 | $6965543.69               | $15699308.37            |
| 2025-05-05 | $2266642.53               | $76556575.40            |
| 2025-05-06 | $6991676.55               | $9228925.50             |
| 2025-05-07 | $3703765.84               | $11584193.29            |
| 2025-05-08 | $3529157.89               | $11942230.37            |
| 2025-05-09 | $9136008.12               | $15382578.95            |
| 2025-05-12 | $2883955.53               | $14935381.06            |
| 2025-05-13 | $14191998.10              | $35073144.79            |
| 2025-05-14 | $7706728.42               | $19553971.15            |
| 2025-05-15 | $3537126.44               | $16402681.77            |
| 2025-05-16 | $8941941.80               | $8213416.49             |
| 2025-05-19 | $6573874.62               | $11071110.55            |
| 2025-05-20 | $7775309.61               | $8011615.44             |
| 2025-05-21 | $4430723.94               | $13093750.56            |
| 2025-05-22 | $2918606.49               | $8193942.68             |
| 2025-05-23 | $8458437.80               | $13129513.31            |
| 2025-05-27 | $3350392.56               | $13053091.67            |
| 2025-05-28 | $12318895.19              | $15628834.12            |
| 2025-05-29 | $7982305.88               | $7065948.58             |
| 2025-05-30 | $6764485.41               | $5021309.57             |

**Total Gross Subscriptions (Month):** $145348592.41

**Total Gross Redemptions (Month):** $333810733.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.8200%           |
| 2025-05-02 | 3.8200%           |
| 2025-05-05 | 3.8200%           |
| 2025-05-06 | 3.8100%           |
| 2025-05-07 | 3.8000%           |
| 2025-05-08 | 3.8000%           |
| 2025-05-09 | 3.7900%           |
| 2025-05-12 | 3.7700%           |
| 2025-05-13 | 3.7700%           |
| 2025-05-14 | 3.7700%           |
| 2025-05-15 | 3.7700%           |
| 2025-05-16 | 3.7700%           |
| 2025-05-19 | 3.7800%           |
| 2025-05-20 | 3.7800%           |
| 2025-05-21 | 3.7700%           |
| 2025-05-22 | 3.7700%           |
| 2025-05-23 | 3.7700%           |
| 2025-05-27 | 3.7600%           |
| 2025-05-28 | 3.7700%           |
| 2025-05-29 | 3.7800%           |
| 2025-05-30 | 3.7800%           |

**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:** $70673379.20

- **Number of Shares Outstanding:** 70677860.9000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1009937.09               | $1136181.12             |
| 2025-05-02 | $5846.04                  | $386085.26              |
| 2025-05-05 | $973278.09                | $808214.63              |
| 2025-05-06 | $537120.48                | $30112.32               |
| 2025-05-07 | $132654.38                | $65325.25               |
| 2025-05-08 | $3532.22                  | $408250.33              |
| 2025-05-09 | $804389.53                | $690373.72              |
| 2025-05-12 | $7220.44                  | $179430.71              |
| 2025-05-13 | $175055.45                | $1989255.52             |
| 2025-05-14 | $1174166.73               | $4000389.53             |
| 2025-05-15 | $270810.76                | $273502.50              |
| 2025-05-16 | $1749.89                  | $136159.38              |
| 2025-05-19 | $653776.48                | $285322.27              |
| 2025-05-20 | $398999.66                | $527002.52              |
| 2025-05-21 | $1316579.71               | $327456.00              |
| 2025-05-22 | $86573.08                 | $832744.02              |
| 2025-05-23 | $316.79                   | $249125.69              |
| 2025-05-27 | $459.22                   | $2691.53                |
| 2025-05-28 | $191.89                   | $37404.43               |
| 2025-05-29 | $215642.47                | $3255.39                |
| 2025-05-30 | $342484.64                | $64423.23               |

**Total Gross Subscriptions (Month):** $8110785.04

**Total Gross Redemptions (Month):** $12432705.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1100%           |
| 2025-05-02 | 4.1200%           |
| 2025-05-05 | 4.1100%           |
| 2025-05-06 | 4.1100%           |
| 2025-05-07 | 4.1000%           |
| 2025-05-08 | 4.0900%           |
| 2025-05-09 | 4.0900%           |
| 2025-05-12 | 4.0700%           |
| 2025-05-13 | 4.0700%           |
| 2025-05-14 | 4.0700%           |
| 2025-05-15 | 4.0700%           |
| 2025-05-16 | 4.0700%           |
| 2025-05-19 | 4.0800%           |
| 2025-05-20 | 4.0800%           |
| 2025-05-21 | 4.0700%           |
| 2025-05-22 | 4.0700%           |
| 2025-05-23 | 4.0700%           |
| 2025-05-27 | 4.0600%           |
| 2025-05-28 | 4.0700%           |
| 2025-05-29 | 4.0800%           |
| 2025-05-30 | 4.0800%           |

**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 4.349998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3J61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5599925.52
- **C.18.a - Value (excl. sponsor support):** $5599925.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.349998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3LL5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4699843.49
- **C.18.a - Value (excl. sponsor support):** $4699843.49
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 4.340001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3XK4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40399398.04
- **C.18.a - Value (excl. sponsor support):** $40399398.04
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.465000%
- **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):** $10000589.00
- **C.18.a - Value (excl. sponsor support):** $10000589.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DB4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10999172.80
- **C.18.a - Value (excl. sponsor support):** $10999172.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340001%
- **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):** $10998169.60
- **C.18.a - Value (excl. sponsor support):** $10998169.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 7: 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):** $17982808.20
- **C.18.a - Value (excl. sponsor support):** $17982808.20
- **C.19 - Percentage of Net Assets:** 0.7000%
- **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 8: 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):** $13997060.00
- **C.18.a - Value (excl. sponsor support):** $13997060.00
- **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 9: 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):** $13289732.40
- **C.18.a - Value (excl. sponsor support):** $13289732.40
- **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 10: 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):** $14990433.00
- **C.18.a - Value (excl. sponsor support):** $14990433.00
- **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 11: 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):** $14675965.50
- **C.18.a - Value (excl. sponsor support):** $14675965.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **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 12: 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):** $7389588.20
- **C.18.a - Value (excl. sponsor support):** $7389588.20
- **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 13: 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: 3130B5TN8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31987561.60
- **C.18.a - Value (excl. sponsor support):** $31987561.60
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 14: 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: 3130B5U55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $26989918.20
- **C.18.a - Value (excl. sponsor support):** $26989918.20
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.349998%
- **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):** $27998395.60
- **C.18.a - Value (excl. sponsor support):** $27998395.60
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 16: 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):** $14886439.51
- **C.18.a - Value (excl. sponsor support):** $14886439.51
- **C.19 - Percentage of Net Assets:** 0.5800%
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340001%
- **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):** $14598376.48
- **C.18.a - Value (excl. sponsor support):** $14598376.48
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 18: 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):** $14480780.25
- **C.18.a - Value (excl. sponsor support):** $14480780.25
- **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 19: 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):** $14093559.12
- **C.18.a - Value (excl. sponsor support):** $14093559.12
- **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 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: 313385HW9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7966016.00
- **C.18.a - Value (excl. sponsor support):** $7966016.00
- **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 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: 313385HX7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7965072.00
- **C.18.a - Value (excl. sponsor support):** $7965072.00
- **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 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: 313385HZ2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23491444.72
- **C.18.a - Value (excl. sponsor support):** $23491444.72
- **C.19 - Percentage of Net Assets:** 0.9200%
- **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 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: 313385JG2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7558785.96
- **C.18.a - Value (excl. sponsor support):** $7558785.96
- **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 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: 313385JM9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10933895.50
- **C.18.a - Value (excl. sponsor support):** $10933895.50
- **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 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: 313385KY1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2969756.70
- **C.18.a - Value (excl. sponsor support):** $2969756.70
- **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? 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):** $6774769.14
- **C.18.a - Value (excl. sponsor support):** $6774769.14
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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):** $6768626.07
- **C.18.a - Value (excl. sponsor support):** $6768626.07
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.385001%
- **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):** $6100158.60
- **C.18.a - Value (excl. sponsor support):** $6100158.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.470001%
- **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):** $8002752.00
- **C.18.a - Value (excl. sponsor support):** $8002752.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.465000%
- **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):** $12004676.40
- **C.18.a - Value (excl. sponsor support):** $12004676.40
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.465000%
- **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):** $4997927.50
- **C.18.a - Value (excl. sponsor support):** $4997927.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.470001%
- **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):** $2801157.24
- **C.18.a - Value (excl. sponsor support):** $2801157.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.439998%
- **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):** $2401099.92
- **C.18.a - Value (excl. sponsor support):** $2401099.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.470001%
- **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):** $3294968.49
- **C.18.a - Value (excl. sponsor support):** $3294968.49
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.470001%
- **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):** $4002109.20
- **C.18.a - Value (excl. sponsor support):** $4002109.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.470001%
- **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):** $7002154.60
- **C.18.a - Value (excl. sponsor support):** $7002154.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 4.470001%
- **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):** $8002297.60
- **C.18.a - Value (excl. sponsor support):** $8002297.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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: 912797LN5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13983471.60
- **C.18.a - Value (excl. sponsor support):** $13983471.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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: 912797NA1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13755583.80
- **C.18.a - Value (excl. sponsor support):** $13755583.80
- **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 40: 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):** $47003568.00
- **C.18.a - Value (excl. sponsor support):** $47003568.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **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 41: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24991145.00
- **C.18.a - Value (excl. sponsor support):** $24991145.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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: 912797NU7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32708311.25
- **C.18.a - Value (excl. sponsor support):** $32708311.25
- **C.19 - Percentage of Net Assets:** 1.2800%
- **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 43: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56280291.00
- **C.18.a - Value (excl. sponsor support):** $56280291.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 44: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68805647.70
- **C.18.a - Value (excl. sponsor support):** $68805647.70
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **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 45: 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):** $25905406.80
- **C.18.a - Value (excl. sponsor support):** $25905406.80
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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 46: 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):** $31645493.75
- **C.18.a - Value (excl. sponsor support):** $31645493.75
- **C.19 - Percentage of Net Assets:** 1.2400%
- **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 47: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11498641.85
- **C.18.a - Value (excl. sponsor support):** $11498641.85
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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 48: 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):** $18151540.22
- **C.18.a - Value (excl. sponsor support):** $18151540.22
- **C.19 - Percentage of Net Assets:** 0.7100%
- **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 49: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35167028.16
- **C.18.a - Value (excl. sponsor support):** $35167028.16
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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: 912797PS0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23957551.20
- **C.18.a - Value (excl. sponsor support):** $23957551.20
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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: 912797PT8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18950943.90
- **C.18.a - Value (excl. sponsor support):** $18950943.90
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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: 912797PV3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15385105.53
- **C.18.a - Value (excl. sponsor support):** $15385105.53
- **C.19 - Percentage of Net Assets:** 0.6000%
- **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 53: 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):** $30239616.66
- **C.18.a - Value (excl. sponsor support):** $30239616.66
- **C.19 - Percentage of Net Assets:** 1.1800%
- **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 54: 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):** $18009985.26
- **C.18.a - Value (excl. sponsor support):** $18009985.26
- **C.19 - Percentage of Net Assets:** 0.7000%
- **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 55: 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):** $13767545.40
- **C.18.a - Value (excl. sponsor support):** $13767545.40
- **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 56: 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):** $19049267.16
- **C.18.a - Value (excl. sponsor support):** $19049267.16
- **C.19 - Percentage of Net Assets:** 0.7400%
- **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 57: 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):** $26213857.08
- **C.18.a - Value (excl. sponsor support):** $26213857.08
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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 58: 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):** $34922909.36
- **C.18.a - Value (excl. sponsor support):** $34922909.36
- **C.19 - Percentage of Net Assets:** 1.3600%
- **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 59: 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):** $10389788.22
- **C.18.a - Value (excl. sponsor support):** $10389788.22
- **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 60: 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):** $3077597.54
- **C.18.a - Value (excl. sponsor support):** $3077597.54
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 61: 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):** $3436425.65
- **C.18.a - Value (excl. sponsor support):** $3436425.65
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 62: 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):** $5506156.32
- **C.18.a - Value (excl. sponsor support):** $5506156.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 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):** $5154663.93
- **C.18.a - Value (excl. sponsor support):** $5154663.93
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 64: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.471261%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $26014422.20
- **C.18.a - Value (excl. sponsor support):** $26014422.20
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 65: 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):** $3908988.33
- **C.18.a - Value (excl. sponsor support):** $3908988.33
- **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 66: 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):** $4510371.15
- **C.18.a - Value (excl. sponsor support):** $4510371.15
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 67: 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):** $18545526.65
- **C.18.a - Value (excl. sponsor support):** $18545526.65
- **C.19 - Percentage of Net Assets:** 0.7200%
- **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 68: 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):** $4009375.20
- **C.18.a - Value (excl. sponsor support):** $4009375.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 69: 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):** $4027031.20
- **C.18.a - Value (excl. sponsor support):** $4027031.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 70: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.506260%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40360861.06
- **C.18.a - Value (excl. sponsor support):** $40360861.06
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 71: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.399261%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48323304.75
- **C.18.a - Value (excl. sponsor support):** $48323304.75
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 72: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.491921%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15420605.20
- **C.18.a - Value (excl. sponsor support):** $15420605.20
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 73: Nova Scotia Repo

- **C.1 - Title:** Nova Scotia Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5TVZ02, C.3 - LEI: N/A, C.5 - Other ID: BYM5TVZ02
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.9100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                   | 2040-02-15      | 2.1250%  | 0.0000% | $17300.00          | $24979.69          | U.S. Treasuries (including strips) |
| USTR                   | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $73.71             | U.S. Treasuries (including strips) |
| USTR                   | 2045-02-15      | 2.5000%  | 0.0000% | $11400.00          | $7897.58           | U.S. Treasuries (including strips) |
| USTR                   | 2039-11-15      | 4.3750%  | 0.0000% | $26200.00          | $25204.96          | U.S. Treasuries (including strips) |
| USTR                   | 2025-08-15      | 2.0000%  | 0.0000% | $17900.00          | $17911.01          | U.S. Treasuries (including strips) |
| USTR                   | 2026-11-15      | 2.0000%  | 0.0000% | $187000.00         | $181717.85         | U.S. Treasuries (including strips) |
| USTR                   | 2047-11-15      | 2.7500%  | 0.0000% | $197900.00         | $137405.52         | U.S. Treasuries (including strips) |
| USTR                   | 2027-05-15      | 2.3750%  | 0.0000% | $22500.00          | $21852.18          | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 0.5000%  | 0.0000% | $300.00            | $380.78            | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-15      | 2.7500%  | 0.0000% | $12560700.00       | $12282437.19       | U.S. Treasuries (including strips) |
| USTR                   | 2027-11-15      | 2.2500%  | 0.0000% | $1732900.00        | $1666453.89        | U.S. Treasuries (including strips) |
| USTR                   | 2046-11-15      | 2.8750%  | 0.0000% | $369700.00         | $265979.14         | U.S. Treasuries (including strips) |
| USTR                   | 2025-05-31      | 2.8750%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| USTR                   | 2025-09-30      | 3.0000%  | 0.0000% | $49700.00          | $49717.50          | U.S. Treasuries (including strips) |
| USTR                   | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $125.59            | U.S. Treasuries (including strips) |
| USTR                   | 2048-05-15      | 3.1250%  | 0.0000% | $3500.00           | $2594.77           | U.S. Treasuries (including strips) |
| USTR                   | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| USTR                   | 2029-05-15      | 2.3750%  | 0.0000% | $38900.00          | $36701.69          | U.S. Treasuries (including strips) |
| USTR                   | 2029-07-15      | 0.2500%  | 0.0000% | $1600.00           | $1907.71           | U.S. Treasuries (including strips) |
| USTR                   | 2050-02-15      | 0.2500%  | 0.0000% | $33600.00          | $23570.07          | U.S. Treasuries (including strips) |
| USTR                   | 2030-05-15      | 0.6250%  | 0.0000% | $831200.00         | $705790.00         | U.S. Treasuries (including strips) |
| USTR                   | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| USTR                   | 2040-05-15      | 1.1250%  | 0.0000% | $17300.00          | $10491.39          | U.S. Treasuries (including strips) |
| USTR                   | 2026-07-31      | 1.8750%  | 0.0000% | $879900.00         | $862776.86         | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-31      | 0.5000%  | 0.0000% | $24900.00          | $22953.16          | U.S. Treasuries (including strips) |
| USTR                   | 2031-05-15      | 1.6250%  | 0.0000% | $84000.00          | $73080.20          | U.S. Treasuries (including strips) |
| USTR                   | 2049-08-15      | 2.2500%  | 0.0000% | $1276500.00        | $787932.50         | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| USTR                   | 2032-02-15      | 1.8750%  | 0.0000% | $1414100.00        | $1231081.15        | U.S. Treasuries (including strips) |
| USTR                   | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $59.65             | U.S. Treasuries (including strips) |
| USTR                   | 2052-08-15      | 3.0000%  | 0.0000% | $3476000.00        | $2478133.50        | U.S. Treasuries (including strips) |
| USTR                   | 2029-11-30      | 3.8750%  | 0.0000% | $217400.00         | $220566.33         | U.S. Treasuries (including strips) |
| USTR                   | 2026-03-15      | 4.6250%  | 0.0000% | $200.00            | $202.48            | U.S. Treasuries (including strips) |
| USTR                   | 2053-02-15      | 3.6250%  | 0.0000% | $6202400.00        | $5010660.72        | U.S. Treasuries (including strips) |
| USTR                   | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| USTR                   | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| USTR                   | 2027-04-15      | 0.1250%  | 0.0000% | $2893800.00        | $3201352.22        | U.S. Treasuries (including strips) |
| USTR                   | 2031-03-31      | 4.1250%  | 0.0000% | $8000000.00        | $8062578.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-12      | 0.0000%  | 0.0000% | $6083600.00        | $6074292.09        | U.S. Treasuries (including strips) |
| USTR                   | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.82             | U.S. Treasuries (including strips) |
| USTR                   | 2031-07-31      | 4.1250%  | 0.0000% | $15801300.00       | $16005770.13       | U.S. Treasuries (including strips) |
| USTR                   | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| USTR                   | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| USTR                   | 2031-10-31      | 4.1250%  | 0.0000% | $4286400.00        | $4291941.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $16495100.00       | $16004205.82       | U.S. Treasuries (including strips) |
| USTR                   | 2027-10-15      | 3.8750%  | 0.0000% | $11800.00          | $11841.00          | U.S. Treasuries (including strips) |
| USTR                   | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| USTR                   | 2032-01-31      | 4.3750%  | 0.0000% | $2550100.00        | $2614571.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $734000.00         | $722140.03         | U.S. Treasuries (including strips) |
| USTR                   | 2025-09-25      | 0.0000%  | 0.0000% | $529500.00         | $522235.26         | U.S. Treasuries (including strips) |
| USTR                   | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| USTR                   | 2025-08-19      | 0.0000%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| USTR                   | 2025-07-17      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| USTR                   | 2025-07-15      | 0.0000%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| USTR                   | 2025-07-22      | 0.0000%  | 0.0000% | $1500.00           | $1490.68           | U.S. Treasuries (including strips) |
| USTR                   | 2025-09-09      | 0.0000%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| USTR                   | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $93.37             | U.S. Treasuries (including strips) |
| USTR                   | 2029-10-15      | 1.6250%  | 0.0000% | $1943000.00        | $1991750.23        | U.S. Treasuries (including strips) |
| USTR                   | 2028-01-15      | 4.2500%  | 0.0000% | $365900.00         | $374644.81         | U.S. Treasuries (including strips) |
| USTR                   | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| USTR                   | 2032-04-30      | 4.0000%  | 0.0000% | $16144700.00       | $16005708.18       | U.S. Treasuries (including strips) |

### Security 74: Daiwa Capital Repo

- **C.1 - Title:** Daiwa Capital Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5TVZ36, C.3 - LEI: N/A, C.5 - Other ID: BYM5TVZ36
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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          | 2048-05-15      | 3.1250%  | 0.0000% | $12875100.00       | $9563634.28        | U.S. Treasuries (including strips) |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $21497999.00       | $10099586.28       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $7229864.00        | $6708808.55        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $16923437.00       | $16593157.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-09-01      | 4.5000%  | 0.0000% | $2527.00           | $40.01             | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-12-01      | 3.0000%  | 0.0000% | $1286.00           | $31.47             | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $1104.00           | $30.52             | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $4641313.00        | $3746199.47        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $13750440.00       | $13453361.74       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $99310.00          | $100006.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $382577.00         | $357781.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $934100.00         | $896366.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $297672.00         | $280329.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $2192463.00        | $2152920.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $7479000.00        | $7069061.78        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 5.0000%  | 0.0000% | $23029.00          | $22439.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-25      | 5.3220%  | 0.0000% | $144498.00         | $143343.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1161356.00        | $1120077.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1245202.00        | $1264441.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1129403.00        | $1146782.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $2624358.00        | $2706923.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4793.23           | Agency Mortgage-Backed Securities  |

### Security 75: Canadian Imperial Bank Repo

- **C.1 - Title:** Canadian Imperial Bank Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5TVZB8, C.3 - LEI: N/A, C.5 - Other ID: BYM5TVZB8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.9100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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          | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $95.02             | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $67.42             | U.S. Treasuries (including strips) |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1001.00           | $73.40             | Agency Mortgage-Backed Securities  |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $820800.00         | $1101284.08        | U.S. Treasuries (including strips) |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $56385813.00       | $17839875.05       | Agency Mortgage-Backed Securities  |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $82400.00          | $42284.83          | U.S. Treasuries (including strips) |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $1998.00           | $634.07            | Agency Mortgage-Backed Securities  |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $7326900.00        | $5254898.14        | U.S. Treasuries (including strips) |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $1024.00           | $675.51            | Agency Mortgage-Backed Securities  |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $65.26             | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $694800.00         | $696253.84         | U.S. Treasuries (including strips) |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1001.00           | $74.55             | Agency Mortgage-Backed Securities  |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $128600.00         | $139157.22         | U.S. Treasuries (including strips) |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $1595.00           | $908.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $970.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $8878.00           | $7342.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $257123.00         | $225479.20         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-15      | 4.0000%  | 0.0000% | $100000.00         | $5073.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $100008.00         | $4373.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $100000.00         | $5414.30           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 4.5000%  | 0.0000% | $391066.00         | $337139.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $799.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $4000.00           | $2539.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1178317.00        | $1089344.69        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $4000.00           | $3964.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $2000.00           | $1406.47           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $3000.00           | $1991.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $5000.00           | $4008.24           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $380878.00         | $380353.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $913.35            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $2000.00           | $1782.55           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $3000.00           | $3082.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $3000.00           | $2407.44           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $3000.00           | $2915.17           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $2000.00           | $1976.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $5000.00           | $5318.36           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $3024.00           | $3137.63           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $3024.00           | $3211.59           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 8.0000%  | 0.0000% | $2000.00           | $2125.88           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $8155.00           | $7526.99           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $8064.00           | $7347.00           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $10010.00          | $8302.63           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $2037.00           | $2075.52           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $3024.00           | $3227.81           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2036.55           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1018.63           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2037.41           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 6.5000%  | 0.0000% | $1000.00           | $818.83            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $4034608.00        | $4336834.05        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $3000.00           | $1419.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-05-15      | 2.5000%  | 0.0000% | $1186328.00        | $16779.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1057.00           | $891.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-15      | 3.5000%  | 0.0000% | $100000.00         | $4975.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $1083.00           | $188.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.0000%  | 0.0000% | $100000.00         | $2217.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $839.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1829.00           | $1854.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $968.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1428652.00        | $1094414.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1011.00           | $1053.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1168009.00        | $1210690.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2253116.00        | $2247536.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $561197.00         | $476561.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1011.00           | $772.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 3.0000%  | 0.0000% | $100000.00         | $3808.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $100000.00         | $5153.14           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 5.5000%  | 0.0000% | $1000.00           | $984.70            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $2000.00           | $2113.50           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1027.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $44783.00          | $34902.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $345135.00         | $355940.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 2.3700%  | 0.0000% | $1004.00           | $888.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.5900%  | 0.0000% | $1539.00           | $1511.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $680.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $288508.00         | $265164.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $2000.00           | $1361.04           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 3.0000%  | 0.0000% | $1000.00           | $669.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $6056.00           | $796.84            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $259.63            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $81.34             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $1000.00           | $668.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $442.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $995.65            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $4000.00           | $3815.11           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $3000.00           | $2496.62           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $2000.00           | $1843.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $2000.00           | $1571.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $3000.00           | $2988.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $2016.00           | $1868.62           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $4000.00           | $3481.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $3000.00           | $3020.01           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $4000.00           | $2053.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.5000%  | 0.0000% | $500316.00         | $383468.50         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $3000.00           | $3123.99           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.5000%  | 0.0000% | $2000.00           | $2153.79           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $2000.00           | $2101.06           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $6133113.00        | $5757853.81        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $36312.00          | $36833.64          | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $226679.00         | $232338.28         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $7170.00           | $6241.95           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $721794.00         | $675572.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $8064.00           | $8036.82           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $529504.00         | $462427.96         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $4000.00           | $4060.13           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $1008.00           | $1022.20           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1015.46           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.73           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.10           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1008.00           | $1035.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2053.02           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $3000.00           | $2915.57           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.81           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $2000.00           | $2053.57           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2032.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $1008.00           | $1076.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1068.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $3000.00           | $3018.09           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $3024.00           | $3108.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $4000.00           | $4098.31           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.61           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $3000.00           | $3085.42           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 3.5000%  | 0.0000% | $64391424.00       | $56727188.18       | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $371900.00         | $352476.78         | U.S. Treasuries (including strips) |

### Security 76: RBC Repo

- **C.1 - Title:** RBC Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5TVZM4, C.3 - LEI: N/A, C.5 - Other ID: BYM5TVZM4
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 14.6500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-10-25      | 5.0000%  | 0.0000% | $31227983.00       | $7288385.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 1.7217%  | 0.0000% | $15004079.00       | $1088887.29        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 4.0000%  | 0.0000% | $6210154.00        | $608415.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $6437000.00        | $588620.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 1.6111%  | 0.0000% | $9777223.00        | $704659.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $7500000.00        | $659212.16         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 2.2517%  | 0.0000% | $4499598.00        | $308680.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-25      | 5.0000%  | 0.0000% | $92774734.00       | $5884245.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-25      | 4.0000%  | 0.0000% | $118473020.00      | $8783962.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-25      | 4.5000%  | 0.0000% | $45991152.00       | $5823593.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-25      | 4.0000%  | 0.0000% | $50571885.00       | $5640536.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-25      | 1.9280%  | 0.0000% | $102884004.00      | $5742050.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-25      | 2.0000%  | 0.0000% | $55000000.00       | $6265218.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-25      | 2.5780%  | 0.0000% | $75000000.00       | $5533864.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-25      | 1.8780%  | 0.0000% | $196049280.00      | $7802769.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-25      | 4.0000%  | 0.0000% | $35317604.00       | $6930374.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-25      | 5.0000%  | 0.0000% | $30392736.00       | $7049994.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-25      | 3.0000%  | 0.0000% | $43985619.00       | $7024093.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-25      | 2.8280%  | 0.0000% | $50355971.00       | $5859824.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-25      | 1.4780%  | 0.0000% | $100000000.00      | $3483019.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-25      | 2.7280%  | 0.0000% | $72652550.00       | $7511055.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-25      | 2.7280%  | 0.0000% | $93625698.00       | $9080561.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-25      | 2.7780%  | 0.0000% | $100000000.00      | $9416366.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-25      | 5.0000%  | 0.0000% | $117220181.00      | $5596606.95        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-25      | 4.0000%  | 0.0000% | $63416663.00       | $5649727.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-25      | 0.0780%  | 0.0000% | $200000000.00      | $6467605.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-25      | 4.0000%  | 0.0000% | $24290506.00       | $4238130.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-25      | 4.0000%  | 0.0000% | $30369525.00       | $5704503.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-25      | 3.5000%  | 0.0000% | $39253008.00       | $6243307.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2061-01-25      | 3.0000%  | 0.0000% | $47947343.00       | $7626592.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-25      | 0.0000%  | 0.0000% | $8333334.00        | $5810129.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 0.0000%  | 0.0000% | $10416557.00       | $7615713.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 0.0000%  | 0.0000% | $7692308.00        | $5524424.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 0.0000%  | 0.0000% | $11571429.00       | $8362749.14        | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-05-20      | 1.9011%  | 0.0000% | $82670759.00       | $67418.55          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-16      | 1.6068%  | 0.0000% | $233333333.00      | $182083.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-07-20      | 1.5011%  | 0.0000% | $100000000.00      | $706309.65         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-05-20      | 2.3111%  | 0.0000% | $26138580.00       | $112213.91         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-07-16      | 1.6568%  | 0.0000% | $42037019.00       | $746932.18         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-20      | 1.6811%  | 0.0000% | $6291390.00        | $124430.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-16      | 3.5000%  | 0.0000% | $22733000.00       | $913807.39         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-20      | 1.6111%  | 0.0000% | $39750000.00       | $681605.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 2.3569%  | 0.0000% | $94323131.00       | $133573.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-03-16      | 2.0568%  | 0.0000% | $55127000.00       | $136262.34         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 1.8069%  | 0.0000% | $50562947.00       | $102714.18         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 1.7449%  | 0.0000% | $20700000.00       | $63085.20          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-04-16      | 2.3668%  | 0.0000% | $45300000.00       | $87344.83          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-07-20      | 2.0611%  | 0.0000% | $175000000.00      | $69399.56          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-10-20      | 2.1111%  | 0.0000% | $221360000.00      | $44124.92          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-11-16      | 2.1069%  | 0.0000% | $44000000.00       | $28836.04          | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-06-16      | 1.7969%  | 0.0000% | $40000000.00       | $87942.73          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-08-20      | 1.6611%  | 0.0000% | $90300000.00       | $65771.50          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-09-16      | 1.7569%  | 0.0000% | $60000000.00       | $130032.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-09-16      | 1.7569%  | 0.0000% | $35250000.00       | $74416.96          | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-04-20      | 1.6611%  | 0.0000% | $26000000.00       | $38505.36          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-16      | 5.5000%  | 0.0000% | $2739257.00        | $52742.64          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-20      | 1.8911%  | 0.0000% | $50000000.00       | $155176.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 1.5611%  | 0.0000% | $50000000.00       | $118229.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-05-20      | 0.9611%  | 0.0000% | $29000000.00       | $226109.34         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-16      | 2.1568%  | 0.0000% | $64972949.00       | $34743.79          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-01-16      | 1.1068%  | 0.0000% | $17850000.00       | $90770.10          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 4.0000%  | 0.0000% | $23970000.00       | $690208.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-12-16      | 1.3568%  | 0.0000% | $49025072.00       | $108036.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-10-20      | 2.1111%  | 0.0000% | $17149033.00       | $165771.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-09-20      | 1.5611%  | 0.0000% | $15945911.00       | $134643.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-20      | 1.8111%  | 0.0000% | $19234064.00       | $278916.62         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-16      | 2.1568%  | 0.0000% | $12538194.00       | $75221.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-05-16      | 1.7068%  | 0.0000% | $7689881.00        | $244962.92         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-20      | 1.8111%  | 0.0000% | $238276991.00      | $899101.76         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-16      | 2.0069%  | 0.0000% | $50750000.00       | $121493.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-03-20      | 2.0311%  | 0.0000% | $150000000.00      | $762277.00         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-16      | 2.1069%  | 0.0000% | $23068000.00       | $63076.62          | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-16      | 1.5569%  | 0.0000% | $89740000.00       | $178210.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-02-20      | 1.3211%  | 0.0000% | $34400000.00       | $116438.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-05-20      | 0.0000%  | 0.0000% | $36000000.00       | $958834.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-05-16      | 1.6068%  | 0.0000% | $92857830.00       | $222712.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-01-16      | 1.5069%  | 0.0000% | $27196000.00       | $220550.02         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-02-20      | 1.6111%  | 0.0000% | $43078000.00       | $141599.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-20      | 2.1611%  | 0.0000% | $45697200.00       | $248701.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-04-20      | 2.2111%  | 0.0000% | $129491000.00      | $636648.36         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-05-16      | 1.6068%  | 0.0000% | $25800000.00       | $82002.38          | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-12-20      | 1.6611%  | 0.0000% | $6000000.00        | $89504.67          | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-10-20      | 1.6611%  | 0.0000% | $18570000.00       | $182050.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-16      | 2.2069%  | 0.0000% | $45000000.00       | $401159.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-07-20      | 2.2611%  | 0.0000% | $7500000.00        | $70288.13          | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-20      | 2.1611%  | 0.0000% | $115593750.00      | $914987.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-02-20      | 2.2111%  | 0.0000% | $13336859.00       | $104860.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-20      | 1.6111%  | 0.0000% | $28656548.00       | $247251.24         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-04-16      | 5.5000%  | 0.0000% | $7072909.00        | $99454.42          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-02-20      | 3.0000%  | 0.0000% | $11286666.00       | $257492.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-04-16      | 4.5000%  | 0.0000% | $9676333.00        | $68702.90          | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-12-20      | 2.5000%  | 0.0000% | $40332084.00       | $28941.27          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-16      | 4.5000%  | 0.0000% | $5214568.00        | $39709.10          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-09-20      | 1.6611%  | 0.0000% | $15000000.00       | $124790.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-16      | 3.5000%  | 0.0000% | $13065039.00       | $520072.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-03-20      | 3.5000%  | 0.0000% | $9400000.00        | $53813.27          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $6662768.00        | $49119.81          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-01-20      | 1.7111%  | 0.0000% | $136303380.00      | $755399.75         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-12-20      | 1.7011%  | 0.0000% | $43000000.00       | $608360.00         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-12-20      | 1.1111%  | 0.0000% | $132000000.00      | $884847.39         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-12-20      | 1.1111%  | 0.0000% | $43369209.00       | $158364.62         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 5.0000%  | 0.0000% | $14700000.00       | $110494.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-16      | 4.5000%  | 0.0000% | $35485500.00       | $27116.01          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-20      | 3.5000%  | 0.0000% | $8351857.00        | $219202.22         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-02-20      | 4.5000%  | 0.0000% | $6833711.00        | $36635.76          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 1.8611%  | 0.0000% | $31250000.00       | $178443.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-06-16      | 1.7068%  | 0.0000% | $26500000.00       | $288549.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-11-20      | 0.0611%  | 0.0000% | $294507360.00      | $757769.00         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-01-20      | 1.6611%  | 0.0000% | $11016717.00       | $87397.34          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 1.7611%  | 0.0000% | $73333333.00       | $501829.93         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-07-20      | 1.8111%  | 0.0000% | $29000000.00       | $258218.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-07-16      | 1.6568%  | 0.0000% | $96709662.00       | $1235715.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 1.7111%  | 0.0000% | $36206662.00       | $185895.65         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-08-16      | 1.6568%  | 0.0000% | $37514550.00       | $308655.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-11-20      | 1.7111%  | 0.0000% | $37269289.00       | $140926.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-01-20      | 2.3111%  | 0.0000% | $85277575.00       | $833649.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-03-16      | 1.7569%  | 0.0000% | $25000000.00       | $186450.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-12-16      | 1.6568%  | 0.0000% | $49000000.00       | $328680.22         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-04-20      | 1.6611%  | 0.0000% | $54035286.00       | $516092.92         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-07-16      | 4.5000%  | 0.0000% | $5285713.00        | $70663.33          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-08-20      | 1.1611%  | 0.0000% | $34400000.00       | $514091.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-05-20      | 5.0000%  | 0.0000% | $9261106.00        | $136378.87         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 1.7111%  | 0.0000% | $28571428.00       | $720592.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $31300000.00       | $364549.02         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-11-20      | 1.8111%  | 0.0000% | $26477206.00       | $383402.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.2811%  | 0.0000% | $35000000.00       | $249050.87         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 1.1611%  | 0.0000% | $9500000.00        | $136350.10         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-09-20      | 1.7611%  | 0.0000% | $39093773.00       | $222531.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-10-16      | 1.1568%  | 0.0000% | $66231125.00       | $704310.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-01-20      | 1.1611%  | 0.0000% | $102297401.00      | $966498.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 1.1568%  | 0.0000% | $21766915.00       | $273496.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 4.0000%  | 0.0000% | $9328677.00        | $98683.36          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 6.0000%  | 0.0000% | $38029926.00       | $540475.93         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $15629051.00       | $264057.36         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-05-20      | 4.0000%  | 0.0000% | $17923000.00       | $322689.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-07-20      | 1.8111%  | 0.0000% | $9000000.00        | $231629.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-08-20      | 1.4613%  | 0.0000% | $16708873.00       | $86413.34          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-05-20      | 4.0000%  | 0.0000% | $15518366.00       | $127647.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-06-20      | 7.0000%  | 0.0000% | $29089813.00       | $322693.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-07-20      | 3.5000%  | 0.0000% | $28571428.00       | $99273.41          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-08-20      | 5.5000%  | 0.0000% | $12400000.00       | $120552.35         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-01-20      | 4.0000%  | 0.0000% | $9588250.00        | $95769.96          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.2411%  | 0.0000% | $68906615.00       | $1086983.98        | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-01-16      | 4.0000%  | 0.0000% | $12402000.00       | $36987.54          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 1.6611%  | 0.0000% | $34187896.00       | $767426.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-16      | 1.7068%  | 0.0000% | $37659328.00       | $614312.87         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 2.3111%  | 0.0000% | $27730074.00       | $598374.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-01-20      | 1.2111%  | 0.0000% | $36225000.00       | $426835.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-01-16      | 1.6068%  | 0.0000% | $10000000.00       | $64551.34          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 1.7111%  | 0.0000% | $3500000.00        | $90010.34          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-20      | 4.5000%  | 0.0000% | $7165270.00        | $89462.22          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-05-20      | 4.5000%  | 0.0000% | $11910581.00       | $23180.55          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-05-20      | 4.0000%  | 0.0000% | $16849250.00       | $358580.22         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 4.0000%  | 0.0000% | $56071519.00       | $214341.06         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-11-20      | 4.0000%  | 0.0000% | $9796228.00        | $187817.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-08-20      | 3.5000%  | 0.0000% | $7142857.00        | $425845.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 4.0000%  | 0.0000% | $10625000.00       | $300007.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-09-20      | 1.6611%  | 0.0000% | $19781353.00       | $522680.06         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-16      | 1.4613%  | 0.0000% | $13253848.00       | $316721.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.8111%  | 0.0000% | $56350717.00       | $1035096.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 1.6611%  | 0.0000% | $26601199.00       | $756668.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-11-20      | 5.0000%  | 0.0000% | $14329000.00       | $501381.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-09-20      | 6.0000%  | 0.0000% | $12022470.00       | $232833.08         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-05-20      | 3.4359%  | 0.0000% | $32325751.00       | $481846.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-16      | 5.0000%  | 0.0000% | $3471000.00        | $164387.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 6.0000%  | 0.0000% | $31360274.00       | $1001876.15        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-08-20      | 4.0000%  | 0.0000% | $10298210.00       | $276849.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 1.7611%  | 0.0000% | $22186064.00       | $532517.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-20      | 1.7611%  | 0.0000% | $13000000.00       | $534942.10         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-09-20      | 1.7611%  | 0.0000% | $19097714.00       | $589799.80         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-08-20      | 4.0000%  | 0.0000% | $6776299.00        | $285041.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 1.7611%  | 0.0000% | $30121153.00       | $563342.24         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-20      | 0.6292%  | 0.0000% | $149107050.00      | $1057909.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $43406142.00       | $297883.92         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 1.6611%  | 0.0000% | $53277272.00       | $1050992.38        | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-16      | 1.1568%  | 0.0000% | $36566799.00       | $559320.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-10-16      | 1.6068%  | 0.0000% | $6170386.00        | $149858.40         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 1.8111%  | 0.0000% | $11354168.00       | $340910.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-04-20      | 1.2811%  | 0.0000% | $30000000.00       | $505647.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $22349777.00       | $424074.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-03-20      | 2.1611%  | 0.0000% | $8000000.00        | $215372.33         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 1.7611%  | 0.0000% | $16114759.00       | $401557.65         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-08-20      | 1.7611%  | 0.0000% | $27955683.00       | $847444.32         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-06-20      | 1.8111%  | 0.0000% | $24698979.00       | $453729.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-07-20      | 1.7611%  | 0.0000% | $30000000.00       | $733760.17         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-03-20      | 4.0000%  | 0.0000% | $12328000.00       | $69760.59          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 1.8111%  | 0.0000% | $46000000.00       | $1075055.24        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 1.7611%  | 0.0000% | $77108333.00       | $716724.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 1.7111%  | 0.0000% | $32265116.00       | $918440.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-16      | 1.7569%  | 0.0000% | $5553716.00        | $97318.77          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-08-20      | 5.0000%  | 0.0000% | $8529850.00        | $389091.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 1.6611%  | 0.0000% | $40000000.00       | $884707.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-12-20      | 1.6811%  | 0.0000% | $45033333.00       | $758643.63         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-12-20      | 1.6611%  | 0.0000% | $11600000.00       | $227191.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 5.0000%  | 0.0000% | $12718112.00       | $416194.00         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 1.6111%  | 0.0000% | $55278077.00       | $628644.76         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-02-20      | 1.6111%  | 0.0000% | $35000000.00       | $606895.83         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 1.6660%  | 0.0000% | $24797136.00       | $623363.09         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 1.6217%  | 0.0000% | $10000000.00       | $666543.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 1.6111%  | 0.0000% | $31666666.00       | $550330.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 1.6111%  | 0.0000% | $29233333.00       | $512572.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-11-16      | 4.0000%  | 0.0000% | $32907366.00       | $1023611.62        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 4.5000%  | 0.0000% | $19191530.00       | $620508.74         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 1.6111%  | 0.0000% | $7500000.00        | $294186.87         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 0.0000%  | 0.0000% | $50000000.00       | $181993.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 1.6111%  | 0.0000% | $1825623.00        | $54441.28          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 1.6611%  | 0.0000% | $24720896.00       | $521009.41         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $24084250.00       | $1279532.19        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 1.6611%  | 0.0000% | $30268291.00       | $313983.39         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 5.0000%  | 0.0000% | $3019680.00        | $77517.32          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 1.6611%  | 0.0000% | $12172000.00       | $259230.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 1.6111%  | 0.0000% | $58462107.00       | $1270316.71        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 0.0411%  | 0.0000% | $100000000.00      | $1066535.87        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-09-20      | 1.6111%  | 0.0000% | $18047607.00       | $179900.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 1.6111%  | 0.0000% | $27000000.00       | $651303.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-09-20      | 1.6111%  | 0.0000% | $10950000.00       | $472419.91         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-09-20      | 1.6611%  | 0.0000% | $11525000.00       | $347978.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 0.0611%  | 0.0000% | $20000000.00       | $187991.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 4.5000%  | 0.0000% | $6332606.00        | $310890.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 1.6111%  | 0.0000% | $49643799.00       | $671836.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 1.6111%  | 0.0000% | $45042032.00       | $681884.32         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.5000%  | 0.0000% | $27098285.00       | $375615.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 1.6111%  | 0.0000% | $20459891.00       | $298272.16         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-08-20      | 1.4613%  | 0.0000% | $28903029.00       | $853480.80         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.5000%  | 0.0000% | $74999999.00       | $652826.01         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $18958000.00       | $324168.91         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 6.5000%  | 0.0000% | $14973000.00       | $564742.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $3593468.00        | $57716.21          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 4.0000%  | 0.0000% | $4548204.00        | $126461.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 1.6611%  | 0.0000% | $7200000.00        | $147274.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-07-20      | 2.0011%  | 0.0000% | $2247000.00        | $87853.02          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 1.6111%  | 0.0000% | $29500000.00       | $761756.91         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 4.0000%  | 0.0000% | $35000000.00       | $1395110.31        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $12532000.00       | $740140.65         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 1.7111%  | 0.0000% | $14583333.00       | $755545.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 1.6611%  | 0.0000% | $45349669.00       | $1027943.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.5000%  | 0.0000% | $4777553.00        | $404181.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 1.2511%  | 0.0000% | $13698974.00       | $343185.35         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.5000%  | 0.0000% | $14080049.00       | $946789.75         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 0.0000%  | 0.0000% | $26806396.00       | $535164.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 1.8111%  | 0.0000% | $10675000.00       | $639629.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $3459000.00        | $335351.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $14583333.00       | $1294813.36        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $5509220.00        | $339732.06         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $14075000.00       | $903151.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $10800000.00       | $815420.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.5000%  | 0.0000% | $1900000.00        | $184917.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 6.5000%  | 0.0000% | $42249024.00       | $1557595.12        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 0.0000%  | 0.0000% | $100549.00         | $1264.76           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 3.0000%  | 0.0000% | $8025458.00        | $999043.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-11-20      | 0.0000%  | 0.0000% | $41471358.00       | $696397.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 0.0000%  | 0.0000% | $45000000.00       | $209444.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 3.5000%  | 0.0000% | $7369000.00        | $725673.08         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 0.0000%  | 0.0000% | $58333333.00       | $283947.89         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $16666667.00       | $975313.50         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.5000%  | 0.0000% | $6819093.00        | $804012.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $16404666.00       | $1661406.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $4950000.00        | $424374.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 0.0000%  | 0.0000% | $50301685.00       | $937660.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $12799000.00       | $1422996.25        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $5027000.00        | $449166.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 1.8611%  | 0.0000% | $12500000.00       | $1192198.80        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 4.0000%  | 0.0000% | $8713000.00        | $1269365.79        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $6512000.00        | $894343.85         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1253945.09        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $6559869.00        | $1039932.68        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 6.0000%  | 0.0000% | $11950000.00       | $1031325.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $3426000.00        | $301610.24         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $10665000.00       | $1187824.54        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 0.0000%  | 0.0000% | $125000000.00      | $950561.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $4538000.00        | $430463.50         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $15103376.00       | $545254.00         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 0.0000%  | 0.0000% | $50000000.00       | $1288536.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 0.0000%  | 0.0000% | $50000000.00       | $323550.01         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 0.0000%  | 0.0000% | $50000000.00       | $278859.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $13870000.00       | $1324258.01        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 4.5000%  | 0.0000% | $12513000.00       | $1182654.69        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 0.0000%  | 0.0000% | $37257309.00       | $380505.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 0.0000%  | 0.0000% | $37584545.00       | $386408.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $21015416.00       | $1624845.71        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.2717%  | 0.0000% | $31565206.00       | $1307493.79        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 1.7111%  | 0.0000% | $8434800.00        | $784633.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-11-16      | 2.1568%  | 0.0000% | $15652420.00       | $1526949.38        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $3000000.00        | $475843.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 1.7217%  | 0.0000% | $10000000.00       | $797957.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 0.0000%  | 0.0000% | $11720000.00       | $463736.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 5.0000%  | 0.0000% | $7584000.00        | $857812.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-02-20      | 3.5000%  | 0.0000% | $443571.00         | $28729.99          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-07-20      | 1.7611%  | 0.0000% | $10947855.00       | $711219.97         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $3470345.00        | $482575.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $15889000.00       | $1155753.43        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 1.7017%  | 0.0000% | $11000000.00       | $701173.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 1.6517%  | 0.0000% | $18500000.00       | $1156372.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 1.6717%  | 0.0000% | $13250000.00       | $612045.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 1.3217%  | 0.0000% | $31551398.00       | $827204.92         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.1717%  | 0.0000% | $30000000.00       | $1146969.34        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.1717%  | 0.0000% | $28157521.00       | $1220205.71        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 1.1717%  | 0.0000% | $40000000.00       | $1083494.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 1.9517%  | 0.0000% | $5000000.00        | $447803.65         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-03-20      | 1.1717%  | 0.0000% | $30000000.00       | $1168263.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 1.8217%  | 0.0000% | $16699918.00       | $1403602.14        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 5.0000%  | 0.0000% | $10000000.00       | $1541290.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 1.7217%  | 0.0000% | $20124614.00       | $1240100.40        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 0.5500%  | 0.0000% | $6443637.00        | $42733.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 0.3717%  | 0.0000% | $50000000.00       | $1349961.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 1.7217%  | 0.0000% | $20188000.00       | $1302105.66        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 0.6000%  | 0.0000% | $30557249.00       | $487736.02         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-08-20      | 1.2717%  | 0.0000% | $33695566.00       | $505631.96         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.3717%  | 0.0000% | $39099357.00       | $990043.89         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 0.7717%  | 0.0000% | $100000000.00      | $1178149.56        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1235900.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.0217%  | 0.0000% | $50000000.00       | $813046.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.1717%  | 0.0000% | $50000000.00       | $727322.09         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 1.2717%  | 0.0000% | $100000000.00      | $1530057.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 2.1717%  | 0.0000% | $60000000.00       | $1363532.02        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1588708.81        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 7.5000%  | 0.0000% | $1426101.00        | $461037.95         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $9518963.00        | $1379192.40        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 2.7217%  | 0.0000% | $15000000.00       | $1245369.00        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $433734.27         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-02-20      | 1.9217%  | 0.0000% | $40598031.00       | $549358.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 0.9217%  | 0.0000% | $50000000.00       | $1016741.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-03-20      | 1.4417%  | 0.0000% | $57604386.00       | $811845.80         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $10625416.00       | $1332444.94        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 1.5496%  | 0.0000% | $21430000.00       | $779836.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 1.5717%  | 0.0000% | $23806000.00       | $1126989.57        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 2.2717%  | 0.0000% | $14883077.00       | $1500139.52        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 1.7717%  | 0.0000% | $17823600.00       | $829033.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 2.3217%  | 0.0000% | $21885108.00       | $1462272.80        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 2.2217%  | 0.0000% | $37995725.00       | $1323798.91        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 1.6717%  | 0.0000% | $24275555.00       | $1199928.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 1.6717%  | 0.0000% | $18164693.00       | $902095.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-25      | 5.5000%  | 0.0000% | $5156296.00        | $979994.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-25      | 2.7780%  | 0.0000% | $108843457.00      | $10568232.34       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-25      | 0.0780%  | 0.0000% | $20915220.00       | $633388.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-25      | 2.7280%  | 0.0000% | $8515495.00        | $711816.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 5.4783%  | 0.0000% | $1020.00           | $988.02            | Agency Mortgage-Backed Securities  |
| USTR          | 2025-07-08      | 0.0000%  | 0.0000% | $2935700.00        | $2922277.98        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $34379300.00       | $35202451.90       | U.S. Treasuries (including strips) |

### Security 77: Credit Agricole Repo

- **C.1 - Title:** Credit Agricole Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5TVZP7, C.3 - LEI: N/A, C.5 - Other ID: BYM5TVZP7
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 13.6700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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          | 2027-02-15      | 2.2500%  | 0.0000% | $21481700.00       | $21000361.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $57111400.00       | $55999993.54       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $55944300.00       | $55999993.95       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $56084900.00       | $55999910.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $55654300.00       | $55999990.34       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $54659600.00       | $55999907.72       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $54858300.00       | $55999928.49       | U.S. Treasuries (including strips) |

### Security 78: Northern Trust Repo

- **C.1 - Title:** Northern Trust Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM5TZ4B3, C.3 - LEI: N/A, C.5 - Other ID: BYM5TZ4B3
- **C.18 - Value (incl. sponsor support):** $347000000.00
- **C.18.a - Value (excl. sponsor support):** $347000000.00
- **C.19 - Percentage of Net Assets:** 13.5500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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          | 2026-01-15      | 0.6250%  | 0.0000% | $44305400.00       | $59646122.88       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 0.6250%  | 0.0000% | $50000000.00       | $67312475.33       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $81062470.28       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $81062470.28       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 2.0000%  | 0.0000% | $40004000.00       | $64856461.23       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** JNL Series Trust

**Date:** 2025-06-06

**By:** Richard Gorman

**Name of Signing Officer:** Richard Gorman

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